SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Sep-2022

Day Change Summary
	Previous	Current
	29-Sep-2022	30-Sep-2022	Change	Change %	Previous Week
Open	366.81	361.80	-5.01	-1.4%	366.41
High	367.11	365.91	-1.20	-0.3%	372.30
Low	359.70	357.04	-2.66	-0.7%	357.04
Close	362.79	357.18	-5.61	-1.5%	357.18
Range	7.41	8.87	1.46	19.7%	15.26
ATR	8.21	8.25	0.05	0.6%	0.00
Volume	112,952,300	153,711,200	40,758,900	36.1%	578,340,900

Daily Pivots for day following 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	386.65	380.79	362.06
R3	377.78	371.92	359.62
R2	368.91	368.91	358.81
R1	363.05	363.05	357.99	361.55
PP	360.04	360.04	360.04	359.29
S1	354.18	354.18	356.37	352.68
S2	351.17	351.17	355.55
S3	342.30	345.31	354.74
S4	333.43	336.44	352.30

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	407.95	397.83	365.57
R3	392.69	382.57	361.38
R2	377.43	377.43	359.98
R1	367.31	367.31	358.58	364.74
PP	362.17	362.17	362.17	360.89
S1	352.05	352.05	355.78	349.48
S2	346.91	346.91	354.38
S3	331.65	336.79	352.98
S4	316.39	321.53	348.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	372.30	357.04	15.26	4.3%	8.54	2.4%	1%	False	True	115,668,180
10	389.31	357.04	32.27	9.0%	7.81	2.2%	0%	False	True	104,746,010
20	411.73	357.04	54.69	15.3%	7.30	2.0%	0%	False	True	96,008,390
40	431.73	357.04	74.69	20.9%	6.35	1.8%	0%	False	True	79,888,282
60	431.73	357.04	74.69	20.9%	6.27	1.8%	0%	False	True	76,482,645
80	431.73	357.04	74.69	20.9%	6.57	1.8%	0%	False	True	81,051,118
100	431.73	357.04	74.69	20.9%	7.01	2.0%	0%	False	True	83,745,433
120	450.01	357.04	92.97	26.0%	7.44	2.1%	0%	False	True	88,558,685

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.81
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	403.61
2.618	389.13
1.618	380.26
1.000	374.78
0.618	371.39
HIGH	365.91
0.618	362.52
0.500	361.48
0.382	360.43
LOW	357.04
0.618	351.56
1.000	348.17
1.618	342.69
2.618	333.82
4.250	319.34

Fisher Pivots for day following 30-Sep-2022
Pivot	1 day	3 day
R1	361.48	364.67
PP	360.04	362.17
S1	358.61	359.68

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

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