SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	439.85	441.44	1.59	0.4%	434.88
High	444.89	444.67	-0.22	0.0%	444.89
Low	439.60	441.21	1.61	0.4%	428.86
Close	443.18	443.91	0.73	0.2%	443.91
Range	5.29	3.46	-1.83	-34.6%	16.03
ATR	4.77	4.67	-0.09	-2.0%	0.00
Volume	76,395,900	62,094,800	-14,301,100	-18.7%	499,812,400

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	453.64	452.24	445.81
R3	450.18	448.78	444.86
R2	446.72	446.72	444.54
R1	445.32	445.32	444.23	446.02
PP	443.26	443.26	443.26	443.62
S1	441.86	441.86	443.59	442.56
S2	439.80	439.80	443.28
S3	436.34	438.40	442.96
S4	432.88	434.94	442.01

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	487.31	481.64	452.73
R3	471.28	465.61	448.32
R2	455.25	455.25	446.85
R1	449.58	449.58	445.38	452.42
PP	439.22	439.22	439.22	440.64
S1	433.55	433.55	442.44	436.39
S2	423.19	423.19	440.97
S3	407.16	417.52	439.50
S4	391.13	401.49	435.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	444.89	428.86	16.03	3.6%	5.51	1.2%	94%	False	False	99,962,480
10	448.92	428.86	20.06	4.5%	5.12	1.2%	75%	False	False	93,675,200
20	454.05	428.86	25.19	5.7%	3.97	0.9%	60%	False	False	75,810,145
40	454.05	428.86	25.19	5.7%	3.43	0.8%	60%	False	False	66,362,147
60	454.05	421.97	32.08	7.2%	3.53	0.8%	68%	False	False	66,793,972
80	454.05	414.70	39.35	8.9%	3.31	0.7%	74%	False	False	64,830,951
100	454.05	404.00	50.05	11.3%	3.43	0.8%	80%	False	False	66,674,276
120	454.05	404.00	50.05	11.3%	3.37	0.8%	80%	False	False	67,049,422

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.90
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	459.38
2.618	453.73
1.618	450.27
1.000	448.13
0.618	446.81
HIGH	444.67
0.618	443.35
0.500	442.94
0.382	442.53
LOW	441.21
0.618	439.07
1.000	437.75
1.618	435.61
2.618	432.15
4.250	426.51

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	443.59	442.38
PP	443.26	440.85
S1	442.94	439.32

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

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