SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jul-2022

Day Change Summary
	Previous	Current
	12-Jul-2022	13-Jul-2022	Change	Change %	Previous Week
Open	383.65	375.10	-8.55	-2.2%	375.88
High	386.16	381.92	-4.24	-1.1%	390.64
Low	378.99	374.66	-4.33	-1.1%	372.90
Close	380.83	378.83	-2.00	-0.5%	388.67
Range	7.17	7.26	0.09	1.3%	17.74
ATR	8.15	8.09	-0.06	-0.8%	0.00
Volume	62,219,100	84,224,600	22,005,500	35.4%	288,787,700

Daily Pivots for day following 13-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	400.26	396.80	382.82
R3	392.99	389.54	380.83
R2	385.73	385.73	380.16
R1	382.28	382.28	379.50	384.01
PP	378.47	378.47	378.47	379.33
S1	375.02	375.02	378.16	376.74
S2	371.21	371.21	377.50
S3	363.95	367.76	376.83
S4	356.68	360.49	374.84

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	374.66	15.98	4.2%	5.87	1.5%	26%	False	True	68,346,840
10	390.64	372.56	18.08	4.8%	6.45	1.7%	35%	False	False	74,662,220
20	393.16	362.17	30.99	8.2%	7.11	1.9%	54%	False	False	85,940,045
40	417.44	362.17	55.27	14.6%	7.66	2.0%	30%	False	False	88,966,740
60	450.01	362.17	87.84	23.2%	8.52	2.2%	19%	False	False	99,486,966
80	462.07	362.17	99.90	26.4%	7.87	2.1%	17%	False	False	95,618,893
100	462.07	362.17	99.90	26.4%	8.18	2.2%	17%	False	False	101,567,551
120	462.07	362.17	99.90	26.4%	8.40	2.2%	17%	False	False	107,331,627

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	2.04
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	412.78
2.618	400.93
1.618	393.67
1.000	389.18
0.618	386.41
HIGH	381.92
0.618	379.15
0.500	378.29
0.382	377.43
LOW	374.66
0.618	370.17
1.000	367.40
1.618	362.91
2.618	355.65
4.250	343.79

Fisher Pivots for day following 13-Jul-2022
Pivot	1 day	3 day
R1	378.65	380.76
PP	378.47	380.12
S1	378.29	379.47

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

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