SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Oct-2022

Day Change Summary
	Previous	Current
	10-Oct-2022	11-Oct-2022	Change	Change %	Previous Week
Open	363.96	358.23	-5.73	-1.6%	361.08
High	364.21	363.03	-1.18	-0.3%	379.46
Low	357.67	355.71	-1.96	-0.5%	359.21
Close	360.02	357.74	-2.28	-0.6%	362.79
Range	6.54	7.32	0.78	11.9%	20.25
ATR	8.60	8.51	-0.09	-1.1%	0.00
Volume	76,042,700	92,482,700	16,440,000	21.6%	471,547,700

Daily Pivots for day following 11-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	380.79	376.58	361.77
R3	373.47	369.26	359.75
R2	366.15	366.15	359.08
R1	361.94	361.94	358.41	360.39
PP	358.83	358.83	358.83	358.05
S1	354.62	354.62	357.07	353.07
S2	351.51	351.51	356.40
S3	344.19	347.30	355.73
S4	336.87	339.98	353.71

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	355.71	23.75	6.6%	8.15	2.3%	9%	False	True	89,342,800
10	379.46	355.71	23.75	6.6%	8.75	2.4%	9%	False	True	101,753,880
20	396.20	355.71	40.49	11.3%	7.80	2.2%	5%	False	True	98,163,775
40	431.73	355.71	76.02	21.3%	7.07	2.0%	3%	False	True	85,898,345
60	431.73	355.71	76.02	21.3%	6.56	1.8%	3%	False	True	78,664,246
80	431.73	355.71	76.02	21.3%	6.64	1.9%	3%	False	True	78,830,907
100	431.73	355.71	76.02	21.3%	6.95	1.9%	3%	False	True	82,311,665
120	450.01	355.71	94.30	26.4%	7.58	2.1%	2%	False	True	89,266,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.61
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	394.14
2.618	382.19
1.618	374.87
1.000	370.35
0.618	367.55
HIGH	363.03
0.618	360.23
0.500	359.37
0.382	358.51
LOW	355.71
0.618	351.19
1.000	348.39
1.618	343.87
2.618	336.55
4.250	324.60

Fisher Pivots for day following 11-Oct-2022
Pivot	1 day	3 day
R1	359.37	364.50
PP	358.83	362.25
S1	358.28	359.99

Download as Excel Spreadsheet

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

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