SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Oct-2021

Day Change Summary
	Previous	Current
	01-Oct-2021	04-Oct-2021	Change	Change %	Previous Week
Open	430.98	433.00	2.02	0.5%	442.81
High	436.03	433.96	-2.07	-0.5%	444.05
Low	427.23	426.36	-0.87	-0.2%	427.23
Close	434.24	428.64	-5.60	-1.3%	434.24
Range	8.80	7.60	-1.20	-13.7%	16.82
ATR	5.26	5.45	0.19	3.6%	0.00
Volume	129,240,100	128,569,900	-670,200	-0.5%	543,882,600

Daily Pivots for day following 04-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	452.45	448.15	432.82
R3	444.85	440.55	430.73
R2	437.25	437.25	430.03
R1	432.95	432.95	429.34	431.30
PP	429.65	429.65	429.65	428.83
S1	425.35	425.35	427.94	423.70
S2	422.05	422.05	427.25
S3	414.45	417.75	426.55
S4	406.85	410.15	424.46

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	485.63	476.76	443.49
R3	468.81	459.94	438.87
R2	451.99	451.99	437.32
R1	443.12	443.12	435.78	439.15
PP	435.17	435.17	435.17	433.19
S1	426.30	426.30	432.70	422.33
S2	418.35	418.35	431.16
S3	401.53	409.48	429.61
S4	384.71	392.66	424.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	440.04	426.36	13.68	3.2%	6.94	1.6%	17%	False	True	122,216,280
10	444.89	426.36	18.53	4.3%	5.67	1.3%	12%	False	True	100,581,940
20	452.81	426.36	26.45	6.2%	5.15	1.2%	9%	False	True	93,248,820
40	454.05	426.36	27.69	6.5%	3.93	0.9%	8%	False	True	75,212,960
60	454.05	421.97	32.08	7.5%	3.78	0.9%	21%	False	False	71,047,645
80	454.05	414.70	39.35	9.2%	3.55	0.8%	35%	False	False	69,333,820
100	454.05	405.33	48.72	11.4%	3.50	0.8%	48%	False	False	68,039,892
120	454.05	404.00	50.05	11.7%	3.56	0.8%	49%	False	False	69,738,864

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	1.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	466.26
2.618	453.86
1.618	446.26
1.000	441.56
0.618	438.66
HIGH	433.96
0.618	431.06
0.500	430.16
0.382	429.26
LOW	426.36
0.618	421.66
1.000	418.76
1.618	414.06
2.618	406.46
4.250	394.06

Fisher Pivots for day following 04-Oct-2021
Pivot	1 day	3 day
R1	430.16	431.57
PP	429.65	430.59
S1	429.15	429.62

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

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