SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-May-2022

Day Change Summary
	Previous	Current
	26-May-2022	27-May-2022	Change	Change %	Previous Week
Open	398.67	407.91	9.24	2.3%	392.83
High	407.04	415.38	8.34	2.0%	415.38
Low	398.45	407.70	9.25	2.3%	386.96
Close	405.31	415.26	9.95	2.5%	415.26
Range	8.59	7.68	-0.91	-10.6%	28.42
ATR	10.37	10.35	-0.02	-0.2%	0.00
Volume	82,168,300	84,768,700	2,600,400	3.2%	426,273,400

Daily Pivots for day following 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	435.82	433.22	419.48
R3	428.14	425.54	417.37
R2	420.46	420.46	416.67
R1	417.86	417.86	415.96	419.16
PP	412.78	412.78	412.78	413.43
S1	410.18	410.18	414.56	411.48
S2	405.10	405.10	413.85
S3	397.42	402.50	413.15
S4	389.74	394.82	411.04

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	491.13	481.61	430.89
R3	462.71	453.19	423.08
R2	434.29	434.29	420.47
R1	424.77	424.77	417.87	429.53
PP	405.87	405.87	405.87	408.25
S1	396.35	396.35	412.65	401.11
S2	377.45	377.45	410.05
S3	349.03	367.93	407.44
S4	320.61	339.51	399.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	415.38	386.96	28.42	6.8%	7.87	1.9%	100%	True	False	85,254,680
10	415.38	380.54	34.84	8.4%	8.85	2.1%	100%	True	False	93,554,290
20	429.66	380.54	49.12	11.8%	9.85	2.4%	71%	False	False	116,127,025
40	457.83	380.54	77.29	18.6%	8.89	2.1%	45%	False	False	104,482,427
60	462.07	380.54	81.53	19.6%	8.34	2.0%	43%	False	False	103,323,004
80	462.07	380.54	81.53	19.6%	8.37	2.0%	43%	False	False	107,725,366
100	477.98	380.54	97.44	23.5%	8.58	2.1%	36%	False	False	112,007,418
120	479.98	380.54	99.44	23.9%	7.99	1.9%	35%	False	False	106,468,837

Crabel Price Patterns
NR	True
NR4	False
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	1.59
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	448.02
2.618	435.49
1.618	427.81
1.000	423.06
0.618	420.13
HIGH	415.38
0.618	412.45
0.500	411.54
0.382	410.63
LOW	407.70
0.618	402.95
1.000	400.02
1.618	395.27
2.618	387.59
4.250	375.06

Fisher Pivots for day following 27-May-2022
Pivot	1 day	3 day
R1	414.02	411.39
PP	412.78	407.51
S1	411.54	403.64

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

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