SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Sep-2022

Day Change Summary
	Previous	Current
	28-Sep-2022	29-Sep-2022	Change	Change %	Previous Week
Open	364.38	366.81	2.43	0.7%	382.26
High	372.30	367.11	-5.19	-1.4%	389.31
Low	362.60	359.70	-2.90	-0.8%	363.29
Close	370.53	362.79	-7.74	-2.1%	367.95
Range	9.70	7.41	-2.29	-23.6%	26.02
ATR	8.00	8.21	0.20	2.5%	0.00
Volume	110,802,200	112,952,300	2,150,100	1.9%	469,119,200

Daily Pivots for day following 29-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	385.43	381.52	366.87
R3	378.02	374.11	364.83
R2	370.61	370.61	364.15
R1	366.70	366.70	363.47	364.95
PP	363.20	363.20	363.20	362.33
S1	359.29	359.29	362.11	357.54
S2	355.79	355.79	361.43
S3	348.38	351.88	360.75
S4	340.97	344.47	358.71

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	372.30	359.70	12.60	3.5%	8.23	2.3%	25%	False	True	109,395,320
10	389.31	359.70	29.61	8.2%	7.34	2.0%	10%	False	True	99,683,370
20	411.73	359.70	52.03	14.3%	7.20	2.0%	6%	False	True	92,259,830
40	431.73	359.70	72.03	19.9%	6.19	1.7%	4%	False	True	77,186,915
60	431.73	359.70	72.03	19.9%	6.23	1.7%	4%	False	True	74,996,223
80	431.73	359.70	72.03	19.9%	6.57	1.8%	4%	False	True	79,870,632
100	431.73	359.70	72.03	19.9%	7.02	1.9%	4%	False	True	83,764,181
120	450.63	359.70	90.93	25.1%	7.40	2.0%	3%	False	True	87,938,364

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	1.60
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	398.60
2.618	386.51
1.618	379.10
1.000	374.52
0.618	371.69
HIGH	367.11
0.618	364.28
0.500	363.41
0.382	362.53
LOW	359.70
0.618	355.12
1.000	352.29
1.618	347.71
2.618	340.30
4.250	328.21

Fisher Pivots for day following 29-Sep-2022
Pivot	1 day	3 day
R1	363.41	366.00
PP	363.20	364.93
S1	363.00	363.86

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

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