SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Oct-2021

Day Change Summary
	Previous	Current
	13-Oct-2021	14-Oct-2021	Change	Change %	Previous Week
Open	434.71	439.08	4.37	1.0%	433.00
High	436.05	442.66	6.61	1.5%	441.68
Low	431.54	438.58	7.04	1.6%	426.36
Close	435.18	442.50	7.32	1.7%	437.86
Range	4.51	4.08	-0.43	-9.5%	15.32
ATR	5.33	5.49	0.15	2.9%	0.00
Volume	72,973,900	70,236,800	-2,737,100	-3.8%	479,279,500

Daily Pivots for day following 14-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	453.49	452.07	444.74
R3	449.41	447.99	443.62
R2	445.33	445.33	443.25
R1	443.91	443.91	442.87	444.62
PP	441.25	441.25	441.25	441.60
S1	439.83	439.83	442.13	440.54
S2	437.17	437.17	441.75
S3	433.09	435.75	441.38
S4	429.01	431.67	440.26

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	442.66	431.54	11.12	2.5%	4.05	0.9%	99%	True	False	70,836,480
10	442.66	426.36	16.30	3.7%	5.38	1.2%	99%	True	False	88,814,460
20	445.37	426.36	19.01	4.3%	5.31	1.2%	85%	False	False	96,051,225
40	454.05	426.36	27.69	6.3%	4.32	1.0%	58%	False	False	79,397,195
60	454.05	426.36	27.69	6.3%	3.80	0.9%	58%	False	False	71,332,365
80	454.05	421.97	32.08	7.2%	3.69	0.8%	64%	False	False	70,213,354
100	454.05	414.70	39.35	8.9%	3.52	0.8%	71%	False	False	68,083,444
120	454.05	404.00	50.05	11.3%	3.63	0.8%	77%	False	False	70,054,559

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	1.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	460.00
2.618	453.34
1.618	449.26
1.000	446.74
0.618	445.18
HIGH	442.66
0.618	441.10
0.500	440.62
0.382	440.14
LOW	438.58
0.618	436.06
1.000	434.50
1.618	431.98
2.618	427.90
4.250	421.24

Fisher Pivots for day following 14-Oct-2021
Pivot	1 day	3 day
R1	441.87	440.70
PP	441.25	438.90
S1	440.62	437.10

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

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