SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Oct-2022

Day Change Summary
	Previous	Current
	30-Sep-2022	03-Oct-2022	Change	Change %	Previous Week
Open	361.80	361.08	-0.72	-0.2%	366.41
High	365.91	368.55	2.64	0.7%	372.30
Low	357.04	359.21	2.17	0.6%	357.04
Close	357.18	366.61	9.43	2.6%	357.18
Range	8.87	9.34	0.47	5.3%	15.26
ATR	8.25	8.48	0.22	2.7%	0.00
Volume	153,711,200	89,756,400	-63,954,800	-41.6%	578,340,900

Daily Pivots for day following 03-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	392.81	389.05	371.75
R3	383.47	379.71	369.18
R2	374.13	374.13	368.32
R1	370.37	370.37	367.47	372.25
PP	364.79	364.79	364.79	365.73
S1	361.03	361.03	365.75	362.91
S2	355.45	355.45	364.90
S3	346.11	351.69	364.04
S4	336.77	342.35	361.47

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	4.2%	8.97	2.4%	63%	False	False	115,103,220
10	389.31	357.04	32.27	8.8%	8.11	2.2%	30%	False	False	106,393,810
20	411.73	357.04	54.69	14.9%	7.21	2.0%	17%	False	False	95,514,605
40	431.73	357.04	74.69	20.4%	6.47	1.8%	13%	False	False	80,711,820
60	431.73	357.04	74.69	20.4%	6.34	1.7%	13%	False	False	76,771,956
80	431.73	357.04	74.69	20.4%	6.62	1.8%	13%	False	False	81,368,700
100	431.73	357.04	74.69	20.4%	6.99	1.9%	13%	False	False	83,318,025
120	450.01	357.04	92.97	25.4%	7.47	2.0%	10%	False	False	88,558,567

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	1.98
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	408.25
2.618	393.00
1.618	383.66
1.000	377.89
0.618	374.32
HIGH	368.55
0.618	364.98
0.500	363.88
0.382	362.78
LOW	359.21
0.618	353.44
1.000	349.87
1.618	344.10
2.618	334.76
4.250	319.52

Fisher Pivots for day following 03-Oct-2022
Pivot	1 day	3 day
R1	365.70	365.34
PP	364.79	364.07
S1	363.88	362.80

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

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