SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Oct-2022

Day Change Summary
	Previous	Current
	06-Oct-2022	07-Oct-2022	Change	Change %	Previous Week
Open	375.62	368.97	-6.65	-1.8%	361.08
High	378.72	373.29	-5.43	-1.4%	379.46
Low	372.68	360.94	-11.74	-3.2%	359.21
Close	373.20	362.79	-10.41	-2.8%	362.79
Range	6.04	12.35	6.31	104.5%	20.25
ATR	8.49	8.76	0.28	3.3%	0.00
Volume	82,333,500	107,789,500	25,456,000	30.9%	471,547,700

Daily Pivots for day following 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	402.73	395.12	369.58
R3	390.38	382.76	366.19
R2	378.03	378.03	365.05
R1	370.41	370.41	363.92	368.04
PP	365.67	365.67	365.67	364.49
S1	358.06	358.06	361.66	355.69
S2	353.32	353.32	360.53
S3	340.97	345.70	359.39
S4	328.61	333.35	356.00

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	427.90	415.60	373.93
R3	407.65	395.35	368.36
R2	387.40	387.40	366.50
R1	375.10	375.10	364.65	381.25
PP	367.15	367.15	367.15	370.23
S1	354.85	354.85	360.93	361.00
S2	346.90	346.90	359.08
S3	326.65	334.60	357.22
S4	306.40	314.35	351.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	379.46	359.21	20.25	5.6%	9.54	2.6%	18%	False	False	94,309,540
10	379.46	357.04	22.42	6.2%	9.04	2.5%	26%	False	False	104,988,860
20	411.73	357.04	54.69	15.1%	7.83	2.2%	11%	False	False	99,347,665
40	431.73	357.04	74.69	20.6%	6.99	1.9%	8%	False	False	84,578,777
60	431.73	357.04	74.69	20.6%	6.55	1.8%	8%	False	False	78,226,555
80	431.73	357.04	74.69	20.6%	6.70	1.8%	8%	False	False	79,976,090
100	431.73	357.04	74.69	20.6%	7.01	1.9%	8%	False	False	82,633,453
120	450.01	357.04	92.97	25.6%	7.57	2.1%	6%	False	False	89,054,280

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	2.91
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	425.79
2.618	405.63
1.618	393.28
1.000	385.65
0.618	380.93
HIGH	373.29
0.618	368.57
0.500	367.12
0.382	365.66
LOW	360.94
0.618	353.31
1.000	348.59
1.618	340.95
2.618	328.60
4.250	308.44

Fisher Pivots for day following 07-Oct-2022
Pivot	1 day	3 day
R1	367.12	370.20
PP	365.67	367.73
S1	364.23	365.26

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

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