SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jul-2022

Day Change Summary
	Previous	Current
	13-Jul-2022	14-Jul-2022	Change	Change %	Previous Week
Open	375.10	373.61	-1.49	-0.4%	375.88
High	381.92	379.05	-2.87	-0.8%	390.64
Low	374.66	371.04	-3.62	-1.0%	372.90
Close	378.83	377.91	-0.92	-0.2%	388.67
Range	7.26	8.01	0.75	10.3%	17.74
ATR	8.09	8.08	-0.01	-0.1%	0.00
Volume	84,224,600	89,704,800	5,480,200	6.5%	288,787,700

Daily Pivots for day following 14-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	400.03	396.98	382.32
R3	392.02	388.97	380.11
R2	384.01	384.01	379.38
R1	380.96	380.96	378.64	382.48
PP	376.00	376.00	376.00	376.76
S1	372.95	372.95	377.18	374.48
S2	367.99	367.99	376.44
S3	359.98	364.94	375.71
S4	351.97	356.93	373.50

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	371.04	19.60	5.2%	6.16	1.6%	35%	False	True	73,382,620
10	390.64	371.04	19.60	5.2%	6.87	1.8%	35%	False	True	77,065,100
20	393.16	362.17	30.99	8.2%	7.14	1.9%	51%	False	False	85,224,695
40	417.44	362.17	55.27	14.6%	7.70	2.0%	28%	False	False	89,243,800
60	450.01	362.17	87.84	23.2%	8.58	2.3%	18%	False	False	99,882,005
80	462.07	362.17	99.90	26.4%	7.88	2.1%	16%	False	False	95,410,885
100	462.07	362.17	99.90	26.4%	8.16	2.2%	16%	False	False	101,442,008
120	462.07	362.17	99.90	26.4%	8.35	2.2%	16%	False	False	107,059,336

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.19
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	413.09
2.618	400.02
1.618	392.01
1.000	387.06
0.618	384.00
HIGH	379.05
0.618	375.99
0.500	375.04
0.382	374.10
LOW	371.04
0.618	366.09
1.000	363.03
1.618	358.08
2.618	350.07
4.250	337.00

Fisher Pivots for day following 14-Jul-2022
Pivot	1 day	3 day
R1	376.95	378.60
PP	376.00	378.37
S1	375.04	378.14

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

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