SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Oct-2021

Day Change Summary
	Previous	Current
	21-Oct-2021	22-Oct-2021	Change	Change %	Previous Week
Open	451.77	453.13	1.36	0.3%	443.97
High	453.83	454.67	0.84	0.2%	454.67
Low	451.31	451.05	-0.26	-0.1%	443.27
Close	453.59	453.12	-0.47	-0.1%	453.12
Range	2.52	3.62	1.10	43.7%	11.40
ATR	4.77	4.69	-0.08	-1.7%	0.00
Volume	41,305,400	58,845,000	17,539,600	42.5%	258,931,900

Daily Pivots for day following 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	463.81	462.08	455.11
R3	460.19	458.46	454.12
R2	456.57	456.57	453.78
R1	454.84	454.84	453.45	453.90
PP	452.95	452.95	452.95	452.47
S1	451.22	451.22	452.79	450.28
S2	449.33	449.33	452.46
S3	445.71	447.60	452.12
S4	442.09	443.98	451.13

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	484.55	480.24	459.39
R3	473.15	468.84	456.26
R2	461.75	461.75	455.21
R1	457.44	457.44	454.17	459.60
PP	450.35	450.35	450.35	451.43
S1	446.04	446.04	452.08	448.20
S2	438.95	438.95	451.03
S3	427.55	434.64	449.99
S4	416.15	423.24	446.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	454.67	443.27	11.40	2.5%	2.92	0.6%	86%	True	False	51,786,380
10	454.67	431.54	23.13	5.1%	3.43	0.8%	93%	True	False	60,481,710
20	454.67	426.36	28.31	6.2%	4.55	1.0%	95%	True	False	81,398,960
40	454.67	426.36	28.31	6.2%	4.26	0.9%	95%	True	False	78,604,552
60	454.67	426.36	28.31	6.2%	3.80	0.8%	95%	True	False	71,374,418
80	454.67	421.97	32.70	7.2%	3.79	0.8%	95%	True	False	70,445,219
100	454.67	414.70	39.97	8.8%	3.56	0.8%	96%	True	False	68,144,553
120	454.67	404.00	50.67	11.2%	3.62	0.8%	97%	True	False	69,128,390

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.89
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	470.06
2.618	464.15
1.618	460.53
1.000	458.29
0.618	456.91
HIGH	454.67
0.618	453.29
0.500	452.86
0.382	452.43
LOW	451.05
0.618	448.81
1.000	447.43
1.618	445.19
2.618	441.57
4.250	435.67

Fisher Pivots for day following 22-Oct-2021
Pivot	1 day	3 day
R1	453.03	453.03
PP	452.95	452.93
S1	452.86	452.84

Download as Excel Spreadsheet

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

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