SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	24-Jun-2022	27-Jun-2022	Change	Change %	Previous Week
Open	381.40	391.05	9.65	2.5%	371.89
High	390.09	391.36	1.27	0.3%	390.09
Low	381.37	387.44	6.08	1.6%	370.18
Close	390.08	388.59	-1.49	-0.4%	390.08
Range	8.73	3.92	-4.81	-55.1%	19.91
ATR	9.89	9.47	-0.43	-4.3%	0.00
Volume	98,050,300	66,009,600	-32,040,700	-32.7%	344,213,600

Daily Pivots for day following 27-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	400.89	398.66	390.75
R3	396.97	394.74	389.67
R2	393.05	393.05	389.31
R1	390.82	390.82	388.95	389.98
PP	389.13	389.13	389.13	388.71
S1	386.90	386.90	388.23	386.06
S2	385.21	385.21	387.87
S3	381.29	382.98	387.51
S4	377.37	379.06	386.43

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	391.36	370.18	21.18	5.5%	6.37	1.6%	87%	True	False	82,044,640
10	391.36	362.17	29.19	7.5%	7.36	1.9%	91%	True	False	105,549,370
20	417.44	362.17	55.27	14.2%	7.42	1.9%	48%	False	False	93,729,170
40	429.66	362.17	67.49	17.4%	8.81	2.3%	39%	False	False	106,446,155
60	458.76	362.17	96.59	24.9%	8.40	2.2%	27%	False	False	101,513,528
80	462.07	362.17	99.90	25.7%	8.10	2.1%	26%	False	False	101,183,708
100	462.07	362.17	99.90	25.7%	8.15	2.1%	26%	False	False	105,252,049
120	479.98	362.17	117.81	30.3%	8.36	2.2%	22%	False	False	108,847,792

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	True
Stretch	1.51
Narrowest range in 90 trading days

Fibonacci Retracements and Extensions
4.250	408.02
2.618	401.62
1.618	397.70
1.000	395.28
0.618	393.78
HIGH	391.36
0.618	389.86
0.500	389.40
0.382	388.94
LOW	387.44
0.618	385.02
1.000	383.52
1.618	381.10
2.618	377.18
4.250	370.78

Fisher Pivots for day following 27-Jun-2022
Pivot	1 day	3 day
R1	389.40	386.44
PP	389.13	384.28
S1	388.86	382.13

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

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