SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jul-2022

Day Change Summary
	Previous	Current
	26-Jul-2022	27-Jul-2022	Change	Change %	Previous Week
Open	393.84	394.36	0.52	0.1%	388.38
High	394.06	402.88	8.82	2.2%	400.18
Low	389.95	394.05	4.10	1.1%	380.66
Close	390.89	401.04	10.15	2.6%	395.09
Range	4.11	8.83	4.72	114.8%	19.52
ATR	7.47	7.79	0.32	4.3%	0.00
Volume	52,946,300	82,342,100	29,395,800	55.5%	350,654,300

Daily Pivots for day following 27-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	425.81	422.26	405.90
R3	416.98	413.43	403.47
R2	408.15	408.15	402.66
R1	404.60	404.60	401.85	406.38
PP	399.32	399.32	399.32	400.21
S1	395.77	395.77	400.23	397.55
S2	390.49	390.49	399.42
S3	381.66	386.94	398.61
S4	372.83	378.11	396.18

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	402.88	389.95	12.93	3.2%	6.17	1.5%	86%	True	False	65,204,180
10	402.88	371.04	31.84	7.9%	6.47	1.6%	94%	True	False	70,833,920
20	402.88	371.04	31.84	7.9%	6.46	1.6%	94%	True	False	72,748,070
40	417.44	362.17	55.27	13.8%	7.06	1.8%	70%	False	False	83,286,647
60	429.66	362.17	67.49	16.8%	7.99	2.0%	58%	False	False	94,233,440
80	457.83	362.17	95.66	23.9%	7.98	2.0%	41%	False	False	93,884,537
100	462.07	362.17	99.90	24.9%	7.83	2.0%	39%	False	False	95,308,461
120	462.07	362.17	99.90	24.9%	7.93	2.0%	39%	False	False	99,579,127

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	1.25
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	440.41
2.618	426.00
1.618	417.17
1.000	411.71
0.618	408.34
HIGH	402.88
0.618	399.51
0.500	398.47
0.382	397.42
LOW	394.05
0.618	388.59
1.000	385.22
1.618	379.76
2.618	370.93
4.250	356.52

Fisher Pivots for day following 27-Jul-2022
Pivot	1 day	3 day
R1	400.18	399.50
PP	399.32	397.96
S1	398.47	396.42

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

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