SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jul-2022

Day Change Summary
	Previous	Current
	25-Jul-2022	26-Jul-2022	Change	Change %	Previous Week
Open	395.75	393.84	-1.91	-0.5%	388.38
High	396.47	394.06	-2.41	-0.6%	400.18
Low	393.21	389.95	-3.26	-0.8%	380.66
Close	395.57	390.89	-4.68	-1.2%	395.09
Range	3.26	4.11	0.85	26.1%	19.52
ATR	7.61	7.47	-0.14	-1.9%	0.00
Volume	53,631,400	52,946,300	-685,100	-1.3%	350,654,300

Daily Pivots for day following 26-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	403.96	401.54	393.15
R3	399.85	397.43	392.02
R2	395.74	395.74	391.64
R1	393.32	393.32	391.27	392.48
PP	391.63	391.63	391.63	391.21
S1	389.21	389.21	390.51	388.37
S2	387.52	387.52	390.14
S3	383.41	385.10	389.76
S4	379.30	380.99	388.63

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	389.95	10.23	2.6%	5.45	1.4%	9%	False	True	63,104,500
10	400.18	371.04	29.14	7.5%	6.31	1.6%	68%	False	False	71,022,170
20	400.18	371.04	29.14	7.5%	6.65	1.7%	68%	False	False	72,965,455
40	417.44	362.17	55.27	14.1%	7.03	1.8%	52%	False	False	83,347,312
60	429.66	362.17	67.49	17.3%	8.09	2.1%	43%	False	False	95,285,921
80	458.76	362.17	96.59	24.7%	7.96	2.0%	30%	False	False	94,376,510
100	462.07	362.17	99.90	25.6%	7.81	2.0%	29%	False	False	95,540,057
120	462.07	362.17	99.90	25.6%	7.90	2.0%	29%	False	False	99,870,950

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	411.53
2.618	404.82
1.618	400.71
1.000	398.17
0.618	396.60
HIGH	394.06
0.618	392.49
0.500	392.01
0.382	391.52
LOW	389.95
0.618	387.41
1.000	385.84
1.618	383.30
2.618	379.19
4.250	372.48

Fisher Pivots for day following 26-Jul-2022
Pivot	1 day	3 day
R1	392.01	395.07
PP	391.63	393.67
S1	391.26	392.28

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

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