SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Oct-2022

Day Change Summary
	Previous	Current
	27-Oct-2022	28-Oct-2022	Change	Change %	Previous Week
Open	383.07	379.87	-3.20	-0.8%	375.89
High	385.00	389.52	4.52	1.2%	389.52
Low	379.33	379.68	0.35	0.1%	373.11
Close	379.98	389.02	9.04	2.4%	389.02
Range	5.67	9.84	4.17	73.5%	16.41
ATR	8.45	8.55	0.10	1.2%	0.00
Volume	81,971,700	100,301,900	18,330,200	22.4%	450,644,100

Daily Pivots for day following 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	415.59	412.15	394.43
R3	405.75	402.31	391.73
R2	395.91	395.91	390.82
R1	392.47	392.47	389.92	394.19
PP	386.07	386.07	386.07	386.94
S1	382.63	382.63	388.12	384.35
S2	376.23	376.23	387.22
S3	366.39	372.79	386.31
S4	356.55	362.95	383.61

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	433.11	427.48	398.05
R3	416.70	411.07	393.53
R2	400.29	400.29	392.03
R1	394.66	394.66	390.52	397.48
PP	383.88	383.88	383.88	385.29
S1	378.25	378.25	387.52	381.07
S2	367.47	367.47	386.01
S3	351.06	361.84	384.51
S4	334.65	345.43	379.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	389.52	373.11	16.41	4.2%	7.05	1.8%	97%	True	False	90,128,820
10	389.52	357.28	32.24	8.3%	7.95	2.0%	98%	True	False	94,004,320
20	389.52	348.11	41.41	10.6%	8.86	2.3%	99%	True	False	96,404,980
40	411.73	348.11	63.62	16.4%	8.08	2.1%	64%	False	False	96,206,685
60	431.73	348.11	83.62	21.5%	7.19	1.8%	49%	False	False	85,393,848
80	431.73	348.11	83.62	21.5%	6.91	1.8%	49%	False	False	81,463,228
100	431.73	348.11	83.62	21.5%	7.03	1.8%	49%	False	False	84,121,891
120	431.73	348.11	83.62	21.5%	7.32	1.9%	49%	False	False	85,855,357

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.74
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	431.34
2.618	415.28
1.618	405.44
1.000	399.36
0.618	395.60
HIGH	389.52
0.618	385.76
0.500	384.60
0.382	383.44
LOW	379.68
0.618	373.60
1.000	369.84
1.618	363.76
2.618	353.92
4.250	337.86

Fisher Pivots for day following 28-Oct-2022
Pivot	1 day	3 day
R1	387.55	387.49
PP	386.07	385.96
S1	384.60	384.43

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

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