SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Sep-2021

Day Change Summary
	Previous	Current
	08-Sep-2021	09-Sep-2021	Change	Change %	Previous Week
Open	450.89	450.70	-0.19	0.0%	450.97
High	451.67	452.57	0.90	0.2%	454.05
Low	448.86	448.72	-0.14	0.0%	450.71
Close	450.91	448.98	-1.93	-0.4%	453.08
Range	2.81	3.85	1.04	37.0%	3.34
ATR	2.92	2.99	0.07	2.3%	0.00
Volume	56,181,900	57,970,400	1,788,500	3.2%	246,443,900

Daily Pivots for day following 09-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	461.64	459.16	451.10
R3	457.79	455.31	450.04
R2	453.94	453.94	449.69
R1	451.46	451.46	449.33	450.78
PP	450.09	450.09	450.09	449.75
S1	447.61	447.61	448.63	446.93
S2	446.24	446.24	448.27
S3	442.39	443.76	447.92
S4	438.54	439.91	446.86

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	448.72	5.33	1.2%	2.59	0.6%	5%	False	True	51,177,780
10	454.05	446.16	7.89	1.8%	2.47	0.6%	36%	False	False	54,733,230
20	454.05	436.12	17.93	4.0%	2.94	0.7%	72%	False	False	59,038,490
40	454.05	421.97	32.08	7.1%	3.12	0.7%	84%	False	False	59,844,375
60	454.05	414.70	39.35	8.8%	3.07	0.7%	87%	False	False	61,801,922
80	454.05	405.33	48.72	10.9%	3.04	0.7%	90%	False	False	60,638,899
100	454.05	404.00	50.05	11.1%	3.26	0.7%	90%	False	False	64,487,457
120	454.05	383.90	70.15	15.6%	3.26	0.7%	93%	False	False	67,185,953

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.54
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	468.93
2.618	462.65
1.618	458.80
1.000	456.42
0.618	454.95
HIGH	452.57
0.618	451.10
0.500	450.65
0.382	450.19
LOW	448.72
0.618	446.34
1.000	444.87
1.618	442.49
2.618	438.64
4.250	432.36

Fisher Pivots for day following 09-Sep-2021
Pivot	1 day	3 day
R1	450.65	450.77
PP	450.09	450.17
S1	449.54	449.58

Download as Excel Spreadsheet

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

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