SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Sep-2021

Day Change Summary
	Previous	Current
	09-Sep-2021	10-Sep-2021	Change	Change %	Previous Week
Open	450.70	451.04	0.34	0.1%	452.71
High	452.57	451.49	-1.08	-0.2%	452.81
Low	448.72	445.31	-3.41	-0.8%	445.31
Close	448.98	445.44	-3.54	-0.8%	445.44
Range	3.85	6.18	2.33	60.5%	7.50
ATR	2.99	3.21	0.23	7.6%	0.00
Volume	57,970,400	89,948,100	31,977,700	55.2%	255,771,900

Daily Pivots for day following 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	465.95	461.88	448.84
R3	459.77	455.70	447.14
R2	453.59	453.59	446.57
R1	449.52	449.52	446.01	448.47
PP	447.41	447.41	447.41	446.89
S1	443.34	443.34	444.87	442.29
S2	441.23	441.23	444.31
S3	435.05	437.16	443.74
S4	428.87	430.98	442.04

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	470.35	465.40	449.57
R3	462.85	457.90	447.50
R2	455.35	455.35	446.82
R1	450.40	450.40	446.13	449.13
PP	447.85	447.85	447.85	447.22
S1	442.90	442.90	444.75	441.63
S2	440.35	440.35	444.07
S3	432.85	435.40	443.38
S4	425.35	427.90	441.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	453.63	445.31	8.32	1.9%	3.40	0.8%	2%	False	True	60,601,240
10	454.05	445.31	8.74	2.0%	2.82	0.6%	1%	False	True	57,945,090
20	454.05	436.12	17.93	4.0%	3.12	0.7%	52%	False	False	61,588,775
40	454.05	421.97	32.08	7.2%	3.20	0.7%	73%	False	False	60,714,920
60	454.05	414.70	39.35	8.8%	3.09	0.7%	78%	False	False	61,961,290
80	454.05	405.33	48.72	10.9%	3.06	0.7%	82%	False	False	61,015,622
100	454.05	404.00	50.05	11.2%	3.27	0.7%	83%	False	False	64,568,420
120	454.05	383.90	70.15	15.7%	3.27	0.7%	88%	False	False	67,320,699

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	477.76
2.618	467.67
1.618	461.49
1.000	457.67
0.618	455.31
HIGH	451.49
0.618	449.13
0.500	448.40
0.382	447.67
LOW	445.31
0.618	441.49
1.000	439.13
1.618	435.31
2.618	429.13
4.250	419.05

Fisher Pivots for day following 10-Sep-2021
Pivot	1 day	3 day
R1	448.40	448.94
PP	447.41	447.77
S1	446.43	446.61

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

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