SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Sep-2022

Day Change Summary
	Previous	Current
	23-Sep-2022	26-Sep-2022	Change	Change %	Previous Week
Open	370.58	366.41	-4.17	-1.1%	382.26
High	370.62	370.21	-0.41	-0.1%	389.31
Low	363.29	363.03	-0.26	-0.1%	363.29
Close	367.95	364.31	-3.64	-1.0%	367.95
Range	7.33	7.18	-0.15	-2.0%	26.02
ATR	7.79	7.75	-0.04	-0.6%	0.00
Volume	122,346,900	92,581,200	-29,765,700	-24.3%	469,119,200

Daily Pivots for day following 26-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	387.39	383.03	368.26
R3	380.21	375.85	366.28
R2	373.03	373.03	365.63
R1	368.67	368.67	364.97	367.26
PP	365.85	365.85	365.85	365.14
S1	361.49	361.49	363.65	360.08
S2	358.67	358.67	362.99
S3	351.49	354.31	362.34
S4	344.31	347.13	360.36

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	451.58	435.78	382.26
R3	425.56	409.76	375.11
R2	399.54	399.54	372.72
R1	383.74	383.74	370.34	378.63
PP	373.52	373.52	373.52	370.96
S1	357.72	357.72	365.56	352.61
S2	347.50	347.50	363.18
S3	321.48	331.70	360.79
S4	295.46	305.68	353.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	389.31	363.03	26.28	7.2%	7.25	2.0%	5%	False	True	97,684,400
10	403.10	363.03	40.07	11.0%	7.02	1.9%	3%	False	True	96,038,970
20	411.73	363.03	48.70	13.4%	6.81	1.9%	3%	False	True	87,010,045
40	431.73	363.03	68.70	18.9%	5.95	1.6%	2%	False	True	73,917,035
60	431.73	363.03	68.70	18.9%	6.17	1.7%	2%	False	True	73,240,478
80	431.73	362.17	69.56	19.1%	6.50	1.8%	3%	False	False	78,332,433
100	431.73	362.17	69.56	19.1%	7.16	2.0%	3%	False	False	85,133,173
120	457.83	362.17	95.66	26.3%	7.35	2.0%	2%	False	False	87,331,373

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.75
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	400.73
2.618	389.01
1.618	381.83
1.000	377.39
0.618	374.65
HIGH	370.21
0.618	367.47
0.500	366.62
0.382	365.77
LOW	363.03
0.618	358.59
1.000	355.85
1.618	351.41
2.618	344.23
4.250	332.51

Fisher Pivots for day following 26-Sep-2022
Pivot	1 day	3 day
R1	366.62	370.66
PP	365.85	368.55
S1	365.08	366.43

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These figures are updated between 7pm and 10pm EST after a trading day.

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