SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Oct-2021

Day Change Summary
	Previous	Current
	22-Oct-2021	25-Oct-2021	Change	Change %	Previous Week
Open	453.13	454.28	1.15	0.3%	443.97
High	454.67	455.90	1.23	0.3%	454.67
Low	451.05	452.39	1.34	0.3%	443.27
Close	453.12	455.55	2.43	0.5%	453.12
Range	3.62	3.51	-0.11	-3.0%	11.40
ATR	4.69	4.60	-0.08	-1.8%	0.00
Volume	58,845,000	45,214,500	-13,630,500	-23.2%	258,931,900

Daily Pivots for day following 25-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	465.14	463.86	457.48
R3	461.63	460.35	456.52
R2	458.12	458.12	456.19
R1	456.84	456.84	455.87	457.48
PP	454.61	454.61	454.61	454.94
S1	453.33	453.33	455.23	453.97
S2	451.10	451.10	454.91
S3	447.59	449.82	454.58
S4	444.08	446.31	453.62

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	455.90	448.27	7.63	1.7%	2.76	0.6%	95%	True	False	48,386,640
10	455.90	431.54	24.36	5.3%	3.22	0.7%	99%	True	False	58,479,840
20	455.90	426.36	29.54	6.5%	4.62	1.0%	99%	True	False	80,591,130
40	455.90	426.36	29.54	6.5%	4.26	0.9%	99%	True	False	77,804,037
60	455.90	426.36	29.54	6.5%	3.82	0.8%	99%	True	False	70,978,806
80	455.90	421.97	33.93	7.4%	3.81	0.8%	99%	True	False	70,342,387
100	455.90	414.70	41.20	9.0%	3.55	0.8%	99%	True	False	68,015,311
120	455.90	404.00	51.90	11.4%	3.63	0.8%	99%	True	False	69,002,806

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.80
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	470.82
2.618	465.09
1.618	461.58
1.000	459.41
0.618	458.07
HIGH	455.90
0.618	454.56
0.500	454.15
0.382	453.73
LOW	452.39
0.618	450.22
1.000	448.88
1.618	446.71
2.618	443.20
4.250	437.47

Fisher Pivots for day following 25-Oct-2021
Pivot	1 day	3 day
R1	455.08	454.86
PP	454.61	454.17
S1	454.15	453.48

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

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