SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Sep-2021

Day Change Summary
	Previous	Current
	17-Sep-2021	20-Sep-2021	Change	Change %	Previous Week
Open	444.92	434.88	-10.04	-2.3%	448.64
High	445.37	436.56	-8.81	-2.0%	448.92
Low	441.02	428.86	-12.16	-2.8%	441.02
Close	441.40	434.04	-7.36	-1.7%	441.40
Range	4.35	7.70	3.35	77.0%	7.90
ATR	3.80	4.42	0.62	16.4%	0.00
Volume	118,425,000	166,445,500	48,020,500	40.5%	436,939,600

Daily Pivots for day following 20-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	456.25	452.85	438.28
R3	448.55	445.15	436.16
R2	440.85	440.85	435.45
R1	437.45	437.45	434.75	435.30
PP	433.15	433.15	433.15	432.08
S1	429.75	429.75	433.33	427.60
S2	425.45	425.45	432.63
S3	417.75	422.05	431.92
S4	410.05	414.35	429.81

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	448.41	428.86	19.55	4.5%	5.30	1.2%	26%	False	True	103,929,300
10	452.81	428.86	23.95	5.5%	4.62	1.1%	22%	False	True	85,915,700
20	454.05	428.86	25.19	5.8%	3.49	0.8%	21%	False	True	68,745,645
40	454.05	428.86	25.19	5.8%	3.20	0.7%	21%	False	True	63,303,570
60	454.05	421.97	32.08	7.4%	3.31	0.8%	38%	False	False	64,772,645
80	454.05	414.70	39.35	9.1%	3.17	0.7%	49%	False	False	63,395,631
100	454.05	404.00	50.05	11.5%	3.37	0.8%	60%	False	False	66,678,513
120	454.05	395.31	58.74	13.5%	3.29	0.8%	66%	False	False	67,322,387

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	0.81
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	469.29
2.618	456.72
1.618	449.02
1.000	444.26
0.618	441.32
HIGH	436.56
0.618	433.62
0.500	432.71
0.382	431.80
LOW	428.86
0.618	424.10
1.000	421.16
1.618	416.40
2.618	408.70
4.250	396.14

Fisher Pivots for day following 20-Sep-2021
Pivot	1 day	3 day
R1	433.60	438.61
PP	433.15	437.09
S1	432.71	435.56

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols