SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Aug-2022

Day Change Summary
	Previous	Current
	29-Jul-2022	01-Aug-2022	Change	Change %	Previous Week
Open	407.58	409.15	1.57	0.4%	395.75
High	413.03	413.41	0.38	0.1%	413.03
Low	406.77	408.40	1.63	0.4%	389.95
Close	411.99	410.77	-1.22	-0.3%	411.99
Range	6.26	5.01	-1.25	-20.0%	23.08
ATR	7.79	7.59	-0.20	-2.5%	0.00
Volume	87,003,600	69,997,400	-17,006,200	-19.5%	349,889,900

Daily Pivots for day following 01-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	425.89	423.34	413.53
R3	420.88	418.33	412.15
R2	415.87	415.87	411.69
R1	413.32	413.32	411.23	414.60
PP	410.86	410.86	410.86	411.50
S1	408.31	408.31	410.31	409.59
S2	405.85	405.85	409.85
S3	400.84	403.30	409.39
S4	395.83	398.29	408.01

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	474.23	466.19	424.68
R3	451.15	443.11	418.34
R2	428.07	428.07	416.22
R1	420.03	420.03	414.11	424.05
PP	404.99	404.99	404.99	407.00
S1	396.95	396.95	409.87	400.97
S2	381.91	381.91	407.76
S3	358.83	373.87	405.64
S4	335.75	350.79	399.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	413.41	389.95	23.46	5.7%	6.57	1.6%	89%	True	False	73,251,180
10	413.41	385.39	28.02	6.8%	6.35	1.5%	91%	True	False	70,733,800
20	413.41	371.04	42.37	10.3%	6.47	1.6%	94%	True	False	71,645,250
40	416.61	362.17	54.44	13.3%	6.91	1.7%	89%	False	False	82,507,527
60	425.00	362.17	62.83	15.3%	7.78	1.9%	77%	False	False	91,373,091
80	450.69	362.17	88.52	21.5%	8.01	2.0%	55%	False	False	93,985,828
100	462.07	362.17	99.90	24.3%	7.72	1.9%	49%	False	False	93,450,612
120	462.07	362.17	99.90	24.3%	7.92	1.9%	49%	False	False	98,829,260

Crabel Price Patterns
NR	True
NR4	True
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	1.25
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	434.70
2.618	426.53
1.618	421.52
1.000	418.42
0.618	416.51
HIGH	413.41
0.618	411.50
0.500	410.91
0.382	410.31
LOW	408.40
0.618	405.30
1.000	403.39
1.618	400.29
2.618	395.28
4.250	387.11

Fisher Pivots for day following 01-Aug-2022
Pivot	1 day	3 day
R1	410.91	409.11
PP	410.86	407.44
S1	410.82	405.78

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

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