SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Oct-2022

Day Change Summary
	Previous	Current
	17-Oct-2022	18-Oct-2022	Change	Change %	Previous Week
Open	364.01	375.13	11.12	3.1%	363.96
High	367.98	375.45	7.47	2.0%	370.26
Low	357.28	367.52	10.24	2.9%	348.11
Close	366.82	371.13	4.31	1.2%	357.63
Range	10.70	7.93	-2.77	-25.9%	22.15
ATR	9.37	9.32	-0.05	-0.6%	0.00
Volume	93,168,200	97,162,800	3,994,600	4.3%	516,508,700

Daily Pivots for day following 18-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	395.16	391.07	375.49
R3	387.23	383.14	373.31
R2	379.30	379.30	372.58
R1	375.21	375.21	371.86	373.29
PP	371.37	371.37	371.37	370.41
S1	367.28	367.28	370.40	365.36
S2	363.44	363.44	369.68
S3	355.51	359.35	368.95
S4	347.58	351.42	366.77

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	375.45	348.11	27.34	7.4%	10.97	3.0%	84%	True	False	107,662,860
10	379.46	348.11	31.35	8.4%	9.56	2.6%	73%	False	False	98,502,830
20	389.31	348.11	41.20	11.1%	9.16	2.5%	56%	False	False	103,764,715
40	419.96	348.11	71.85	19.4%	7.89	2.1%	32%	False	False	91,416,502
60	431.73	348.11	83.62	22.5%	6.96	1.9%	28%	False	False	81,951,450
80	431.73	348.11	83.62	22.5%	6.88	1.9%	28%	False	False	79,868,242
100	431.73	348.11	83.62	22.5%	7.04	1.9%	28%	False	False	82,802,015
120	431.73	348.11	83.62	22.5%	7.59	2.0%	28%	False	False	89,056,208

Crabel Price Patterns
NR	True
NR4	True
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	2.12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	409.15
2.618	396.21
1.618	388.28
1.000	383.38
0.618	380.35
HIGH	375.45
0.618	372.42
0.500	371.49
0.382	370.55
LOW	367.52
0.618	362.62
1.000	359.59
1.618	354.69
2.618	346.76
4.250	333.82

Fisher Pivots for day following 18-Oct-2022
Pivot	1 day	3 day
R1	371.49	369.49
PP	371.37	367.85
S1	371.25	366.21

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

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