SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Oct-2021

Day Change Summary
	Previous	Current
	18-Oct-2021	19-Oct-2021	Change	Change %	Previous Week
Open	443.97	448.92	4.95	1.1%	437.16
High	447.55	450.71	3.16	0.7%	446.26
Low	443.27	448.27	5.00	1.1%	431.54
Close	447.19	450.64	3.45	0.8%	445.87
Range	4.28	2.44	-1.84	-43.0%	14.72
ATR	5.29	5.16	-0.13	-2.4%	0.00
Volume	62,213,200	46,996,800	-15,216,400	-24.5%	345,885,200

Daily Pivots for day following 19-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	457.19	456.36	451.98
R3	454.75	453.92	451.31
R2	452.31	452.31	451.09
R1	451.48	451.48	450.86	451.90
PP	449.87	449.87	449.87	450.08
S1	449.04	449.04	450.42	449.46
S2	447.43	447.43	450.19
S3	444.99	446.60	449.97
S4	442.55	444.16	449.30

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	450.71	431.54	19.17	4.3%	3.50	0.8%	100%	True	False	63,736,180
10	450.71	427.54	23.17	5.1%	4.02	0.9%	100%	True	False	71,512,230
20	450.71	426.36	24.35	5.4%	4.91	1.1%	100%	True	False	85,954,905
40	454.05	426.36	27.69	6.1%	4.20	0.9%	88%	False	False	78,289,102
60	454.05	426.36	27.69	6.1%	3.82	0.8%	88%	False	False	71,667,465
80	454.05	421.97	32.08	7.1%	3.75	0.8%	89%	False	False	70,498,167
100	454.05	414.70	39.35	8.7%	3.55	0.8%	91%	False	False	68,265,671
120	454.05	404.00	50.05	11.1%	3.63	0.8%	93%	False	False	70,007,760

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	0.92
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	461.08
2.618	457.10
1.618	454.66
1.000	453.15
0.618	452.22
HIGH	450.71
0.618	449.78
0.500	449.49
0.382	449.20
LOW	448.27
0.618	446.76
1.000	445.83
1.618	444.32
2.618	441.88
4.250	437.90

Fisher Pivots for day following 19-Oct-2021
Pivot	1 day	3 day
R1	450.26	449.42
PP	449.87	448.21
S1	449.49	446.99

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

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