SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Aug-2022

Day Change Summary
	Previous	Current
	01-Aug-2022	02-Aug-2022	Change	Change %	Previous Week
Open	409.15	409.12	-0.03	0.0%	395.75
High	413.41	413.00	-0.41	-0.1%	413.03
Low	408.40	406.82	-1.58	-0.4%	389.95
Close	410.77	408.06	-2.71	-0.7%	411.99
Range	5.01	6.18	1.17	23.4%	23.08
ATR	7.59	7.49	-0.10	-1.3%	0.00
Volume	69,997,400	63,435,400	-6,562,000	-9.4%	349,889,900

Daily Pivots for day following 02-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	427.83	424.13	411.46
R3	421.65	417.95	409.76
R2	415.47	415.47	409.19
R1	411.77	411.77	408.63	410.53
PP	409.29	409.29	409.29	408.68
S1	405.59	405.59	407.49	404.35
S2	403.11	403.11	406.93
S3	396.93	399.41	406.36
S4	390.75	393.23	404.66

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	394.05	19.36	4.7%	6.99	1.7%	72%	False	False	75,349,000
10	413.41	389.95	23.46	5.7%	6.22	1.5%	77%	False	False	69,226,750
20	413.41	371.04	42.37	10.4%	6.32	1.5%	87%	False	False	70,745,125
40	416.61	362.17	54.44	13.3%	6.95	1.7%	84%	False	False	82,296,557
60	417.44	362.17	55.27	13.5%	7.63	1.9%	83%	False	False	89,548,196
80	450.69	362.17	88.52	21.7%	8.02	2.0%	52%	False	False	93,442,547
100	462.07	362.17	99.90	24.5%	7.72	1.9%	46%	False	False	92,915,059
120	462.07	362.17	99.90	24.5%	7.92	1.9%	46%	False	False	98,682,788

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	439.27
2.618	429.18
1.618	423.00
1.000	419.18
0.618	416.82
HIGH	413.00
0.618	410.64
0.500	409.91
0.382	409.18
LOW	406.82
0.618	403.00
1.000	400.64
1.618	396.82
2.618	390.64
4.250	380.56

Fisher Pivots for day following 02-Aug-2022
Pivot	1 day	3 day
R1	409.91	410.09
PP	409.29	409.41
S1	408.68	408.74

Download as Excel Spreadsheet

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

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