SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Oct-2022

Day Change Summary
	Previous	Current
	04-Oct-2022	05-Oct-2022	Change	Change %	Previous Week
Open	372.40	373.39	0.99	0.3%	366.41
High	378.00	379.46	1.46	0.4%	372.30
Low	366.57	370.95	4.38	1.2%	357.04
Close	377.97	377.09	-0.88	-0.2%	357.18
Range	11.43	8.51	-2.92	-25.6%	15.26
ATR	8.69	8.67	-0.01	-0.1%	0.00
Volume	103,602,700	88,065,600	-15,537,100	-15.0%	578,340,900

Daily Pivots for day following 05-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	401.36	397.74	381.77
R3	392.85	389.23	379.43
R2	384.34	384.34	378.65
R1	380.72	380.72	377.87	382.53
PP	375.83	375.83	375.83	376.74
S1	372.21	372.21	376.31	374.02
S2	367.32	367.32	375.53
S3	358.81	363.70	374.75
S4	350.30	355.19	372.41

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	379.46	357.04	22.42	5.9%	9.11	2.4%	89%	True	False	109,617,640
10	379.46	357.04	22.42	5.9%	8.42	2.2%	89%	True	False	107,158,510
20	411.73	357.04	54.69	14.5%	7.50	2.0%	37%	False	False	97,717,940
40	431.73	357.04	74.69	19.8%	6.76	1.8%	27%	False	False	83,029,587
60	431.73	357.04	74.69	19.8%	6.49	1.7%	27%	False	False	77,956,661
80	431.73	357.04	74.69	19.8%	6.66	1.8%	27%	False	False	81,024,760
100	431.73	357.04	74.69	19.8%	6.96	1.8%	27%	False	False	82,560,191
120	450.01	357.04	92.97	24.7%	7.51	2.0%	22%	False	False	88,835,520

Crabel Price Patterns
NR	True
NR4	True
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	2.36
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	415.63
2.618	401.74
1.618	393.23
1.000	387.97
0.618	384.72
HIGH	379.46
0.618	376.21
0.500	375.21
0.382	374.20
LOW	370.95
0.618	365.69
1.000	362.44
1.618	357.18
2.618	348.67
4.250	334.78

Fisher Pivots for day following 05-Oct-2022
Pivot	1 day	3 day
R1	376.46	374.51
PP	375.83	371.92
S1	375.21	369.34

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

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