SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Mar-2020

Day Change Summary
	Previous	Current
	03-Mar-2020	04-Mar-2020	Change	Change %	Previous Week
Open	309.50	306.12	-3.38	-1.1%	323.14
High	313.84	313.10	-0.74	-0.2%	333.56
Low	297.57	303.33	5.76	1.9%	285.54
Close	300.24	312.86	12.62	4.2%	296.26
Range	16.27	9.77	-6.50	-40.0%	48.02
ATR	7.17	7.57	0.41	5.7%	0.00
Volume	300,139,104	176,613,408	-123,525,696	-41.2%	1,244,881,120

Daily Pivots for day following 04-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	339.07	335.74	318.23
R3	329.30	325.97	315.55
R2	319.53	319.53	314.65
R1	316.20	316.20	313.76	317.87
PP	309.76	309.76	309.76	310.60
S1	306.43	306.43	311.96	308.10
S2	299.99	299.99	311.07
S3	290.22	296.66	310.17
S4	280.45	286.89	307.49

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	313.84	285.54	28.30	9.0%	13.43	4.3%	97%	False	False	277,114,704
10	338.64	285.54	53.10	17.0%	10.80	3.5%	51%	False	False	214,828,872
20	339.08	285.54	53.54	17.1%	6.47	2.1%	51%	False	False	134,745,356
40	339.08	285.54	53.54	17.1%	4.54	1.5%	51%	False	False	100,732,678
60	339.08	285.54	53.54	17.1%	3.65	1.2%	51%	False	False	87,856,268
80	339.08	285.54	53.54	17.1%	3.17	1.0%	51%	False	False	79,147,339
100	339.08	285.54	53.54	17.1%	2.90	0.9%	51%	False	False	73,712,763
120	339.08	284.82	54.26	17.3%	2.94	0.9%	52%	False	False	73,887,549

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.86
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	354.62
2.618	338.68
1.618	328.91
1.000	322.87
0.618	319.14
HIGH	313.10
0.618	309.37
0.500	308.22
0.382	307.06
LOW	303.33
0.618	297.29
1.000	293.56
1.618	287.52
2.618	277.75
4.250	261.81

Fisher Pivots for day following 04-Mar-2020
Pivot	1 day	3 day
R1	311.31	309.96
PP	309.76	307.05
S1	308.22	304.15

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

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