SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jul-2022

Day Change Summary
	Previous	Current
	19-Jul-2022	20-Jul-2022	Change	Change %	Previous Week
Open	386.08	392.47	6.39	1.7%	385.85
High	392.87	396.26	3.39	0.9%	386.87
Low	385.39	391.03	5.64	1.5%	371.04
Close	392.27	394.77	2.50	0.6%	385.13
Range	7.48	5.23	-2.25	-30.1%	15.83
ATR	8.26	8.05	-0.22	-2.6%	0.00
Volume	78,505,900	71,843,700	-6,662,200	-8.5%	373,575,700

Daily Pivots for day following 20-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	409.71	407.47	397.65
R3	404.48	402.24	396.21
R2	399.25	399.25	395.73
R1	397.01	397.01	395.25	398.13
PP	394.02	394.02	394.02	394.58
S1	391.78	391.78	394.29	392.90
S2	388.79	388.79	393.81
S3	383.56	386.55	393.33
S4	378.33	381.32	391.89

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	428.50	422.65	393.84
R3	412.67	406.82	389.48
R2	396.84	396.84	388.03
R1	390.99	390.99	386.58	386.00
PP	381.01	381.01	381.01	378.52
S1	375.16	375.16	383.68	370.17
S2	365.18	365.18	382.23
S3	349.35	359.33	380.78
S4	333.52	343.50	376.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	396.26	371.04	25.22	6.4%	6.77	1.7%	94%	True	False	76,463,660
10	396.26	371.04	25.22	6.4%	6.32	1.6%	94%	True	False	72,405,250
20	396.26	370.18	26.08	6.6%	6.91	1.7%	94%	True	False	77,452,085
40	417.44	362.17	55.27	14.0%	7.28	1.8%	59%	False	False	85,792,960
60	429.66	362.17	67.49	17.1%	8.39	2.1%	48%	False	False	98,743,323
80	462.07	362.17	99.90	25.3%	7.94	2.0%	33%	False	False	95,229,017
100	462.07	362.17	99.90	25.3%	7.95	2.0%	33%	False	False	98,332,587
120	462.07	362.17	99.90	25.3%	8.08	2.0%	33%	False	False	102,754,812

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	1.49
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	418.49
2.618	409.95
1.618	404.72
1.000	401.49
0.618	399.49
HIGH	396.26
0.618	394.26
0.500	393.65
0.382	393.03
LOW	391.03
0.618	387.80
1.000	385.80
1.618	382.57
2.618	377.34
4.250	368.80

Fisher Pivots for day following 20-Jul-2022
Pivot	1 day	3 day
R1	394.40	392.67
PP	394.02	390.56
S1	393.65	388.46

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

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