SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Sep-2021

Day Change Summary
	Previous	Current
	02-Sep-2021	03-Sep-2021	Change	Change %	Previous Week
Open	453.32	451.98	-1.34	-0.3%	450.97
High	454.05	453.63	-0.42	-0.1%	454.05
Low	451.91	451.55	-0.36	-0.1%	450.71
Close	453.19	453.08	-0.11	0.0%	453.08
Range	2.14	2.08	-0.06	-2.8%	3.34
ATR	3.04	2.97	-0.07	-2.3%	0.00
Volume	42,830,800	47,234,300	4,403,500	10.3%	246,443,900

Daily Pivots for day following 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	458.99	458.12	454.22
R3	456.91	456.04	453.65
R2	454.83	454.83	453.46
R1	453.96	453.96	453.27	454.40
PP	452.75	452.75	452.75	452.97
S1	451.88	451.88	452.89	452.32
S2	450.67	450.67	452.70
S3	448.59	449.80	452.51
S4	446.51	447.72	451.94

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	462.63	461.20	454.92
R3	459.29	457.86	454.00
R2	455.95	455.95	453.69
R1	454.52	454.52	453.39	455.24
PP	452.61	452.61	452.61	452.97
S1	451.18	451.18	452.77	451.90
S2	449.27	449.27	452.47
S3	445.93	447.84	452.16
S4	442.59	444.50	451.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	454.05	450.71	3.34	0.7%	1.94	0.4%	71%	False	False	49,288,780
10	454.05	443.44	10.61	2.3%	2.36	0.5%	91%	False	False	51,575,590
20	454.05	436.12	17.93	4.0%	2.72	0.6%	95%	False	False	57,177,100
40	454.05	421.97	32.08	7.1%	3.10	0.7%	97%	False	False	59,947,058
60	454.05	414.70	39.35	8.7%	3.02	0.7%	98%	False	False	61,362,153
80	454.05	405.33	48.72	10.8%	3.08	0.7%	98%	False	False	61,737,660
100	454.05	404.00	50.05	11.0%	3.24	0.7%	98%	False	False	65,036,873
120	454.05	383.90	70.15	15.5%	3.31	0.7%	99%	False	False	68,528,527

Crabel Price Patterns
NR	True
NR4	False
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	0.53
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	462.47
2.618	459.08
1.618	457.00
1.000	455.71
0.618	454.92
HIGH	453.63
0.618	452.84
0.500	452.59
0.382	452.34
LOW	451.55
0.618	450.26
1.000	449.47
1.618	448.18
2.618	446.10
4.250	442.71

Fisher Pivots for day following 03-Sep-2021
Pivot	1 day	3 day
R1	452.92	452.99
PP	452.75	452.89
S1	452.59	452.80

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

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