SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Oct-2022

Day Change Summary
	Previous	Current
	25-Oct-2022	26-Oct-2022	Change	Change %	Previous Week
Open	378.79	381.62	2.83	0.7%	364.01
High	385.25	387.58	2.33	0.6%	375.45
Low	378.67	381.35	2.68	0.7%	357.28
Close	384.92	382.02	-2.90	-0.8%	374.29
Range	6.58	6.23	-0.35	-5.3%	18.17
ATR	8.85	8.67	-0.19	-2.1%	0.00
Volume	78,846,300	104,087,300	25,241,000	32.0%	489,399,100

Daily Pivots for day following 26-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	402.34	398.41	385.45
R3	396.11	392.18	383.73
R2	389.88	389.88	383.16
R1	385.95	385.95	382.59	387.92
PP	383.65	383.65	383.65	384.63
S1	379.72	379.72	381.45	381.69
S2	377.42	377.42	380.88
S3	371.19	373.49	380.31
S4	364.96	367.26	378.59

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	387.58	363.54	24.04	6.3%	7.82	2.0%	77%	True	False	97,538,360
10	387.58	348.11	39.47	10.3%	9.67	2.5%	86%	True	False	102,876,110
20	387.58	348.11	39.47	10.3%	8.90	2.3%	86%	True	False	100,624,475
40	411.73	348.11	63.62	16.7%	8.02	2.1%	53%	False	False	95,519,085
60	431.73	348.11	83.62	21.9%	7.07	1.9%	41%	False	False	84,247,238
80	431.73	348.11	83.62	21.9%	6.88	1.8%	41%	False	False	80,871,710
100	431.73	348.11	83.62	21.9%	7.02	1.8%	41%	False	False	83,466,966
120	431.73	348.11	83.62	21.9%	7.35	1.9%	41%	False	False	86,897,717

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.81
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	414.06
2.618	403.89
1.618	397.66
1.000	393.81
0.618	391.43
HIGH	387.58
0.618	385.20
0.500	384.47
0.382	383.73
LOW	381.35
0.618	377.50
1.000	375.12
1.618	371.27
2.618	365.04
4.250	354.87

Fisher Pivots for day following 26-Oct-2022
Pivot	1 day	3 day
R1	384.47	381.46
PP	383.65	380.90
S1	382.84	380.35

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

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