SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jun-2022

Day Change Summary
	Previous	Current
	29-Jun-2022	30-Jun-2022	Change	Change %	Previous Week
Open	381.23	376.24	-4.99	-1.3%	371.89
High	382.27	380.66	-1.61	-0.4%	390.09
Low	378.42	372.56	-5.86	-1.5%	370.18
Close	380.34	377.25	-3.09	-0.8%	390.08
Range	3.85	8.10	4.25	110.3%	19.91
ATR	9.28	9.19	-0.08	-0.9%	0.00
Volume	65,676,000	112,508,200	46,832,200	71.3%	344,213,600

Daily Pivots for day following 30-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	401.12	397.28	381.70
R3	393.02	389.18	379.48
R2	384.92	384.92	378.73
R1	381.09	381.09	377.99	383.00
PP	376.82	376.82	376.82	377.78
S1	372.99	372.99	376.51	374.91
S2	368.72	368.72	375.77
S3	360.63	364.89	375.02
S4	352.53	356.79	372.80

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	443.18	436.54	401.03
R3	423.27	416.63	395.56
R2	403.36	403.36	393.73
R1	396.72	396.72	391.91	400.04
PP	383.45	383.45	383.45	385.11
S1	376.81	376.81	388.25	380.13
S2	363.54	363.54	386.43
S3	343.63	356.90	384.60
S4	323.72	336.99	379.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	393.16	372.56	20.60	5.5%	7.44	2.0%	23%	False	True	85,786,780
10	393.16	362.17	30.99	8.2%	7.05	1.9%	49%	False	False	92,068,430
20	417.44	362.17	55.27	14.7%	7.47	2.0%	27%	False	False	93,608,300
40	429.66	362.17	67.49	17.9%	8.64	2.3%	22%	False	False	102,972,215
60	457.83	362.17	95.66	25.4%	8.53	2.3%	16%	False	False	101,422,268
80	462.07	362.17	99.90	26.5%	8.09	2.1%	15%	False	False	100,026,115
100	462.07	362.17	99.90	26.5%	8.19	2.2%	15%	False	False	104,362,393
120	473.20	362.17	111.03	29.4%	8.40	2.2%	14%	False	False	108,866,940

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	415.08
2.618	401.86
1.618	393.76
1.000	388.76
0.618	385.66
HIGH	380.66
0.618	377.56
0.500	376.61
0.382	375.65
LOW	372.56
0.618	367.56
1.000	364.46
1.618	359.46
2.618	351.36
4.250	338.14

Fisher Pivots for day following 30-Jun-2022
Pivot	1 day	3 day
R1	377.04	382.86
PP	376.82	380.99
S1	376.61	379.12

Download as Excel Spreadsheet

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

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