SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Sep-2021

Day Change Summary
	Previous	Current
	28-Sep-2021	29-Sep-2021	Change	Change %	Previous Week
Open	439.69	435.19	-4.50	-1.0%	434.88
High	440.04	437.04	-3.00	-0.7%	444.89
Low	432.94	433.85	0.91	0.2%	428.86
Close	433.72	434.45	0.73	0.2%	443.91
Range	7.10	3.19	-3.91	-55.1%	16.03
ATR	4.87	4.76	-0.11	-2.3%	0.00
Volume	130,436,300	82,329,200	-48,107,100	-36.9%	499,812,400

Daily Pivots for day following 29-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	444.68	442.76	436.20
R3	441.49	439.57	435.33
R2	438.30	438.30	435.03
R1	436.38	436.38	434.74	435.75
PP	435.11	435.11	435.11	434.80
S1	433.19	433.19	434.16	432.56
S2	431.92	431.92	433.87
S3	428.73	430.00	433.57
S4	425.54	426.81	432.70

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	487.31	481.64	452.73
R3	471.28	465.61	448.32
R2	455.25	455.25	446.85
R1	449.58	449.58	445.38	452.42
PP	439.22	439.22	439.22	440.64
S1	433.55	433.55	442.44	436.39
S2	423.19	423.19	440.97
S3	407.16	417.52	439.50
S4	391.13	401.49	435.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	444.89	432.94	11.95	2.8%	4.24	1.0%	13%	False	False	82,525,460
10	448.36	428.86	19.50	4.5%	4.87	1.1%	29%	False	False	97,016,070
20	454.05	428.86	25.19	5.8%	4.21	1.0%	22%	False	False	80,272,345
40	454.05	428.86	25.19	5.8%	3.46	0.8%	22%	False	False	68,570,857
60	454.05	421.97	32.08	7.4%	3.58	0.8%	39%	False	False	68,365,432
80	454.05	414.70	39.35	9.1%	3.35	0.8%	50%	False	False	66,187,254
100	454.05	404.00	50.05	11.5%	3.44	0.8%	61%	False	False	67,392,246
120	454.05	404.00	50.05	11.5%	3.42	0.8%	61%	False	False	67,877,196

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.99
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	450.60
2.618	445.39
1.618	442.20
1.000	440.23
0.618	439.01
HIGH	437.04
0.618	435.82
0.500	435.45
0.382	435.07
LOW	433.85
0.618	431.88
1.000	430.66
1.618	428.69
2.618	425.50
4.250	420.29

Fisher Pivots for day following 29-Sep-2021
Pivot	1 day	3 day
R1	435.45	438.50
PP	435.11	437.15
S1	434.78	435.80

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

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