SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Sep-2021

Day Change Summary
	Previous	Current
	21-Sep-2021	22-Sep-2021	Change	Change %	Previous Week
Open	436.53	436.05	-0.48	-0.1%	448.64
High	437.91	440.03	2.12	0.5%	448.92
Low	433.07	433.75	0.68	0.2%	441.02
Close	433.63	437.86	4.23	1.0%	441.40
Range	4.84	6.28	1.44	29.8%	7.90
ATR	4.45	4.59	0.14	3.1%	0.00
Volume	92,526,100	102,350,100	9,824,000	10.6%	436,939,600

Daily Pivots for day following 22-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	456.06	453.24	441.32
R3	449.78	446.96	439.59
R2	443.50	443.50	439.01
R1	440.68	440.68	438.44	442.09
PP	437.21	437.21	437.21	437.92
S1	434.39	434.39	437.28	435.80
S2	430.93	430.93	436.71
S3	424.65	428.11	436.13
S4	418.36	421.83	434.40

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	448.36	428.86	19.50	4.5%	5.50	1.3%	46%	False	False	111,506,680
10	452.57	428.86	23.71	5.4%	5.24	1.2%	38%	False	False	94,617,980
20	454.05	428.86	25.19	5.8%	3.75	0.9%	36%	False	False	73,803,570
40	454.05	428.86	25.19	5.8%	3.34	0.8%	36%	False	False	65,397,570
60	454.05	421.97	32.08	7.3%	3.44	0.8%	50%	False	False	66,165,765
80	454.05	414.70	39.35	9.0%	3.27	0.7%	59%	False	False	64,391,237
100	454.05	404.00	50.05	11.4%	3.42	0.8%	68%	False	False	66,986,562
120	454.05	403.38	50.67	11.6%	3.34	0.8%	68%	False	False	67,176,213

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	1.09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	466.73
2.618	456.48
1.618	450.20
1.000	446.31
0.618	443.91
HIGH	440.03
0.618	437.63
0.500	436.89
0.382	436.15
LOW	433.75
0.618	429.86
1.000	427.46
1.618	423.58
2.618	417.30
4.250	407.04

Fisher Pivots for day following 22-Sep-2021
Pivot	1 day	3 day
R1	437.54	436.72
PP	437.21	435.58
S1	436.89	434.45

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

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