SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	27-Jun-2022	28-Jun-2022	Change	Change %	Previous Week
Open	391.05	390.23	-0.82	-0.2%	371.89
High	391.36	393.16	1.80	0.5%	390.09
Low	387.44	380.53	-6.91	-1.8%	370.18
Close	388.59	380.65	-7.94	-2.0%	390.08
Range	3.92	12.63	8.71	222.2%	19.91
ATR	9.47	9.69	0.23	2.4%	0.00
Volume	66,009,600	86,689,800	20,680,200	31.3%	344,213,600

Daily Pivots for day following 28-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	422.67	414.29	387.60
R3	410.04	401.66	384.12
R2	397.41	397.41	382.97
R1	389.03	389.03	381.81	386.91
PP	384.78	384.78	384.78	383.72
S1	376.40	376.40	379.49	374.28
S2	372.15	372.15	378.33
S3	359.52	363.77	377.18
S4	346.89	351.14	373.70

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	370.18	22.98	6.0%	7.95	2.1%	46%	True	False	84,020,240
10	393.16	362.17	30.99	8.1%	7.77	2.0%	60%	True	False	97,217,870
20	417.44	362.17	55.27	14.5%	7.66	2.0%	33%	False	False	93,825,225
40	429.66	362.17	67.49	17.7%	8.76	2.3%	27%	False	False	104,976,125
60	457.83	362.17	95.66	25.1%	8.48	2.2%	19%	False	False	100,930,026
80	462.07	362.17	99.90	26.2%	8.17	2.1%	18%	False	False	100,948,559
100	462.07	362.17	99.90	26.2%	8.23	2.2%	18%	False	False	104,945,338
120	477.98	362.17	115.81	30.4%	8.43	2.2%	16%	False	False	108,977,052

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.61
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	446.84
2.618	426.23
1.618	413.60
1.000	405.79
0.618	400.97
HIGH	393.16
0.618	388.34
0.500	386.85
0.382	385.35
LOW	380.53
0.618	372.72
1.000	367.90
1.618	360.09
2.618	347.46
4.250	326.85

Fisher Pivots for day following 28-Jun-2022
Pivot	1 day	3 day
R1	386.85	386.85
PP	384.78	384.78
S1	382.72	382.72

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

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