SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Sep-2021

Day Change Summary
	Previous	Current
	01-Sep-2021	02-Sep-2021	Change	Change %	Previous Week
Open	452.56	453.32	0.76	0.2%	445.16
High	453.11	454.05	0.94	0.2%	450.65
Low	451.55	451.91	0.37	0.1%	443.44
Close	451.80	453.19	1.39	0.3%	450.25
Range	1.57	2.14	0.58	36.7%	7.21
ATR	3.10	3.04	-0.06	-2.0%	0.00
Volume	48,721,300	42,830,800	-5,890,500	-12.1%	269,312,004

Daily Pivots for day following 02-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	459.47	458.47	454.37
R3	457.33	456.33	453.78
R2	455.19	455.19	453.58
R1	454.19	454.19	453.39	453.62
PP	453.05	453.05	453.05	452.77
S1	452.05	452.05	452.99	451.48
S2	450.91	450.91	452.80
S3	448.77	449.91	452.60
S4	446.63	447.77	452.01

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	454.05	447.06	6.99	1.5%	2.25	0.5%	88%	True	False	55,288,940
10	454.05	439.71	14.34	3.2%	2.55	0.6%	94%	True	False	54,053,030
20	454.05	436.12	17.93	4.0%	2.68	0.6%	95%	True	False	57,161,885
40	454.05	421.97	32.08	7.1%	3.18	0.7%	97%	True	False	60,672,163
60	454.05	414.70	39.35	8.7%	3.04	0.7%	98%	True	False	61,425,250
80	454.05	404.00	50.05	11.0%	3.17	0.7%	98%	True	False	62,832,369
100	454.05	404.00	50.05	11.0%	3.25	0.7%	98%	True	False	65,181,129
120	454.05	383.90	70.15	15.5%	3.32	0.7%	99%	True	False	68,749,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.54
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	463.15
2.618	459.65
1.618	457.51
1.000	456.19
0.618	455.37
HIGH	454.05
0.618	453.23
0.500	452.98
0.382	452.73
LOW	451.91
0.618	450.59
1.000	449.77
1.618	448.45
2.618	446.31
4.250	442.82

Fisher Pivots for day following 02-Sep-2021
Pivot	1 day	3 day
R1	453.12	452.96
PP	453.05	452.72
S1	452.98	452.49

Download as Excel Spreadsheet

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

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