SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Sep-2021

Day Change Summary
	Previous	Current
	16-Sep-2021	17-Sep-2021	Change	Change %	Previous Week
Open	447.32	444.92	-2.40	-0.5%	448.64
High	448.36	445.37	-2.99	-0.7%	448.92
Low	444.02	441.02	-3.00	-0.7%	441.02
Close	447.17	441.40	-5.77	-1.3%	441.40
Range	4.34	4.35	0.01	0.2%	7.90
ATR	3.62	3.80	0.18	5.0%	0.00
Volume	77,786,700	118,425,000	40,638,300	52.2%	436,939,600

Daily Pivots for day following 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	455.65	452.87	443.79
R3	451.30	448.52	442.60
R2	446.95	446.95	442.20
R1	444.17	444.17	441.80	443.39
PP	442.60	442.60	442.60	442.20
S1	439.82	439.82	441.00	439.04
S2	438.25	438.25	440.60
S3	433.90	435.47	440.20
S4	429.55	431.12	439.01

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	467.48	462.34	445.75
R3	459.58	454.44	443.57
R2	451.68	451.68	442.85
R1	446.54	446.54	442.12	445.16
PP	443.78	443.78	443.78	443.09
S1	438.64	438.64	440.68	437.26
S2	435.88	435.88	439.95
S3	427.98	430.74	439.23
S4	420.08	422.84	437.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	448.92	441.02	7.90	1.8%	4.72	1.1%	5%	False	True	87,387,920
10	453.63	441.02	12.61	2.9%	4.06	0.9%	3%	False	True	73,994,580
20	454.05	439.71	14.34	3.2%	3.31	0.7%	12%	False	False	64,023,805
40	454.05	435.99	18.06	4.1%	3.10	0.7%	30%	False	False	60,736,598
60	454.05	421.97	32.08	7.3%	3.20	0.7%	61%	False	False	62,750,390
80	454.05	414.70	39.35	8.9%	3.09	0.7%	68%	False	False	61,853,670
100	454.05	404.00	50.05	11.3%	3.32	0.8%	75%	False	False	65,526,446
120	454.05	393.02	61.03	13.8%	3.25	0.7%	79%	False	False	66,570,859

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	0.68
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	463.86
2.618	456.76
1.618	452.41
1.000	449.72
0.618	448.06
HIGH	445.37
0.618	443.71
0.500	443.20
0.382	442.68
LOW	441.02
0.618	438.33
1.000	436.67
1.618	433.98
2.618	429.63
4.250	422.53

Fisher Pivots for day following 17-Sep-2021
Pivot	1 day	3 day
R1	443.20	444.72
PP	442.60	443.61
S1	442.00	442.51

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

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