SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jun-2022

Day Change Summary
	Previous	Current
	28-Jun-2022	29-Jun-2022	Change	Change %	Previous Week
Open	390.23	381.23	-9.00	-2.3%	371.89
High	393.16	382.27	-10.89	-2.8%	390.09
Low	380.53	378.42	-2.11	-0.6%	370.18
Close	380.65	380.34	-0.31	-0.1%	390.08
Range	12.63	3.85	-8.78	-69.5%	19.91
ATR	9.69	9.28	-0.42	-4.3%	0.00
Volume	86,689,800	65,676,000	-21,013,800	-24.2%	344,213,600

Daily Pivots for day following 29-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	391.89	389.97	382.46
R3	388.04	386.12	381.40
R2	384.19	384.19	381.05
R1	382.27	382.27	380.69	381.31
PP	380.34	380.34	380.34	379.86
S1	378.42	378.42	379.99	377.46
S2	376.49	376.49	379.63
S3	372.64	374.57	379.28
S4	368.79	370.72	378.22

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	372.89	20.27	5.3%	7.01	1.8%	37%	False	False	79,143,560
10	393.16	362.17	30.99	8.1%	7.42	2.0%	59%	False	False	93,384,290
20	417.44	362.17	55.27	14.5%	7.54	2.0%	33%	False	False	92,312,180
40	429.66	362.17	67.49	17.7%	8.58	2.3%	27%	False	False	102,660,212
60	457.83	362.17	95.66	25.2%	8.47	2.2%	19%	False	False	100,540,481
80	462.07	362.17	99.90	26.3%	8.15	2.1%	18%	False	False	100,343,469
100	462.07	362.17	99.90	26.3%	8.19	2.2%	18%	False	False	104,421,854
120	473.20	362.17	111.03	29.2%	8.38	2.2%	16%	False	False	108,653,195

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	False
Stretch	1.60
Narrowest range in 92 trading days

Fibonacci Retracements and Extensions
4.250	398.63
2.618	392.35
1.618	388.50
1.000	386.12
0.618	384.65
HIGH	382.27
0.618	380.80
0.500	380.35
0.382	379.89
LOW	378.42
0.618	376.04
1.000	374.57
1.618	372.19
2.618	368.34
4.250	362.06

Fisher Pivots for day following 29-Jun-2022
Pivot	1 day	3 day
R1	380.35	385.79
PP	380.34	383.97
S1	380.34	382.16

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

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