SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Sep-2022

Day Change Summary
	Previous	Current
	27-Sep-2022	28-Sep-2022	Change	Change %	Previous Week
Open	368.02	364.38	-3.64	-1.0%	382.26
High	370.40	372.30	1.90	0.5%	389.31
Low	360.87	362.60	1.73	0.5%	363.29
Close	363.38	370.53	7.15	2.0%	367.95
Range	9.53	9.70	0.17	1.8%	26.02
ATR	7.87	8.00	0.13	1.7%	0.00
Volume	108,294,000	110,802,200	2,508,200	2.3%	469,119,200

Daily Pivots for day following 28-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	397.58	393.75	375.87
R3	387.88	384.05	373.20
R2	378.18	378.18	372.31
R1	374.35	374.35	371.42	376.27
PP	368.48	368.48	368.48	369.43
S1	364.65	364.65	369.64	366.57
S2	358.78	358.78	368.75
S3	349.08	354.95	367.86
S4	339.38	345.25	365.20

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	378.30	360.87	17.43	4.7%	7.72	2.1%	55%	False	False	104,699,380
10	395.96	360.87	35.09	9.5%	7.31	2.0%	28%	False	False	97,151,520
20	411.73	360.87	50.86	13.7%	7.14	1.9%	19%	False	False	90,413,695
40	431.73	360.87	70.86	19.1%	6.15	1.7%	14%	False	False	76,058,620
60	431.73	360.87	70.86	19.1%	6.21	1.7%	14%	False	False	74,287,455
80	431.73	360.87	70.86	19.1%	6.55	1.8%	14%	False	False	79,177,588
100	431.73	360.87	70.86	19.1%	7.04	1.9%	14%	False	False	84,152,366
120	450.69	360.87	89.82	24.2%	7.40	2.0%	11%	False	False	87,647,905

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.87
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	413.53
2.618	397.69
1.618	387.99
1.000	382.00
0.618	378.29
HIGH	372.30
0.618	368.59
0.500	367.45
0.382	366.31
LOW	362.60
0.618	356.61
1.000	352.90
1.618	346.91
2.618	337.21
4.250	321.38

Fisher Pivots for day following 28-Sep-2022
Pivot	1 day	3 day
R1	369.50	369.22
PP	368.48	367.90
S1	367.45	366.59

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

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