SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Oct-2021

Day Change Summary
	Previous	Current
	25-Oct-2021	26-Oct-2021	Change	Change %	Previous Week
Open	454.28	457.20	2.92	0.6%	443.97
High	455.90	458.49	2.59	0.6%	454.67
Low	452.39	455.56	3.17	0.7%	443.27
Close	455.55	455.96	0.41	0.1%	453.12
Range	3.51	2.93	-0.58	-16.5%	11.40
ATR	4.60	4.48	-0.12	-2.6%	0.00
Volume	45,214,500	56,075,100	10,860,600	24.0%	258,931,900

Daily Pivots for day following 26-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	465.46	463.64	457.57
R3	462.53	460.71	456.77
R2	459.60	459.60	456.50
R1	457.78	457.78	456.23	457.23
PP	456.67	456.67	456.67	456.39
S1	454.85	454.85	455.69	454.30
S2	453.74	453.74	455.42
S3	450.81	451.92	455.15
S4	447.88	448.99	454.35

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	458.49	451.01	7.48	1.6%	2.86	0.6%	66%	True	False	50,202,300
10	458.49	431.54	26.95	5.9%	3.18	0.7%	91%	True	False	56,969,240
20	458.49	426.36	32.13	7.0%	4.41	1.0%	92%	True	False	76,873,070
40	458.49	426.36	32.13	7.0%	4.27	0.9%	92%	True	False	77,996,982
60	458.49	426.36	32.13	7.0%	3.81	0.8%	92%	True	False	70,933,671
80	458.49	421.97	36.52	8.0%	3.80	0.8%	93%	True	False	70,322,106
100	458.49	414.70	43.79	9.6%	3.54	0.8%	94%	True	False	68,016,675
120	458.49	404.00	54.49	12.0%	3.61	0.8%	95%	True	False	68,850,754

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	0.89
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	470.94
2.618	466.16
1.618	463.23
1.000	461.42
0.618	460.30
HIGH	458.49
0.618	457.37
0.500	457.03
0.382	456.68
LOW	455.56
0.618	453.75
1.000	452.63
1.618	450.82
2.618	447.89
4.250	443.11

Fisher Pivots for day following 26-Oct-2021
Pivot	1 day	3 day
R1	457.03	455.56
PP	456.67	455.17
S1	456.32	454.77

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

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