SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Mar-2020

Day Change Summary
	Previous	Current
	02-Mar-2020	03-Mar-2020	Change	Change %	Previous Week
Open	298.21	309.50	11.29	3.8%	323.14
High	309.16	313.84	4.68	1.5%	333.56
Low	294.46	297.57	3.11	1.1%	285.54
Close	309.09	300.24	-8.85	-2.9%	296.26
Range	14.70	16.27	1.57	10.7%	48.02
ATR	6.47	7.17	0.70	10.8%	0.00
Volume	238,703,600	300,139,104	61,435,504	25.7%	1,244,881,120

Daily Pivots for day following 03-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	352.69	342.74	309.19
R3	336.42	326.47	304.71
R2	320.15	320.15	303.22
R1	310.20	310.20	301.73	307.04
PP	303.88	303.88	303.88	302.31
S1	293.93	293.93	298.75	290.77
S2	287.61	287.61	297.26
S3	271.34	277.66	295.77
S4	255.07	261.39	291.29

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	318.11	285.54	32.57	10.8%	12.96	4.3%	45%	False	False	280,744,464
10	339.08	285.54	53.54	17.8%	9.98	3.3%	27%	False	False	202,048,992
20	339.08	285.54	53.54	17.8%	6.10	2.0%	27%	False	False	129,043,341
40	339.08	285.54	53.54	17.8%	4.38	1.5%	27%	False	False	97,711,390
60	339.08	285.54	53.54	17.8%	3.52	1.2%	27%	False	False	85,592,405
80	339.08	285.54	53.54	17.8%	3.07	1.0%	27%	False	False	77,520,760
100	339.08	285.54	53.54	17.8%	2.84	0.9%	27%	False	False	72,603,639
120	339.08	284.82	54.26	18.1%	2.88	1.0%	28%	False	False	72,989,279

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	2.62
Widest range in 2525 trading days

Fibonacci Retracements and Extensions
4.250	382.99
2.618	356.43
1.618	340.16
1.000	330.11
0.618	323.89
HIGH	313.84
0.618	307.62
0.500	305.71
0.382	303.79
LOW	297.57
0.618	287.52
1.000	281.30
1.618	271.25
2.618	254.98
4.250	228.42

Fisher Pivots for day following 03-Mar-2020
Pivot	1 day	3 day
R1	305.71	300.06
PP	303.88	299.87
S1	302.06	299.69

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

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