SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jul-2022

Day Change Summary
	Previous	Current
	21-Jul-2022	22-Jul-2022	Change	Change %	Previous Week
Open	394.16	398.92	4.76	1.2%	388.38
High	398.84	400.18	1.34	0.3%	400.18
Low	391.63	392.75	1.12	0.3%	380.66
Close	398.79	395.09	-3.70	-0.9%	395.09
Range	7.21	7.43	0.22	3.1%	19.52
ATR	7.99	7.95	-0.04	-0.5%	0.00
Volume	64,903,800	72,197,300	7,293,500	11.2%	350,654,300

Daily Pivots for day following 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	418.30	414.12	399.18
R3	410.87	406.69	397.13
R2	403.44	403.44	396.45
R1	399.26	399.26	395.77	397.64
PP	396.01	396.01	396.01	395.19
S1	391.83	391.83	394.41	390.21
S2	388.58	388.58	393.73
S3	381.15	384.40	393.05
S4	373.72	376.97	391.00

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	450.54	442.33	405.83
R3	431.02	422.81	400.46
R2	411.50	411.50	398.67
R1	403.29	403.29	396.88	407.40
PP	391.98	391.98	391.98	394.03
S1	383.77	383.77	393.30	387.88
S2	372.46	372.46	391.51
S3	352.94	364.25	389.72
S4	333.42	344.73	384.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	400.18	380.66	19.52	4.9%	7.16	1.8%	74%	True	False	70,130,860
10	400.18	371.04	29.14	7.4%	6.63	1.7%	83%	True	False	72,423,000
20	400.18	371.04	29.14	7.4%	6.92	1.8%	83%	True	False	75,839,565
40	417.44	362.17	55.27	14.0%	7.25	1.8%	60%	False	False	85,023,897
60	429.66	362.17	67.49	17.1%	8.30	2.1%	49%	False	False	97,300,941
80	462.07	362.17	99.90	25.3%	7.99	2.0%	33%	False	False	95,122,393
100	462.07	362.17	99.90	25.3%	7.92	2.0%	33%	False	False	97,029,404
120	462.07	362.17	99.90	25.3%	7.98	2.0%	33%	False	False	101,277,858

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.52
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	431.76
2.618	419.63
1.618	412.20
1.000	407.61
0.618	404.77
HIGH	400.18
0.618	397.34
0.500	396.47
0.382	395.59
LOW	392.75
0.618	388.16
1.000	385.32
1.618	380.73
2.618	373.30
4.250	361.17

Fisher Pivots for day following 22-Jul-2022
Pivot	1 day	3 day
R1	396.47	395.61
PP	396.01	395.43
S1	395.55	395.26

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

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