SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Oct-2021

Day Change Summary
	Previous	Current
	06-Oct-2021	07-Oct-2021	Change	Change %	Previous Week
Open	429.27	438.39	9.12	2.1%	442.81
High	435.12	441.68	6.56	1.5%	444.05
Low	427.54	438.20	10.66	2.5%	427.23
Close	434.90	438.66	3.76	0.9%	434.24
Range	7.58	3.48	-4.10	-54.1%	16.82
ATR	5.69	5.77	0.08	1.4%	0.00
Volume	113,032,200	72,437,500	-40,594,700	-35.9%	543,882,600

Daily Pivots for day following 07-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	449.95	447.79	440.57
R3	446.47	444.31	439.62
R2	442.99	442.99	439.30
R1	440.83	440.83	438.98	441.91
PP	439.51	439.51	439.51	440.06
S1	437.35	437.35	438.34	438.43
S2	436.03	436.03	438.02
S3	432.55	433.87	437.70
S4	429.07	430.39	436.75

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	441.68	426.36	15.32	3.5%	6.71	1.5%	80%	True	False	106,792,440
10	444.67	426.36	18.31	4.2%	5.75	1.3%	67%	False	False	101,069,950
20	451.49	426.36	25.13	5.7%	5.57	1.3%	49%	False	False	98,765,240
40	454.05	426.36	27.69	6.3%	4.26	1.0%	44%	False	False	78,901,865
60	454.05	421.97	32.08	7.3%	3.94	0.9%	52%	False	False	72,817,997
80	454.05	414.70	39.35	9.0%	3.70	0.8%	61%	False	False	71,042,751
100	454.05	405.33	48.72	11.1%	3.54	0.8%	68%	False	False	68,264,167
120	454.05	404.00	50.05	11.4%	3.64	0.8%	69%	False	False	70,200,421

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.11
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	456.47
2.618	450.79
1.618	447.31
1.000	445.16
0.618	443.83
HIGH	441.68
0.618	440.35
0.500	439.94
0.382	439.53
LOW	438.20
0.618	436.05
1.000	434.72
1.618	432.57
2.618	429.09
4.250	423.41

Fisher Pivots for day following 07-Oct-2021
Pivot	1 day	3 day
R1	439.94	437.31
PP	439.51	435.96
S1	439.09	434.61

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

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