SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Oct-2021

Day Change Summary
	Previous	Current
	08-Oct-2021	11-Oct-2021	Change	Change %	Previous Week
Open	439.48	437.16	-2.32	-0.5%	433.00
High	439.89	440.26	0.37	0.1%	441.68
Low	437.19	434.62	-2.57	-0.6%	426.36
Close	437.86	434.69	-3.17	-0.7%	437.86
Range	2.70	5.64	2.94	108.9%	15.32
ATR	5.55	5.56	0.01	0.1%	0.00
Volume	74,557,400	65,233,200	-9,324,200	-12.5%	479,279,500

Daily Pivots for day following 11-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	453.44	449.71	437.79
R3	447.80	444.07	436.24
R2	442.16	442.16	435.72
R1	438.43	438.43	435.21	437.48
PP	436.52	436.52	436.52	436.05
S1	432.79	432.79	434.17	431.84
S2	430.88	430.88	433.66
S3	425.24	427.15	433.14
S4	419.60	421.51	431.59

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	481.26	474.88	446.29
R3	465.94	459.56	442.07
R2	450.62	450.62	440.67
R1	444.24	444.24	439.26	447.43
PP	435.30	435.30	435.30	436.90
S1	428.92	428.92	436.46	432.11
S2	419.98	419.98	435.05
S3	404.66	413.60	433.65
S4	389.34	398.28	429.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	441.68	427.54	14.14	3.3%	5.10	1.2%	51%	False	False	83,188,560
10	441.68	426.36	15.32	3.5%	6.02	1.4%	54%	False	False	102,702,420
20	448.41	426.36	22.05	5.1%	5.43	1.3%	38%	False	False	97,070,435
40	454.05	426.36	27.69	6.4%	4.38	1.0%	30%	False	False	80,436,315
60	454.05	421.97	32.08	7.4%	3.94	0.9%	40%	False	False	72,964,492
80	454.05	414.70	39.35	9.1%	3.69	0.8%	51%	False	False	70,648,439
100	454.05	411.67	42.38	9.7%	3.53	0.8%	54%	False	False	67,999,301
120	454.05	404.00	50.05	11.5%	3.63	0.8%	61%	False	False	70,126,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	464.23
2.618	455.03
1.618	449.39
1.000	445.90
0.618	443.75
HIGH	440.26
0.618	438.11
0.500	437.44
0.382	436.77
LOW	434.62
0.618	431.13
1.000	428.98
1.618	425.49
2.618	419.85
4.250	410.65

Fisher Pivots for day following 11-Oct-2021
Pivot	1 day	3 day
R1	437.44	438.15
PP	436.52	437.00
S1	435.61	435.84

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

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