SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Oct-2021

Day Change Summary
	Previous	Current
	28-Oct-2021	29-Oct-2021	Change	Change %	Previous Week
Open	455.46	455.87	0.41	0.1%	454.28
High	458.40	459.56	1.16	0.3%	459.56
Low	455.45	455.56	0.11	0.0%	452.39
Close	458.32	459.25	0.93	0.2%	459.25
Range	2.95	4.00	1.05	35.6%	7.17
ATR	4.40	4.37	-0.03	-0.7%	0.00
Volume	51,437,900	70,162,400	18,724,500	36.4%	295,327,900

Daily Pivots for day following 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	470.12	468.69	461.45
R3	466.12	464.69	460.35
R2	462.12	462.12	459.98
R1	460.69	460.69	459.62	461.41
PP	458.12	458.12	458.12	458.48
S1	456.69	456.69	458.88	457.41
S2	454.12	454.12	458.52
S3	450.12	452.69	458.15
S4	446.12	448.69	457.05

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	478.58	476.08	463.19
R3	471.41	468.91	461.22
R2	464.24	464.24	460.56
R1	461.74	461.74	459.91	462.99
PP	457.07	457.07	457.07	457.69
S1	454.57	454.57	458.59	455.82
S2	449.90	449.90	457.94
S3	442.73	447.40	457.28
S4	435.56	440.23	455.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	459.56	452.39	7.17	1.6%	3.34	0.7%	96%	True	False	59,065,580
10	459.56	443.27	16.29	3.5%	3.13	0.7%	98%	True	False	55,425,980
20	459.56	426.36	33.20	7.2%	3.92	0.9%	99%	True	False	68,971,225
40	459.56	426.36	33.20	7.2%	4.40	1.0%	99%	True	False	79,076,632
60	459.56	426.36	33.20	7.2%	3.82	0.8%	99%	True	False	71,771,716
80	459.56	421.97	37.59	8.2%	3.79	0.8%	99%	True	False	69,874,397
100	459.56	414.70	44.86	9.8%	3.58	0.8%	99%	True	False	68,485,803
120	459.56	404.00	55.56	12.1%	3.58	0.8%	99%	True	False	68,247,123

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.74
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	476.56
2.618	470.03
1.618	466.03
1.000	463.56
0.618	462.03
HIGH	459.56
0.618	458.03
0.500	457.56
0.382	457.09
LOW	455.56
0.618	453.09
1.000	451.56
1.618	449.09
2.618	445.09
4.250	438.56

Fisher Pivots for day following 29-Oct-2021
Pivot	1 day	3 day
R1	458.69	458.40
PP	458.12	457.56
S1	457.56	456.71

Download as Excel Spreadsheet

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

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