SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jul-2022

Day Change Summary
	Previous	Current
	11-Jul-2022	12-Jul-2022	Change	Change %	Previous Week
Open	385.85	383.65	-2.20	-0.6%	375.88
High	386.87	386.16	-0.71	-0.2%	390.64
Low	383.50	378.99	-4.51	-1.2%	372.90
Close	384.23	380.83	-3.40	-0.9%	388.67
Range	3.37	7.17	3.80	112.8%	17.74
ATR	8.23	8.15	-0.08	-0.9%	0.00
Volume	58,366,900	62,219,100	3,852,200	6.6%	288,787,700

Daily Pivots for day following 12-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	403.50	399.34	384.77
R3	396.33	392.17	382.80
R2	389.16	389.16	382.14
R1	385.00	385.00	381.49	383.50
PP	381.99	381.99	381.99	381.24
S1	377.83	377.83	380.17	376.33
S2	374.82	374.82	379.52
S3	367.65	370.66	378.86
S4	360.48	363.49	376.89

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	437.29	430.72	398.43
R3	419.55	412.98	393.55
R2	401.81	401.81	391.92
R1	395.24	395.24	390.30	398.53
PP	384.07	384.07	384.07	385.71
S1	377.50	377.50	387.04	380.79
S2	366.33	366.33	385.42
S3	348.59	359.76	383.79
S4	330.85	342.02	378.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	390.64	378.99	11.65	3.1%	5.67	1.5%	16%	False	True	65,587,160
10	393.16	372.56	20.60	5.4%	6.99	1.8%	40%	False	False	74,908,740
20	393.16	362.17	30.99	8.1%	7.17	1.9%	60%	False	False	90,229,055
40	417.44	362.17	55.27	14.5%	7.67	2.0%	34%	False	False	89,465,485
60	450.01	362.17	87.84	23.1%	8.52	2.2%	21%	False	False	99,714,380
80	462.07	362.17	99.90	26.2%	7.88	2.1%	19%	False	False	95,849,546
100	462.07	362.17	99.90	26.2%	8.17	2.1%	19%	False	False	101,573,940
120	462.07	362.17	99.90	26.2%	8.40	2.2%	19%	False	False	107,541,067

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.29
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	416.63
2.618	404.93
1.618	397.76
1.000	393.33
0.618	390.59
HIGH	386.16
0.618	383.42
0.500	382.58
0.382	381.73
LOW	378.99
0.618	374.56
1.000	371.82
1.618	367.39
2.618	360.22
4.250	348.52

Fisher Pivots for day following 12-Jul-2022
Pivot	1 day	3 day
R1	382.58	384.82
PP	381.99	383.49
S1	381.41	382.16

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

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