SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Sep-2021

Day Change Summary
	Previous	Current
	31-Aug-2021	01-Sep-2021	Change	Change %	Previous Week
Open	452.13	452.56	0.43	0.1%	445.16
High	452.49	453.11	0.62	0.1%	450.65
Low	450.92	451.55	0.63	0.1%	443.44
Close	451.56	451.80	0.24	0.1%	450.25
Range	1.57	1.57	-0.01	-0.3%	7.21
ATR	3.22	3.10	-0.12	-3.7%	0.00
Volume	59,300,200	48,721,300	-10,578,900	-17.8%	269,312,004

Daily Pivots for day following 01-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	456.85	455.89	452.66
R3	455.28	454.32	452.23
R2	453.72	453.72	452.09
R1	452.76	452.76	451.94	452.46
PP	452.15	452.15	452.15	452.00
S1	451.19	451.19	451.66	450.89
S2	450.59	450.59	451.51
S3	449.02	449.63	451.37
S4	447.46	448.06	450.94

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	469.76	467.22	454.22
R3	462.54	460.00	452.23
R2	455.33	455.33	451.57
R1	452.79	452.79	450.91	454.06
PP	448.11	448.11	448.11	448.75
S1	445.57	445.57	449.59	446.84
S2	440.90	440.90	448.93
S3	433.68	438.36	448.27
S4	426.47	431.14	446.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	453.11	446.16	6.95	1.5%	2.36	0.5%	81%	True	False	58,288,680
10	453.11	436.12	16.99	3.8%	2.84	0.6%	92%	True	False	59,051,170
20	453.11	436.12	16.99	3.8%	2.67	0.6%	92%	True	False	56,968,825
40	453.11	421.97	31.14	6.9%	3.23	0.7%	96%	True	False	62,041,273
60	453.11	414.70	38.41	8.5%	3.03	0.7%	97%	True	False	61,518,675
80	453.11	404.00	49.11	10.9%	3.20	0.7%	97%	True	False	63,758,083
100	453.11	404.00	49.11	10.9%	3.26	0.7%	97%	True	False	65,318,330
120	453.11	383.90	69.21	15.3%	3.34	0.7%	98%	True	False	69,005,608

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.48
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	459.76
2.618	457.21
1.618	455.64
1.000	454.68
0.618	454.08
HIGH	453.11
0.618	452.51
0.500	452.33
0.382	452.14
LOW	451.55
0.618	450.58
1.000	449.98
1.618	449.01
2.618	447.45
4.250	444.89

Fisher Pivots for day following 01-Sep-2021
Pivot	1 day	3 day
R1	452.33	451.91
PP	452.15	451.87
S1	451.98	451.84

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

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