SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	414.37	409.66	-4.71	-1.1%	409.15
High	415.09	414.15	-0.94	-0.2%	415.68
Low	412.44	409.60	-2.84	-0.7%	406.82
Close	414.17	413.47	-0.70	-0.2%	413.47
Range	2.65	4.55	1.90	71.7%	8.86
ATR	7.15	6.97	-0.18	-2.6%	0.00
Volume	45,656,500	56,814,900	11,158,400	24.4%	303,724,700

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	426.06	424.31	415.97
R3	421.51	419.76	414.72
R2	416.96	416.96	414.30
R1	415.21	415.21	413.89	416.09
PP	412.41	412.41	412.41	412.84
S1	410.66	410.66	413.05	411.54
S2	407.86	407.86	412.64
S3	403.31	406.11	412.22
S4	398.76	401.56	410.97

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	438.57	434.88	418.34
R3	429.71	426.02	415.91
R2	420.85	420.85	415.09
R1	417.16	417.16	414.28	419.01
PP	411.99	411.99	411.99	412.91
S1	408.30	408.30	412.66	410.15
S2	403.13	403.13	411.85
S3	394.27	399.44	411.03
S4	385.41	390.58	408.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	415.68	406.82	8.86	2.1%	4.81	1.2%	75%	False	False	60,744,940
10	415.68	389.95	25.73	6.2%	5.52	1.3%	91%	False	False	65,361,460
20	415.68	371.04	44.64	10.8%	6.07	1.5%	95%	False	False	68,892,230
40	415.68	362.17	53.51	12.9%	6.77	1.6%	96%	False	False	82,025,580
60	417.44	362.17	55.27	13.4%	7.34	1.8%	93%	False	False	85,055,495
80	450.01	362.17	87.84	21.2%	7.97	1.9%	58%	False	False	92,481,941
100	462.07	362.17	99.90	24.2%	7.61	1.8%	51%	False	False	91,763,962
120	462.07	362.17	99.90	24.2%	7.81	1.9%	51%	False	False	96,885,986

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.99
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	433.49
2.618	426.06
1.618	421.51
1.000	418.70
0.618	416.96
HIGH	414.15
0.618	412.41
0.500	411.88
0.382	411.34
LOW	409.60
0.618	406.79
1.000	405.05
1.618	402.24
2.618	397.69
4.250	390.26

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	412.94	413.19
PP	412.41	412.92
S1	411.88	412.64

Download as Excel Spreadsheet

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

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