SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	457.20	456.45	-0.75	-0.2%	443.97
High	458.49	457.16	-1.33	-0.3%	454.67
Low	455.56	453.86	-1.70	-0.4%	443.27
Close	455.96	453.94	-2.02	-0.4%	453.12
Range	2.93	3.30	0.37	12.6%	11.40
ATR	4.48	4.40	-0.08	-1.9%	0.00
Volume	56,075,100	72,438,000	16,362,900	29.2%	258,931,900

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	464.89	462.71	455.76
R3	461.59	459.41	454.85
R2	458.29	458.29	454.55
R1	456.11	456.11	454.24	455.55
PP	454.99	454.99	454.99	454.71
S1	452.81	452.81	453.64	452.25
S2	451.69	451.69	453.34
S3	448.39	449.51	453.03
S4	445.09	446.21	452.13

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	458.49	451.05	7.44	1.6%	3.18	0.7%	39%	False	False	54,775,600
10	458.49	438.58	19.91	4.4%	3.06	0.7%	77%	False	False	56,915,650
20	458.49	426.36	32.13	7.1%	4.41	1.0%	86%	False	False	76,378,510
40	458.49	426.36	32.13	7.1%	4.31	1.0%	86%	False	False	78,325,427
60	458.49	426.36	32.13	7.1%	3.78	0.8%	86%	False	False	71,173,408
80	458.49	421.97	36.52	8.0%	3.79	0.8%	88%	False	False	70,368,701
100	458.49	414.70	43.79	9.6%	3.56	0.8%	90%	False	False	68,225,505
120	458.49	404.00	54.49	12.0%	3.60	0.8%	92%	False	False	68,889,957

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	471.19
2.618	465.80
1.618	462.50
1.000	460.46
0.618	459.20
HIGH	457.16
0.618	455.90
0.500	455.51
0.382	455.12
LOW	453.86
0.618	451.82
1.000	450.56
1.618	448.52
2.618	445.22
4.250	439.84

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	455.51	455.44
PP	454.99	454.94
S1	454.46	454.44

Download as Excel Spreadsheet

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

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