SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Sep-2021

Day Change Summary
	Previous	Current
	13-Sep-2021	14-Sep-2021	Change	Change %	Previous Week
Open	448.64	448.12	-0.52	-0.1%	452.71
High	448.92	448.34	-0.58	-0.1%	452.81
Low	444.11	443.22	-0.89	-0.2%	445.31
Close	446.58	444.17	-2.41	-0.5%	445.44
Range	4.81	5.12	0.31	6.4%	7.50
ATR	3.33	3.46	0.13	3.8%	0.00
Volume	83,738,600	78,197,100	-5,541,500	-6.6%	255,771,900

Daily Pivots for day following 14-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	460.60	457.51	446.99
R3	455.48	452.39	445.58
R2	450.36	450.36	445.11
R1	447.27	447.27	444.64	446.26
PP	445.24	445.24	445.24	444.74
S1	442.15	442.15	443.70	441.14
S2	440.12	440.12	443.23
S3	435.00	437.03	442.76
S4	429.88	431.91	441.35

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	452.57	443.22	9.35	2.1%	4.55	1.0%	10%	False	True	73,207,220
10	454.05	443.22	10.83	2.4%	3.22	0.7%	9%	False	True	61,579,420
20	454.05	436.12	17.93	4.0%	3.36	0.8%	45%	False	False	64,015,510
40	454.05	424.83	29.22	6.6%	3.09	0.7%	66%	False	False	59,166,772
60	454.05	415.93	38.12	8.6%	3.14	0.7%	74%	False	False	61,166,453
80	454.05	414.45	39.60	8.9%	3.05	0.7%	75%	False	False	60,733,704
100	454.05	404.00	50.05	11.3%	3.27	0.7%	80%	False	False	64,544,021
120	454.05	383.90	70.15	15.8%	3.27	0.7%	86%	False	False	67,101,204

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	0.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	470.10
2.618	461.74
1.618	456.62
1.000	453.46
0.618	451.50
HIGH	448.34
0.618	446.38
0.500	445.78
0.382	445.18
LOW	443.22
0.618	440.06
1.000	438.10
1.618	434.94
2.618	429.82
4.250	421.46

Fisher Pivots for day following 14-Sep-2021
Pivot	1 day	3 day
R1	445.78	447.36
PP	445.24	446.29
S1	444.71	445.23

Download as Excel Spreadsheet

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

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