SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Sep-2021

Day Change Summary
	Previous	Current
	15-Sep-2021	16-Sep-2021	Change	Change %	Previous Week
Open	444.62	447.32	2.70	0.6%	452.71
High	448.41	448.36	-0.05	0.0%	452.81
Low	443.44	444.02	0.58	0.1%	445.31
Close	447.88	447.17	-0.71	-0.2%	445.44
Range	4.97	4.34	-0.63	-12.7%	7.50
ATR	3.56	3.62	0.06	1.6%	0.00
Volume	78,792,200	77,786,700	-1,005,500	-1.3%	255,771,900

Daily Pivots for day following 16-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	459.54	457.69	449.56
R3	455.20	453.35	448.36
R2	450.86	450.86	447.97
R1	449.01	449.01	447.57	447.77
PP	446.52	446.52	446.52	445.89
S1	444.67	444.67	446.77	443.43
S2	442.18	442.18	446.37
S3	437.84	440.33	445.98
S4	433.50	435.99	444.78

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	451.49	443.22	8.27	1.8%	5.08	1.1%	48%	False	False	81,692,540
10	454.05	443.22	10.83	2.4%	3.84	0.9%	36%	False	False	66,435,160
20	454.05	436.12	17.93	4.0%	3.34	0.7%	62%	False	False	62,743,165
40	454.05	433.69	20.36	4.6%	3.04	0.7%	66%	False	False	58,972,935
60	454.05	421.97	32.08	7.2%	3.15	0.7%	79%	False	False	61,600,730
80	454.05	414.70	39.35	8.8%	3.08	0.7%	83%	False	False	61,091,499
100	454.05	404.00	50.05	11.2%	3.29	0.7%	86%	False	False	64,855,226
120	454.05	392.81	61.24	13.7%	3.24	0.7%	89%	False	False	66,484,881

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.71
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	466.81
2.618	459.72
1.618	455.38
1.000	452.70
0.618	451.04
HIGH	448.36
0.618	446.70
0.500	446.19
0.382	445.68
LOW	444.02
0.618	441.34
1.000	439.68
1.618	437.00
2.618	432.66
4.250	425.58

Fisher Pivots for day following 16-Sep-2021
Pivot	1 day	3 day
R1	446.84	446.72
PP	446.52	446.27
S1	446.19	445.82

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

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