SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Oct-2021

Day Change Summary
	Previous	Current
	12-Oct-2021	13-Oct-2021	Change	Change %	Previous Week
Open	435.67	434.71	-0.96	-0.2%	433.00
High	436.10	436.05	-0.05	0.0%	441.68
Low	432.78	431.54	-1.24	-0.3%	426.36
Close	433.62	435.18	1.56	0.4%	437.86
Range	3.32	4.51	1.19	35.8%	15.32
ATR	5.40	5.33	-0.06	-1.2%	0.00
Volume	71,181,100	72,973,900	1,792,800	2.5%	479,279,500

Daily Pivots for day following 13-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	447.79	445.99	437.66
R3	443.28	441.48	436.42
R2	438.77	438.77	436.01
R1	436.97	436.97	435.59	437.87
PP	434.26	434.26	434.26	434.71
S1	432.46	432.46	434.77	433.36
S2	429.75	429.75	434.35
S3	425.24	427.95	433.94
S4	420.73	423.44	432.70

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	431.54	10.14	2.3%	3.93	0.9%	36%	False	True	71,276,620
10	441.68	426.36	15.32	3.5%	5.77	1.3%	58%	False	False	95,841,370
20	448.36	426.36	22.00	5.1%	5.32	1.2%	40%	False	False	96,428,720
40	454.05	426.36	27.69	6.4%	4.36	1.0%	32%	False	False	79,875,072
60	454.05	426.36	27.69	6.4%	3.79	0.9%	32%	False	False	71,240,490
80	454.05	420.08	33.97	7.8%	3.69	0.8%	44%	False	False	70,056,647
100	454.05	414.70	39.35	9.0%	3.52	0.8%	52%	False	False	67,894,843
120	454.05	404.00	50.05	11.5%	3.60	0.8%	62%	False	False	69,904,105

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	1.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	455.22
2.618	447.86
1.618	443.35
1.000	440.56
0.618	438.84
HIGH	436.05
0.618	434.33
0.500	433.80
0.382	433.26
LOW	431.54
0.618	428.75
1.000	427.03
1.618	424.24
2.618	419.73
4.250	412.37

Fisher Pivots for day following 13-Oct-2021
Pivot	1 day	3 day
R1	434.72	435.90
PP	434.26	435.66
S1	433.80	435.42

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

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