SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Sep-2021

Day Change Summary
	Previous	Current
	20-Sep-2021	21-Sep-2021	Change	Change %	Previous Week
Open	434.88	436.53	1.65	0.4%	448.64
High	436.56	437.91	1.35	0.3%	448.92
Low	428.86	433.07	4.21	1.0%	441.02
Close	434.04	433.63	-0.41	-0.1%	441.40
Range	7.70	4.84	-2.86	-37.1%	7.90
ATR	4.42	4.45	0.03	0.7%	0.00
Volume	166,445,500	92,526,100	-73,919,400	-44.4%	436,939,600

Daily Pivots for day following 21-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	449.39	446.35	436.29
R3	444.55	441.51	434.96
R2	439.71	439.71	434.52
R1	436.67	436.67	434.07	435.77
PP	434.87	434.87	434.87	434.42
S1	431.83	431.83	433.19	430.93
S2	430.03	430.03	432.74
S3	425.19	426.99	432.30
S4	420.35	422.15	430.97

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%	5.24	1.2%	24%	False	False	106,795,100
10	452.57	428.86	23.71	5.5%	4.90	1.1%	20%	False	False	90,001,160
20	454.05	428.86	25.19	5.8%	3.49	0.8%	19%	False	False	70,623,300
40	454.05	428.86	25.19	5.8%	3.28	0.8%	19%	False	False	64,523,745
60	454.05	421.97	32.08	7.4%	3.36	0.8%	36%	False	False	65,345,922
80	454.05	414.70	39.35	9.1%	3.21	0.7%	48%	False	False	63,843,362
100	454.05	404.00	50.05	11.5%	3.38	0.8%	59%	False	False	66,818,331
120	454.05	398.18	55.87	12.9%	3.31	0.8%	63%	False	False	67,153,986

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	0.93
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	458.48
2.618	450.58
1.618	445.74
1.000	442.75
0.618	440.90
HIGH	437.91
0.618	436.06
0.500	435.49
0.382	434.92
LOW	433.07
0.618	430.08
1.000	428.23
1.618	425.24
2.618	420.40
4.250	412.50

Fisher Pivots for day following 21-Sep-2021
Pivot	1 day	3 day
R1	435.49	437.12
PP	434.87	435.95
S1	434.25	434.79

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

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