SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Oct-2022

Day Change Summary
	Previous	Current
	14-Oct-2022	17-Oct-2022	Change	Change %	Previous Week
Open	368.55	364.01	-4.54	-1.2%	363.96
High	370.26	367.98	-2.28	-0.6%	370.26
Low	356.96	357.28	0.32	0.1%	348.11
Close	357.63	366.82	9.19	2.6%	357.63
Range	13.30	10.70	-2.60	-19.6%	22.15
ATR	9.27	9.37	0.10	1.1%	0.00
Volume	123,737,000	93,168,200	-30,568,800	-24.7%	516,508,700

Daily Pivots for day following 17-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	396.12	392.17	372.70
R3	385.43	381.47	369.76
R2	374.73	374.73	368.78
R1	370.77	370.77	367.80	372.75
PP	364.03	364.03	364.03	365.02
S1	360.07	360.07	365.84	362.05
S2	353.33	353.33	364.86
S3	342.63	349.37	363.88
S4	331.93	338.68	360.94

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	425.12	413.52	369.81
R3	402.97	391.37	363.72
R2	380.82	380.82	361.69
R1	369.22	369.22	359.66	363.95
PP	358.67	358.67	358.67	356.03
S1	347.07	347.07	355.60	341.80
S2	336.52	336.52	353.57
S3	314.37	324.92	351.54
S4	292.22	302.77	345.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	370.26	348.11	22.15	6.0%	10.85	3.0%	84%	False	False	106,726,840
10	379.46	348.11	31.35	8.5%	9.91	2.7%	60%	False	False	99,146,820
20	389.31	348.11	41.20	11.2%	9.01	2.5%	45%	False	False	102,770,315
40	419.96	348.11	71.85	19.6%	7.81	2.1%	26%	False	False	90,929,822
60	431.73	348.11	83.62	22.8%	6.88	1.9%	22%	False	False	81,225,926
80	431.73	348.11	83.62	22.8%	6.89	1.9%	22%	False	False	79,879,336
100	431.73	348.11	83.62	22.8%	7.03	1.9%	22%	False	False	82,745,115
120	431.73	348.11	83.62	22.8%	7.59	2.1%	22%	False	False	89,263,434

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.65
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	413.45
2.618	395.99
1.618	385.29
1.000	378.68
0.618	374.59
HIGH	367.98
0.618	363.89
0.500	362.63
0.382	361.37
LOW	357.28
0.618	350.67
1.000	346.58
1.618	339.97
2.618	329.27
4.250	311.81

Fisher Pivots for day following 17-Oct-2022
Pivot	1 day	3 day
R1	365.42	364.28
PP	364.03	361.73
S1	362.63	359.19

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

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