SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	01-Jul-2022	05-Jul-2022	Change	Change %	Previous Week
Open	376.56	375.88	-0.68	-0.2%	391.05
High	381.70	381.98	0.28	0.1%	393.16
Low	373.80	372.90	-0.90	-0.2%	372.56
Close	381.24	381.96	0.72	0.2%	381.24
Range	7.90	9.08	1.18	14.9%	20.60
ATR	9.10	9.10	0.00	0.0%	0.00
Volume	74,839,700	81,437,900	6,598,200	8.8%	405,723,300

Daily Pivots for day following 05-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	406.19	403.15	386.95
R3	397.11	394.07	384.46
R2	388.03	388.03	383.62
R1	384.99	384.99	382.79	386.51
PP	378.95	378.95	378.95	379.71
S1	375.91	375.91	381.13	377.43
S2	369.87	369.87	380.30
S3	360.79	366.83	379.46
S4	351.71	357.75	376.97

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	444.12	433.28	392.57
R3	423.52	412.68	386.91
R2	402.92	402.92	385.02
R1	392.08	392.08	383.13	387.20
PP	382.32	382.32	382.32	379.88
S1	371.48	371.48	379.35	366.60
S2	361.72	361.72	377.46
S3	341.12	350.88	375.58
S4	320.52	330.28	369.91

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	5.4%	8.31	2.2%	46%	False	False	84,230,320
10	393.16	370.18	22.98	6.0%	7.34	1.9%	51%	False	False	83,137,480
20	416.61	362.17	54.44	14.3%	7.58	2.0%	36%	False	False	93,847,990
40	417.44	362.17	55.27	14.5%	8.28	2.2%	36%	False	False	98,949,732
60	450.69	362.17	88.52	23.2%	8.59	2.2%	22%	False	False	101,008,355
80	462.07	362.17	99.90	26.2%	8.07	2.1%	20%	False	False	98,457,543
100	462.07	362.17	99.90	26.2%	8.24	2.2%	20%	False	False	104,270,321
120	473.20	362.17	111.03	29.1%	8.43	2.2%	18%	False	False	108,465,308

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.64
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	420.57
2.618	405.75
1.618	396.67
1.000	391.06
0.618	387.59
HIGH	381.98
0.618	378.51
0.500	377.44
0.382	376.37
LOW	372.90
0.618	367.29
1.000	363.82
1.618	358.21
2.618	349.13
4.250	334.31

Fisher Pivots for day following 05-Jul-2022
Pivot	1 day	3 day
R1	380.45	380.40
PP	378.95	378.83
S1	377.44	377.27

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

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