SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Oct-2021

Day Change Summary
	Previous	Current
	05-Oct-2021	06-Oct-2021	Change	Change %	Previous Week
Open	430.24	429.27	-0.97	-0.2%	442.81
High	435.49	435.12	-0.37	-0.1%	444.05
Low	429.39	427.54	-1.85	-0.4%	427.23
Close	433.10	434.90	1.80	0.4%	434.24
Range	6.10	7.58	1.48	24.3%	16.82
ATR	5.55	5.69	0.15	2.6%	0.00
Volume	90,682,500	113,032,200	22,349,700	24.6%	543,882,600

Daily Pivots for day following 06-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	455.26	452.66	439.07
R3	447.68	445.08	436.98
R2	440.10	440.10	436.29
R1	437.50	437.50	435.59	438.80
PP	432.52	432.52	432.52	433.17
S1	429.92	429.92	434.21	431.22
S2	424.94	424.94	433.51
S3	417.36	422.34	432.82
S4	409.78	414.76	430.73

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	436.77	426.36	10.41	2.4%	7.61	1.8%	82%	False	False	120,406,120
10	444.89	426.36	18.53	4.3%	5.93	1.4%	46%	False	False	101,465,790
20	452.57	426.36	26.21	6.0%	5.59	1.3%	33%	False	False	98,041,885
40	454.05	426.36	27.69	6.4%	4.20	1.0%	31%	False	False	78,191,785
60	454.05	421.97	32.08	7.4%	3.93	0.9%	40%	False	False	72,679,543
80	454.05	414.70	39.35	9.0%	3.68	0.8%	51%	False	False	70,781,139
100	454.05	405.33	48.72	11.2%	3.54	0.8%	61%	False	False	68,191,084
120	454.05	404.00	50.05	11.5%	3.64	0.8%	62%	False	False	70,250,928

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	467.33
2.618	454.96
1.618	447.38
1.000	442.70
0.618	439.80
HIGH	435.12
0.618	432.22
0.500	431.33
0.382	430.44
LOW	427.54
0.618	422.86
1.000	419.96
1.618	415.28
2.618	407.70
4.250	395.33

Fisher Pivots for day following 06-Oct-2021
Pivot	1 day	3 day
R1	433.71	433.58
PP	432.52	432.25
S1	431.33	430.93

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

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