SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Oct-2021

Day Change Summary
	Previous	Current
	04-Oct-2021	05-Oct-2021	Change	Change %	Previous Week
Open	433.00	430.24	-2.76	-0.6%	442.81
High	433.96	435.49	1.53	0.4%	444.05
Low	426.36	429.39	3.03	0.7%	427.23
Close	428.64	433.10	4.46	1.0%	434.24
Range	7.60	6.10	-1.50	-19.7%	16.82
ATR	5.45	5.55	0.10	1.8%	0.00
Volume	128,569,900	90,682,500	-37,887,400	-29.5%	543,882,600

Daily Pivots for day following 05-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	450.96	448.13	436.46
R3	444.86	442.03	434.78
R2	438.76	438.76	434.22
R1	435.93	435.93	433.66	437.35
PP	432.66	432.66	432.66	433.37
S1	429.83	429.83	432.54	431.25
S2	426.56	426.56	431.98
S3	420.46	423.73	431.42
S4	414.36	417.63	429.75

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	437.04	426.36	10.68	2.5%	6.74	1.6%	63%	False	False	114,265,520
10	444.89	426.36	18.53	4.3%	5.80	1.3%	36%	False	False	100,397,580
20	452.57	426.36	26.21	6.1%	5.35	1.2%	26%	False	False	95,199,370
40	454.05	426.36	27.69	6.4%	4.05	0.9%	24%	False	False	76,449,460
60	454.05	421.97	32.08	7.4%	3.84	0.9%	35%	False	False	71,677,528
80	454.05	414.70	39.35	9.1%	3.61	0.8%	47%	False	False	69,897,716
100	454.05	405.33	48.72	11.2%	3.50	0.8%	57%	False	False	67,882,778
120	454.05	404.00	50.05	11.6%	3.59	0.8%	58%	False	False	69,992,637

Crabel Price Patterns
NR	True
NR4	True
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	1.17
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	461.42
2.618	451.46
1.618	445.36
1.000	441.59
0.618	439.26
HIGH	435.49
0.618	433.16
0.500	432.44
0.382	431.72
LOW	429.39
0.618	425.62
1.000	423.29
1.618	419.52
2.618	413.42
4.250	403.47

Fisher Pivots for day following 05-Oct-2021
Pivot	1 day	3 day
R1	432.88	432.47
PP	432.66	431.83
S1	432.44	431.20

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

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