SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Aug-2022

Day Change Summary
	Previous	Current
	03-Aug-2022	04-Aug-2022	Change	Change %	Previous Week
Open	410.30	414.37	4.07	1.0%	395.75
High	415.68	415.09	-0.59	-0.1%	413.03
Low	410.00	412.44	2.44	0.6%	389.95
Close	414.45	414.17	-0.28	-0.1%	411.99
Range	5.68	2.65	-3.03	-53.3%	23.08
ATR	7.50	7.15	-0.35	-4.6%	0.00
Volume	67,820,500	45,656,500	-22,164,000	-32.7%	349,889,900

Daily Pivots for day following 04-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	421.85	420.66	415.63
R3	419.20	418.01	414.90
R2	416.55	416.55	414.66
R1	415.36	415.36	414.41	414.63
PP	413.90	413.90	413.90	413.54
S1	412.71	412.71	413.93	411.98
S2	411.25	411.25	413.68
S3	408.60	410.06	413.44
S4	405.95	407.41	412.71

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	406.77	8.91	2.2%	5.16	1.2%	83%	False	False	66,782,680
10	415.68	389.95	25.73	6.2%	5.81	1.4%	94%	False	False	66,899,700
20	415.68	371.04	44.64	10.8%	6.10	1.5%	97%	False	False	69,671,370
40	415.82	362.17	53.65	13.0%	6.79	1.6%	97%	False	False	82,213,955
60	417.44	362.17	55.27	13.3%	7.45	1.8%	94%	False	False	86,316,866
80	450.01	362.17	87.84	21.2%	7.98	1.9%	59%	False	False	92,893,886
100	462.07	362.17	99.90	24.1%	7.65	1.8%	52%	False	False	92,153,104
120	462.07	362.17	99.90	24.1%	7.88	1.9%	52%	False	False	97,689,317

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.11
Narrowest range in 148 trading days

Fibonacci Retracements and Extensions
4.250	426.35
2.618	422.03
1.618	419.38
1.000	417.74
0.618	416.73
HIGH	415.09
0.618	414.08
0.500	413.77
0.382	413.45
LOW	412.44
0.618	410.80
1.000	409.79
1.618	408.15
2.618	405.50
4.250	401.18

Fisher Pivots for day following 04-Aug-2022
Pivot	1 day	3 day
R1	414.04	413.20
PP	413.90	412.22
S1	413.77	411.25

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

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