SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Mar-2020

Day Change Summary
	Previous	Current
	28-Feb-2020	02-Mar-2020	Change	Change %	Previous Week
Open	293.45	298.21	4.76	1.6%	323.14
High	297.89	309.16	11.27	3.8%	333.56
Low	285.54	294.46	8.92	3.1%	285.54
Close	296.26	309.09	12.83	4.3%	296.26
Range	12.35	14.70	2.35	19.0%	48.02
ATR	5.83	6.47	0.63	10.9%	0.00
Volume	385,764,000	238,703,600	-147,060,400	-38.1%	1,244,881,120

Daily Pivots for day following 02-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	348.34	343.41	317.18
R3	333.64	328.71	313.13
R2	318.94	318.94	311.79
R1	314.01	314.01	310.44	316.48
PP	304.24	304.24	304.24	305.47
S1	299.31	299.31	307.74	301.78
S2	289.54	289.54	306.40
S3	274.84	284.61	305.05
S4	260.14	269.91	301.01

Weekly Pivots for week ending 28-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	449.19	420.75	322.67
R3	401.17	372.72	309.47
R2	353.14	353.14	305.06
R1	324.70	324.70	300.66	314.91
PP	305.12	305.12	305.12	300.23
S1	276.68	276.68	291.86	266.89
S2	257.10	257.10	287.46
S3	209.08	228.66	283.05
S4	161.05	180.63	269.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	324.61	285.54	39.07	12.6%	12.29	4.0%	60%	False	False	264,499,264
10	339.08	285.54	53.54	17.3%	8.60	2.8%	44%	False	False	177,769,331
20	339.08	285.54	53.54	17.3%	5.43	1.8%	44%	False	False	117,498,495
40	339.08	285.54	53.54	17.3%	4.04	1.3%	44%	False	False	92,152,490
60	339.08	285.54	53.54	17.3%	3.27	1.1%	44%	False	False	81,409,927
80	339.08	285.54	53.54	17.3%	2.88	0.9%	44%	False	False	74,305,686
100	339.08	285.54	53.54	17.3%	2.71	0.9%	44%	False	False	70,618,002
120	339.08	284.82	54.26	17.6%	2.76	0.9%	45%	False	False	70,971,012

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	2.30
Widest range in 1137 trading days

Fibonacci Retracements and Extensions
4.250	371.64
2.618	347.64
1.618	332.94
1.000	323.86
0.618	318.24
HIGH	309.16
0.618	303.54
0.500	301.81
0.382	300.08
LOW	294.46
0.618	285.38
1.000	279.76
1.618	270.68
2.618	255.98
4.250	231.99

Fisher Pivots for day following 02-Mar-2020
Pivot	1 day	3 day
R1	306.66	305.58
PP	304.24	302.06
S1	301.81	298.55

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

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