SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Oct-2021

Day Change Summary
	Previous	Current
	14-Oct-2021	15-Oct-2021	Change	Change %	Previous Week
Open	439.08	444.75	5.67	1.3%	437.16
High	442.66	446.26	3.60	0.8%	446.26
Low	438.58	444.09	5.51	1.3%	431.54
Close	442.50	445.87	3.37	0.8%	445.87
Range	4.08	2.17	-1.91	-46.8%	14.72
ATR	5.49	5.36	-0.12	-2.2%	0.00
Volume	70,236,800	66,260,200	-3,976,600	-5.7%	345,885,200

Daily Pivots for day following 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	451.92	451.06	447.06
R3	449.75	448.89	446.47
R2	447.58	447.58	446.27
R1	446.72	446.72	446.07	447.15
PP	445.41	445.41	445.41	445.62
S1	444.55	444.55	445.67	444.98
S2	443.24	443.24	445.47
S3	441.07	442.38	445.27
S4	438.90	440.21	444.68

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	485.38	480.35	453.97
R3	470.66	465.63	449.92
R2	455.94	455.94	448.57
R1	450.91	450.91	447.22	453.43
PP	441.22	441.22	441.22	442.48
S1	436.19	436.19	444.52	438.71
S2	426.50	426.50	443.17
S3	411.78	421.47	441.82
S4	397.06	406.75	437.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	446.26	431.54	14.72	3.3%	3.94	0.9%	97%	True	False	69,177,040
10	446.26	426.36	19.90	4.5%	4.72	1.1%	98%	True	False	82,516,470
20	446.26	426.36	19.90	4.5%	5.20	1.2%	98%	True	False	93,442,985
40	454.05	426.36	27.69	6.2%	4.25	1.0%	70%	False	False	78,733,395
60	454.05	426.36	27.69	6.2%	3.80	0.9%	70%	False	False	71,638,727
80	454.05	421.97	32.08	7.2%	3.70	0.8%	75%	False	False	70,423,539
100	454.05	414.70	39.35	8.8%	3.52	0.8%	79%	False	False	68,171,533
120	454.05	404.00	50.05	11.2%	3.63	0.8%	84%	False	False	70,179,202

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.96
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	455.48
2.618	451.94
1.618	449.77
1.000	448.43
0.618	447.60
HIGH	446.26
0.618	445.43
0.500	445.18
0.382	444.92
LOW	444.09
0.618	442.75
1.000	441.92
1.618	440.58
2.618	438.41
4.250	434.87

Fisher Pivots for day following 15-Oct-2021
Pivot	1 day	3 day
R1	445.64	443.55
PP	445.41	441.22
S1	445.18	438.90

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

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