SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Oct-2022

Day Change Summary
	Previous	Current
	05-Oct-2022	06-Oct-2022	Change	Change %	Previous Week
Open	373.39	375.62	2.23	0.6%	366.41
High	379.46	378.72	-0.74	-0.2%	372.30
Low	370.95	372.68	1.73	0.5%	357.04
Close	377.09	373.20	-3.89	-1.0%	357.18
Range	8.51	6.04	-2.47	-29.0%	15.26
ATR	8.67	8.49	-0.19	-2.2%	0.00
Volume	88,065,600	82,333,500	-5,732,100	-6.5%	578,340,900

Daily Pivots for day following 06-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	392.99	389.13	376.52
R3	386.95	383.09	374.86
R2	380.91	380.91	374.31
R1	377.05	377.05	373.75	375.96
PP	374.87	374.87	374.87	374.32
S1	371.01	371.01	372.65	369.92
S2	368.83	368.83	372.09
S3	362.79	364.97	371.54
S4	356.75	358.93	369.88

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	6.0%	8.84	2.4%	72%	False	False	103,493,880
10	379.46	357.04	22.42	6.0%	8.53	2.3%	72%	False	False	106,444,600
20	411.73	357.04	54.69	14.7%	7.47	2.0%	30%	False	False	97,793,535
40	431.73	357.04	74.69	20.0%	6.83	1.8%	22%	False	False	83,371,282
60	431.73	357.04	74.69	20.0%	6.47	1.7%	22%	False	False	77,925,143
80	431.73	357.04	74.69	20.0%	6.63	1.8%	22%	False	False	79,928,868
100	431.73	357.04	74.69	20.0%	6.95	1.9%	22%	False	False	82,341,782
120	450.01	357.04	92.97	24.9%	7.50	2.0%	17%	False	False	88,706,055

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.48
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	404.39
2.618	394.53
1.618	388.49
1.000	384.76
0.618	382.45
HIGH	378.72
0.618	376.41
0.500	375.70
0.382	374.99
LOW	372.68
0.618	368.95
1.000	366.64
1.618	362.91
2.618	356.87
4.250	347.01

Fisher Pivots for day following 06-Oct-2022
Pivot	1 day	3 day
R1	375.70	373.14
PP	374.87	373.08
S1	374.03	373.01

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

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