SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Oct-2021

Day Change Summary
	Previous	Current
	20-Oct-2021	21-Oct-2021	Change	Change %	Previous Week
Open	451.13	451.77	0.64	0.1%	437.16
High	452.73	453.83	1.10	0.2%	446.26
Low	451.01	451.31	0.30	0.1%	431.54
Close	452.41	453.59	1.18	0.3%	445.87
Range	1.72	2.52	0.80	46.3%	14.72
ATR	4.94	4.77	-0.17	-3.5%	0.00
Volume	49,571,500	41,305,400	-8,266,100	-16.7%	345,885,200

Daily Pivots for day following 21-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	460.47	459.55	454.98
R3	457.95	457.03	454.28
R2	455.43	455.43	454.05
R1	454.51	454.51	453.82	454.97
PP	452.91	452.91	452.91	453.14
S1	451.99	451.99	453.36	452.45
S2	450.39	450.39	453.13
S3	447.87	449.47	452.90
S4	445.35	446.95	452.20

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	453.83	443.27	10.56	2.3%	2.63	0.6%	98%	True	False	53,269,420
10	453.83	431.54	22.29	4.9%	3.34	0.7%	99%	True	False	62,052,950
20	453.83	426.36	27.47	6.1%	4.54	1.0%	99%	True	False	81,561,450
40	454.05	426.36	27.69	6.1%	4.24	0.9%	98%	False	False	78,579,165
60	454.05	426.36	27.69	6.1%	3.78	0.8%	98%	False	False	71,184,256
80	454.05	421.97	32.08	7.1%	3.76	0.8%	99%	False	False	70,520,004
100	454.05	414.70	39.35	8.7%	3.54	0.8%	99%	False	False	68,047,073
120	454.05	404.00	50.05	11.0%	3.63	0.8%	99%	False	False	69,484,607

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.78
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	464.53
2.618	460.42
1.618	457.90
1.000	456.35
0.618	455.39
HIGH	453.83
0.618	452.87
0.500	452.57
0.382	452.27
LOW	451.31
0.618	449.75
1.000	448.79
1.618	447.23
2.618	444.72
4.250	440.60

Fisher Pivots for day following 21-Oct-2021
Pivot	1 day	3 day
R1	453.25	452.74
PP	452.91	451.90
S1	452.57	451.05

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

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