SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Oct-2022

Day Change Summary
	Previous	Current
	20-Oct-2022	21-Oct-2022	Change	Change %	Previous Week
Open	368.03	365.12	-2.91	-0.8%	364.01
High	372.67	374.80	2.13	0.6%	375.45
Low	364.61	363.54	-1.07	-0.3%	357.28
Close	365.41	374.29	8.88	2.4%	374.29
Range	8.06	11.26	3.20	39.7%	18.17
ATR	9.03	9.19	0.16	1.8%	0.00
Volume	88,283,000	131,038,300	42,755,300	48.4%	489,399,100

Daily Pivots for day following 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	404.66	400.73	380.48
R3	393.40	389.47	377.39
R2	382.14	382.14	376.35
R1	378.21	378.21	375.32	380.18
PP	370.88	370.88	370.88	371.86
S1	366.95	366.95	373.26	368.92
S2	359.62	359.62	372.23
S3	348.36	355.69	371.19
S4	337.10	344.43	368.10

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	423.51	417.07	384.28
R3	405.35	398.90	379.29
R2	387.18	387.18	377.62
R1	380.73	380.73	375.96	383.95
PP	369.01	369.01	369.01	370.62
S1	362.56	362.56	372.62	365.79
S2	350.84	350.84	370.96
S3	332.67	344.39	369.29
S4	314.50	326.23	364.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	375.45	357.28	18.17	4.9%	8.85	2.4%	94%	False	False	97,879,820
10	375.45	348.11	27.34	7.3%	9.43	2.5%	96%	False	False	100,590,780
20	379.46	348.11	31.35	8.4%	9.23	2.5%	84%	False	False	102,789,820
40	419.96	348.11	71.85	19.2%	8.21	2.2%	36%	False	False	95,162,575
60	431.73	348.11	83.62	22.3%	7.03	1.9%	31%	False	False	83,448,336
80	431.73	348.11	83.62	22.3%	6.95	1.9%	31%	False	False	80,876,901
100	431.73	348.11	83.62	22.3%	7.07	1.9%	31%	False	False	83,163,957
120	431.73	348.11	83.62	22.3%	7.49	2.0%	31%	False	False	88,138,005

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.94
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	422.66
2.618	404.28
1.618	393.02
1.000	386.06
0.618	381.76
HIGH	374.80
0.618	370.50
0.500	369.17
0.382	367.84
LOW	363.54
0.618	356.58
1.000	352.28
1.618	345.32
2.618	334.06
4.250	315.69

Fisher Pivots for day following 21-Oct-2022
Pivot	1 day	3 day
R1	372.58	372.58
PP	370.88	370.88
S1	369.17	369.17

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

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