SPY SPDR S&P 500 (NYSE)

Trading Metrics calculated at close of trading on 06-Jul-2022

Day Change Summary
	Previous	Current
	05-Jul-2022	06-Jul-2022	Change	Change %	Previous Week
Open	375.88	382.11	6.23	1.7%	391.05
High	381.98	385.87	3.89	1.0%	393.16
Low	372.90	379.60	6.70	1.8%	372.56
Close	381.96	383.25	1.29	0.3%	381.24
Range	9.08	6.27	-2.81	-30.9%	20.60
ATR	9.08	8.87	-0.20	-2.2%	0.00
Volume	81,437,900	70,420,259	-11,017,641	-13.5%	405,723,300

Daily Pivots for day following 06-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	401.72	398.75	386.70
R3	395.45	392.48	384.97
R2	389.18	389.18	384.40
R1	386.21	386.21	383.82	387.70
PP	382.91	382.91	382.91	383.65
S1	379.94	379.94	382.68	381.43
S2	376.64	376.64	382.10
S3	370.37	373.67	381.53
S4	364.10	367.40	379.80

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	444.12	433.28	392.57
R3	423.52	412.68	386.91
R2	402.92	402.92	385.02
R1	392.08	392.08	383.13	387.20
PP	382.32	382.32	382.32	379.88
S1	371.48	371.48	379.35	366.60
S2	361.72	361.72	377.46
S3	341.12	350.88	375.58
S4	320.52	330.28	369.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	385.87	372.56	13.31	3.5%	7.04	1.8%	80%	True	False	80,976,411
10	393.16	370.18	22.98	6.0%	7.50	2.0%	57%	False	False	82,498,325
20	416.22	362.17	54.05	14.1%	7.59	2.0%	39%	False	False	94,477,416
40	417.44	362.17	55.27	14.4%	8.16	2.1%	38%	False	False	95,924,549
60	450.63	362.17	88.46	23.1%	8.54	2.2%	24%	False	False	100,219,459
80	462.07	362.17	99.90	26.1%	7.89	2.1%	21%	False	False	94,264,366
100	462.07	362.17	99.90	26.1%	8.11	2.1%	21%	False	False	100,075,531
120	473.20	362.17	111.03	29.0%	8.20	2.1%	19%	False	False	103,852,724

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	1.89
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	412.52
2.618	402.28
1.618	396.01
1.000	392.14
0.618	389.74
HIGH	385.87
0.618	383.47
0.500	382.74
0.382	382.00
LOW	379.60
0.618	375.73
1.000	373.33
1.618	369.46
2.618	363.19
4.250	352.95

Fisher Pivots for day following 06-Jul-2022
Pivot	1 day	3 day
R1	383.08	381.96
PP	382.91	380.67
S1	382.74	379.39

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

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