SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Sep-2021

Day Change Summary
	Previous	Current
	03-Sep-2021	07-Sep-2021	Change	Change %	Previous Week
Open	451.98	452.71	0.73	0.2%	450.97
High	453.63	452.81	-0.82	-0.2%	454.05
Low	451.55	450.74	-0.81	-0.2%	450.71
Close	453.08	451.46	-1.62	-0.4%	453.08
Range	2.08	2.07	-0.01	-0.6%	3.34
ATR	2.97	2.93	-0.05	-1.5%	0.00
Volume	47,234,300	51,671,500	4,437,200	9.4%	246,443,900

Daily Pivots for day following 07-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	457.87	456.73	452.60
R3	455.81	454.67	452.03
R2	453.74	453.74	451.84
R1	452.60	452.60	451.65	452.14
PP	451.67	451.67	451.67	451.44
S1	450.53	450.53	451.27	450.07
S2	449.60	449.60	451.08
S3	447.54	448.46	450.89
S4	445.47	446.40	450.32

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	450.74	3.31	0.7%	1.88	0.4%	22%	False	True	49,951,620
10	454.05	446.16	7.89	1.7%	2.09	0.5%	67%	False	False	51,245,440
20	454.05	436.12	17.93	4.0%	2.75	0.6%	86%	False	False	57,699,550
40	454.05	421.97	32.08	7.1%	3.09	0.7%	92%	False	False	59,916,608
60	454.05	414.70	39.35	8.7%	3.03	0.7%	93%	False	False	61,463,832
80	454.05	405.33	48.72	10.8%	3.04	0.7%	95%	False	False	61,053,630
100	454.05	404.00	50.05	11.1%	3.24	0.7%	95%	False	False	64,951,290
120	454.05	383.90	70.15	15.5%	3.29	0.7%	96%	False	False	68,142,797

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	0.37
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	461.60
2.618	458.22
1.618	456.16
1.000	454.88
0.618	454.09
HIGH	452.81
0.618	452.02
0.500	451.78
0.382	451.53
LOW	450.74
0.618	449.46
1.000	448.67
1.618	447.40
2.618	445.33
4.250	441.95

Fisher Pivots for day following 07-Sep-2021
Pivot	1 day	3 day
R1	451.78	452.40
PP	451.67	452.08
S1	451.57	451.77

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

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