SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Oct-2021

Day Change Summary
	Previous	Current
	11-Oct-2021	12-Oct-2021	Change	Change %	Previous Week
Open	437.16	435.67	-1.49	-0.3%	433.00
High	440.26	436.10	-4.16	-0.9%	441.68
Low	434.62	432.78	-1.84	-0.4%	426.36
Close	434.69	433.62	-1.07	-0.2%	437.86
Range	5.64	3.32	-2.32	-41.1%	15.32
ATR	5.56	5.40	-0.16	-2.9%	0.00
Volume	65,233,200	71,181,100	5,947,900	9.1%	479,279,500

Daily Pivots for day following 12-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	444.13	442.19	435.45
R3	440.81	438.87	434.53
R2	437.49	437.49	434.23
R1	435.55	435.55	433.92	434.86
PP	434.17	434.17	434.17	433.82
S1	432.23	432.23	433.32	431.54
S2	430.85	430.85	433.01
S3	427.53	428.91	432.71
S4	424.21	425.59	431.79

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%	4.54	1.0%	43%	False	False	79,288,280
10	441.68	426.36	15.32	3.5%	5.64	1.3%	47%	False	False	96,776,900
20	448.41	426.36	22.05	5.1%	5.34	1.2%	33%	False	False	96,719,635
40	454.05	426.36	27.69	6.4%	4.35	1.0%	26%	False	False	80,367,572
60	454.05	424.83	29.22	6.7%	3.84	0.9%	30%	False	False	71,684,393
80	454.05	415.93	38.12	8.8%	3.69	0.9%	46%	False	False	70,054,749
100	454.05	414.45	39.60	9.1%	3.51	0.8%	48%	False	False	67,930,890
120	454.05	404.00	50.05	11.5%	3.61	0.8%	59%	False	False	69,906,623

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	1.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	450.21
2.618	444.79
1.618	441.47
1.000	439.42
0.618	438.15
HIGH	436.10
0.618	434.83
0.500	434.44
0.382	434.05
LOW	432.78
0.618	430.73
1.000	429.46
1.618	427.41
2.618	424.09
4.250	418.67

Fisher Pivots for day following 12-Oct-2021
Pivot	1 day	3 day
R1	434.44	436.52
PP	434.17	435.55
S1	433.89	434.59

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

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