SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Oct-2022

Day Change Summary
	Previous	Current
	03-Oct-2022	04-Oct-2022	Change	Change %	Previous Week
Open	361.08	372.40	11.32	3.1%	366.41
High	368.55	378.00	9.45	2.6%	372.30
Low	359.21	366.57	7.36	2.0%	357.04
Close	366.61	377.97	11.36	3.1%	357.18
Range	9.34	11.43	2.09	22.4%	15.26
ATR	8.48	8.69	0.21	2.5%	0.00
Volume	89,756,400	103,602,700	13,846,300	15.4%	578,340,900

Daily Pivots for day following 04-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	408.48	404.66	384.26
R3	397.04	393.22	381.11
R2	385.61	385.61	380.07
R1	381.79	381.79	379.02	383.70
PP	374.18	374.18	374.18	375.13
S1	370.36	370.36	376.92	372.27
S2	362.75	362.75	375.87
S3	351.31	358.93	374.83
S4	339.88	347.49	371.68

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	378.00	357.04	20.96	5.5%	9.35	2.5%	100%	True	False	114,164,960
10	389.31	357.04	32.27	8.5%	8.76	2.3%	65%	False	False	109,026,600
20	411.73	357.04	54.69	14.5%	7.50	2.0%	38%	False	False	96,862,870
40	431.73	357.04	74.69	19.8%	6.61	1.7%	28%	False	False	81,951,240
60	431.73	357.04	74.69	19.8%	6.47	1.7%	28%	False	False	77,525,886
80	431.73	357.04	74.69	19.8%	6.63	1.8%	28%	False	False	81,585,112
100	431.73	357.04	74.69	19.8%	6.98	1.8%	28%	False	False	82,930,442
120	450.01	357.04	92.97	24.6%	7.49	2.0%	23%	False	False	88,718,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.44
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	426.59
2.618	407.93
1.618	396.50
1.000	389.43
0.618	385.07
HIGH	378.00
0.618	373.63
0.500	372.28
0.382	370.93
LOW	366.57
0.618	359.50
1.000	355.14
1.618	348.07
2.618	336.64
4.250	317.98

Fisher Pivots for day following 04-Oct-2022
Pivot	1 day	3 day
R1	376.07	374.49
PP	374.18	371.00
S1	372.28	367.52

Download as Excel Spreadsheet

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

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