SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Oct-2022

Day Change Summary
	Previous	Current
	07-Oct-2022	10-Oct-2022	Change	Change %	Previous Week
Open	368.97	363.96	-5.01	-1.4%	361.08
High	373.29	364.21	-9.08	-2.4%	379.46
Low	360.94	357.67	-3.27	-0.9%	359.21
Close	362.79	360.02	-2.77	-0.8%	362.79
Range	12.35	6.54	-5.81	-47.1%	20.25
ATR	8.76	8.60	-0.16	-1.8%	0.00
Volume	107,789,500	76,042,700	-31,746,800	-29.5%	471,547,700

Daily Pivots for day following 10-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	380.25	376.68	363.62
R3	373.71	370.14	361.82
R2	367.17	367.17	361.22
R1	363.60	363.60	360.62	362.12
PP	360.63	360.63	360.63	359.89
S1	357.06	357.06	359.42	355.58
S2	354.09	354.09	358.82
S3	347.55	350.52	358.22
S4	341.01	343.98	356.42

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	357.67	21.79	6.1%	8.98	2.5%	11%	False	True	91,566,800
10	379.46	357.04	22.42	6.2%	8.97	2.5%	13%	False	False	103,335,010
20	403.10	357.04	46.06	12.8%	8.00	2.2%	6%	False	False	99,686,990
40	431.73	357.04	74.69	20.7%	7.00	1.9%	4%	False	False	84,937,482
60	431.73	357.04	74.69	20.7%	6.58	1.8%	4%	False	False	78,176,261
80	431.73	357.04	74.69	20.7%	6.63	1.8%	4%	False	False	79,355,788
100	431.73	357.04	74.69	20.7%	7.01	1.9%	4%	False	False	82,563,583
120	450.01	357.04	92.97	25.8%	7.55	2.1%	3%	False	False	89,039,460

Crabel Price Patterns
NR	True
NR4	False
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	2.60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	392.01
2.618	381.33
1.618	374.79
1.000	370.75
0.618	368.25
HIGH	364.21
0.618	361.71
0.500	360.94
0.382	360.17
LOW	357.67
0.618	353.63
1.000	351.13
1.618	347.09
2.618	340.55
4.250	329.88

Fisher Pivots for day following 10-Oct-2022
Pivot	1 day	3 day
R1	360.94	368.20
PP	360.63	365.47
S1	360.33	362.75

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

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