SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Mar-2020

Day Change Summary
	Previous	Current
	05-Mar-2020	06-Mar-2020	Change	Change %	Previous Week
Open	304.98	293.15	-11.83	-3.9%	298.21
High	308.47	298.78	-9.69	-3.1%	313.84
Low	300.01	290.23	-9.78	-3.3%	290.23
Close	302.46	297.46	-5.00	-1.7%	297.46
Range	8.46	8.55	0.09	1.1%	23.61
ATR	7.95	8.26	0.31	3.8%	0.00
Volume	186,366,800	228,667,104	42,300,304	22.7%	1,130,490,016

Daily Pivots for day following 06-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	321.14	317.85	302.16
R3	312.59	309.30	299.81
R2	304.04	304.04	299.03
R1	300.75	300.75	298.24	302.40
PP	295.49	295.49	295.49	296.31
S1	292.20	292.20	296.68	293.85
S2	286.94	286.94	295.89
S3	278.39	283.65	295.11
S4	269.84	275.10	292.76

Weekly Pivots for week ending 06-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	371.34	358.01	310.45
R3	347.73	334.40	303.95
R2	324.12	324.12	301.79
R1	310.79	310.79	299.62	305.65
PP	300.51	300.51	300.51	297.94
S1	287.18	287.18	295.30	282.04
S2	276.90	276.90	293.13
S3	253.29	263.57	290.97
S4	229.68	239.96	284.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	313.84	290.23	23.61	7.9%	11.55	3.9%	31%	False	True	226,098,003
10	333.56	285.54	48.02	16.1%	11.68	3.9%	25%	False	False	237,537,113
20	339.08	285.54	53.54	18.0%	7.13	2.4%	22%	False	False	149,681,516
40	339.08	285.54	53.54	18.0%	4.86	1.6%	22%	False	False	108,327,680
60	339.08	285.54	53.54	18.0%	3.89	1.3%	22%	False	False	93,375,817
80	339.08	285.54	53.54	18.0%	3.34	1.1%	22%	False	False	83,043,500
100	339.08	285.54	53.54	18.0%	3.01	1.0%	22%	False	False	76,278,258
120	339.08	284.82	54.26	18.2%	3.05	1.0%	23%	False	False	76,221,052

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	3.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	335.12
2.618	321.16
1.618	312.61
1.000	307.33
0.618	304.06
HIGH	298.78
0.618	295.51
0.500	294.51
0.382	293.50
LOW	290.23
0.618	284.95
1.000	281.68
1.618	276.40
2.618	267.85
4.250	253.89

Fisher Pivots for day following 06-Mar-2020
Pivot	1 day	3 day
R1	296.48	301.67
PP	295.49	300.26
S1	294.51	298.86

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

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