SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jul-2022

Day Change Summary
	Previous	Current
	27-Jul-2022	28-Jul-2022	Change	Change %	Previous Week
Open	394.36	401.89	7.53	1.9%	388.38
High	402.88	406.80	3.92	1.0%	400.18
Low	394.05	398.15	4.10	1.0%	380.66
Close	401.04	406.07	5.03	1.3%	395.09
Range	8.83	8.65	-0.18	-2.0%	19.52
ATR	7.79	7.85	0.06	0.8%	0.00
Volume	82,342,100	73,966,500	-8,375,600	-10.2%	350,654,300

Daily Pivots for day following 28-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	429.62	426.50	410.83
R3	420.97	417.85	408.45
R2	412.32	412.32	407.66
R1	409.20	409.20	406.86	410.76
PP	403.67	403.67	403.67	404.46
S1	400.55	400.55	405.28	402.11
S2	395.02	395.02	404.48
S3	386.37	391.90	403.69
S4	377.72	383.25	401.31

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	406.80	389.95	16.85	4.1%	6.46	1.6%	96%	True	False	67,016,720
10	406.80	380.54	26.26	6.5%	6.53	1.6%	97%	True	False	69,260,090
20	406.80	371.04	35.76	8.8%	6.70	1.7%	98%	True	False	73,162,595
40	417.44	362.17	55.27	13.6%	7.12	1.8%	79%	False	False	82,737,387
60	429.66	362.17	67.49	16.6%	7.95	2.0%	65%	False	False	92,827,673
80	457.83	362.17	95.66	23.6%	8.03	2.0%	46%	False	False	93,696,010
100	462.07	362.17	99.90	24.6%	7.86	1.9%	44%	False	False	94,907,294
120	462.07	362.17	99.90	24.6%	7.95	2.0%	44%	False	False	99,211,977

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	1.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	443.56
2.618	429.45
1.618	420.80
1.000	415.45
0.618	412.15
HIGH	406.80
0.618	403.50
0.500	402.48
0.382	401.45
LOW	398.15
0.618	392.80
1.000	389.50
1.618	384.15
2.618	375.50
4.250	361.39

Fisher Pivots for day following 28-Jul-2022
Pivot	1 day	3 day
R1	404.87	403.51
PP	403.67	400.94
S1	402.48	398.38

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

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