SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Oct-2021

Day Change Summary
	Previous	Current
	15-Oct-2021	18-Oct-2021	Change	Change %	Previous Week
Open	444.75	443.97	-0.78	-0.2%	437.16
High	446.26	447.55	1.29	0.3%	446.26
Low	444.09	443.27	-0.82	-0.2%	431.54
Close	445.87	447.19	1.32	0.3%	445.87
Range	2.17	4.28	2.11	97.2%	14.72
ATR	5.36	5.29	-0.08	-1.4%	0.00
Volume	66,260,200	62,213,200	-4,047,000	-6.1%	345,885,200

Daily Pivots for day following 18-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	458.84	457.30	449.54
R3	454.56	453.02	448.37
R2	450.28	450.28	447.97
R1	448.74	448.74	447.58	449.51
PP	446.00	446.00	446.00	446.39
S1	444.46	444.46	446.80	445.23
S2	441.72	441.72	446.41
S3	437.44	440.18	446.01
S4	433.16	435.90	444.84

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	485.38	480.35	453.97
R3	470.66	465.63	449.92
R2	455.94	455.94	448.57
R1	450.91	450.91	447.22	453.43
PP	441.22	441.22	441.22	442.48
S1	436.19	436.19	444.52	438.71
S2	426.50	426.50	443.17
S3	411.78	421.47	441.82
S4	397.06	406.75	437.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	447.55	431.54	16.01	3.6%	3.67	0.8%	98%	True	False	68,573,040
10	447.55	427.54	20.01	4.5%	4.39	1.0%	98%	True	False	75,880,800
20	447.55	426.36	21.19	4.7%	5.03	1.1%	98%	True	False	88,231,370
40	454.05	426.36	27.69	6.2%	4.26	1.0%	75%	False	False	78,488,507
60	454.05	426.36	27.69	6.2%	3.81	0.9%	75%	False	False	71,612,837
80	454.05	421.97	32.08	7.2%	3.74	0.8%	79%	False	False	70,637,326
100	454.05	414.70	39.35	8.8%	3.54	0.8%	83%	False	False	68,362,779
120	454.05	404.00	50.05	11.2%	3.65	0.8%	86%	False	False	70,270,656

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.94
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	465.74
2.618	458.76
1.618	454.48
1.000	451.83
0.618	450.20
HIGH	447.55
0.618	445.92
0.500	445.41
0.382	444.90
LOW	443.27
0.618	440.62
1.000	438.99
1.618	436.34
2.618	432.06
4.250	425.08

Fisher Pivots for day following 18-Oct-2021
Pivot	1 day	3 day
R1	446.60	445.82
PP	446.00	444.44
S1	445.41	443.07

Download as Excel Spreadsheet

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

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