SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	435.19	436.02	0.83	0.2%	434.88
High	437.04	436.77	-0.27	-0.1%	444.89
Low	433.85	428.78	-5.07	-1.2%	428.86
Close	434.45	429.14	-5.31	-1.2%	443.91
Range	3.19	7.99	4.80	150.5%	16.03
ATR	4.76	4.99	0.23	4.9%	0.00
Volume	82,329,200	140,505,900	58,176,700	70.7%	499,812,400

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	455.53	450.33	433.53
R3	447.54	442.34	431.34
R2	439.55	439.55	430.60
R1	434.35	434.35	429.87	432.96
PP	431.56	431.56	431.56	430.87
S1	426.36	426.36	428.41	424.97
S2	423.57	423.57	427.68
S3	415.58	418.37	426.94
S4	407.59	410.38	424.75

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	444.67	428.78	15.89	3.7%	4.78	1.1%	2%	False	True	95,347,460
10	445.37	428.78	16.59	3.9%	5.24	1.2%	2%	False	True	103,287,990
20	454.05	428.78	25.27	5.9%	4.54	1.1%	1%	False	True	84,861,575
40	454.05	428.78	25.27	5.9%	3.60	0.8%	1%	False	True	70,915,200
60	454.05	421.97	32.08	7.5%	3.66	0.9%	22%	False	False	69,648,040
80	454.05	414.70	39.35	9.2%	3.41	0.8%	37%	False	False	67,354,400
100	454.05	404.00	50.05	11.7%	3.47	0.8%	50%	False	False	67,978,781
120	454.05	404.00	50.05	11.7%	3.47	0.8%	50%	False	False	68,575,537

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	0.96
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	470.73
2.618	457.69
1.618	449.70
1.000	444.76
0.618	441.71
HIGH	436.77
0.618	433.72
0.500	432.78
0.382	431.83
LOW	428.78
0.618	423.84
1.000	420.79
1.618	415.85
2.618	407.86
4.250	394.82

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	432.78	434.41
PP	431.56	432.65
S1	430.35	430.90

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

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