SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Sep-2021

Day Change Summary
	Previous	Current
	14-Sep-2021	15-Sep-2021	Change	Change %	Previous Week
Open	448.12	444.62	-3.50	-0.8%	452.71
High	448.34	448.41	0.07	0.0%	452.81
Low	443.22	443.44	0.22	0.0%	445.31
Close	444.17	447.88	3.71	0.8%	445.44
Range	5.12	4.97	-0.15	-2.9%	7.50
ATR	3.46	3.56	0.11	3.1%	0.00
Volume	78,197,100	78,792,200	595,100	0.8%	255,771,900

Daily Pivots for day following 15-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	461.49	459.65	450.61
R3	456.52	454.68	449.25
R2	451.55	451.55	448.79
R1	449.71	449.71	448.34	450.63
PP	446.58	446.58	446.58	447.04
S1	444.74	444.74	447.42	445.66
S2	441.61	441.61	446.97
S3	436.64	439.77	446.51
S4	431.67	434.80	445.15

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%	4.99	1.1%	50%	False	False	77,729,280
10	454.05	443.22	10.83	2.4%	3.56	0.8%	43%	False	False	63,528,620
20	454.05	436.12	17.93	4.0%	3.41	0.8%	66%	False	False	63,321,425
40	454.05	431.01	23.04	5.1%	3.02	0.7%	73%	False	False	58,646,375
60	454.05	420.08	33.97	7.6%	3.14	0.7%	82%	False	False	61,265,957
80	454.05	414.70	39.35	8.8%	3.07	0.7%	84%	False	False	60,761,374
100	454.05	404.00	50.05	11.2%	3.26	0.7%	88%	False	False	64,599,182
120	454.05	390.29	63.76	14.2%	3.26	0.7%	90%	False	False	66,790,067

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	0.66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	469.53
2.618	461.42
1.618	456.45
1.000	453.38
0.618	451.48
HIGH	448.41
0.618	446.51
0.500	445.93
0.382	445.34
LOW	443.44
0.618	440.37
1.000	438.47
1.618	435.40
2.618	430.43
4.250	422.32

Fisher Pivots for day following 15-Sep-2021
Pivot	1 day	3 day
R1	447.23	447.28
PP	446.58	446.67
S1	445.93	446.07

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

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