SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Aug-2022

Day Change Summary
	Previous	Current
	02-Aug-2022	03-Aug-2022	Change	Change %	Previous Week
Open	409.12	410.30	1.18	0.3%	395.75
High	413.00	415.68	2.68	0.6%	413.03
Low	406.82	410.00	3.18	0.8%	389.95
Close	408.06	414.45	6.39	1.6%	411.99
Range	6.18	5.68	-0.50	-8.1%	23.08
ATR	7.49	7.50	0.01	0.1%	0.00
Volume	63,435,400	67,820,500	4,385,100	6.9%	349,889,900

Daily Pivots for day following 03-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	430.42	428.11	417.57
R3	424.74	422.43	416.01
R2	419.06	419.06	415.49
R1	416.75	416.75	414.97	417.91
PP	413.38	413.38	413.38	413.95
S1	411.07	411.07	413.93	412.23
S2	407.70	407.70	413.41
S3	402.02	405.39	412.89
S4	396.34	399.71	411.33

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	415.68	398.15	17.53	4.2%	6.36	1.5%	93%	True	False	72,444,680
10	415.68	389.95	25.73	6.2%	6.26	1.5%	95%	True	False	68,824,430
20	415.68	371.04	44.64	10.8%	6.29	1.5%	97%	True	False	70,614,840
40	416.22	362.17	54.05	13.0%	6.94	1.7%	97%	False	False	82,554,350
60	417.44	362.17	55.27	13.3%	7.57	1.8%	95%	False	False	88,149,025
80	450.63	362.17	88.46	21.3%	8.00	1.9%	59%	False	False	93,314,088
100	462.07	362.17	99.90	24.1%	7.71	1.9%	52%	False	False	92,653,538
120	462.07	362.17	99.90	24.1%	7.94	1.9%	52%	False	False	98,476,377

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	439.82
2.618	430.55
1.618	424.87
1.000	421.36
0.618	419.19
HIGH	415.68
0.618	413.51
0.500	412.84
0.382	412.17
LOW	410.00
0.618	406.49
1.000	404.32
1.618	400.81
2.618	395.13
4.250	385.86

Fisher Pivots for day following 03-Aug-2022
Pivot	1 day	3 day
R1	413.91	413.38
PP	413.38	412.32
S1	412.84	411.25

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

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