SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Sep-2022

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	366.41	368.02	1.61	0.4%	382.26
High	370.21	370.40	0.19	0.1%	389.31
Low	363.03	360.87	-2.16	-0.6%	363.29
Close	364.31	363.38	-0.93	-0.3%	367.95
Range	7.18	9.53	2.35	32.7%	26.02
ATR	7.75	7.87	0.13	1.6%	0.00
Volume	92,581,200	108,294,000	15,712,800	17.0%	469,119,200

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	393.47	387.96	368.62
R3	383.94	378.43	366.00
R2	374.41	374.41	365.13
R1	368.90	368.90	364.25	366.89
PP	364.88	364.88	364.88	363.88
S1	359.37	359.37	362.51	357.36
S2	355.35	355.35	361.63
S3	345.82	349.84	360.76
S4	336.29	340.31	358.14

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	360.87	28.44	7.8%	8.17	2.2%	9%	False	True	103,888,240
10	396.20	360.87	35.33	9.7%	6.85	1.9%	7%	False	True	94,573,670
20	411.73	360.87	50.86	14.0%	7.06	1.9%	5%	False	True	89,156,205
40	431.73	360.87	70.86	19.5%	6.06	1.7%	4%	False	True	74,874,450
60	431.73	360.87	70.86	19.5%	6.20	1.7%	4%	False	True	73,798,050
80	431.73	360.87	70.86	19.5%	6.49	1.8%	4%	False	True	78,690,988
100	431.73	360.87	70.86	19.5%	7.10	2.0%	4%	False	True	84,773,635
120	450.69	360.87	89.82	24.7%	7.36	2.0%	3%	False	True	87,615,369

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.86
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	410.90
2.618	395.35
1.618	385.82
1.000	379.93
0.618	376.29
HIGH	370.40
0.618	366.76
0.500	365.64
0.382	364.51
LOW	360.87
0.618	354.98
1.000	351.34
1.618	345.45
2.618	335.92
4.250	320.37

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	365.64	365.75
PP	364.88	364.96
S1	364.13	364.17

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

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