SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Sep-2021

Day Change Summary
	Previous	Current
	27-Sep-2021	28-Sep-2021	Change	Change %	Previous Week
Open	442.81	439.69	-3.12	-0.7%	434.88
High	444.05	440.04	-4.01	-0.9%	444.89
Low	441.90	432.94	-8.96	-2.0%	428.86
Close	442.64	433.72	-8.92	-2.0%	443.91
Range	2.15	7.10	4.95	230.2%	16.03
ATR	4.49	4.87	0.37	8.3%	0.00
Volume	61,371,100	130,436,300	69,065,200	112.5%	499,812,400

Daily Pivots for day following 28-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	456.87	452.39	437.63
R3	449.77	445.29	435.67
R2	442.67	442.67	435.02
R1	438.19	438.19	434.37	436.88
PP	435.57	435.57	435.57	434.91
S1	431.09	431.09	433.07	429.78
S2	428.47	428.47	432.42
S3	421.37	423.99	431.77
S4	414.27	416.89	429.82

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	432.94	11.95	2.8%	4.86	1.1%	7%	False	True	86,529,640
10	448.41	428.86	19.55	4.5%	5.05	1.2%	25%	False	False	96,662,370
20	454.05	428.86	25.19	5.8%	4.13	1.0%	19%	False	False	79,120,895
40	454.05	428.86	25.19	5.8%	3.51	0.8%	19%	False	False	67,963,972
60	454.05	421.97	32.08	7.4%	3.60	0.8%	37%	False	False	68,138,452
80	454.05	414.70	39.35	9.1%	3.33	0.8%	48%	False	False	65,802,576
100	454.05	404.00	50.05	11.5%	3.44	0.8%	59%	False	False	67,246,291
120	454.05	404.00	50.05	11.5%	3.42	0.8%	59%	False	False	67,700,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.98
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	470.22
2.618	458.63
1.618	451.53
1.000	447.14
0.618	444.43
HIGH	440.04
0.618	437.33
0.500	436.49
0.382	435.65
LOW	432.94
0.618	428.55
1.000	425.84
1.618	421.45
2.618	414.35
4.250	402.77

Fisher Pivots for day following 28-Sep-2021
Pivot	1 day	3 day
R1	436.49	438.81
PP	435.57	437.11
S1	434.64	435.42

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

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