SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Feb-2021

Day Change Summary
	Previous	Current
	11-Feb-2021	12-Feb-2021	Change	Change %	Previous Week
Open	391.24	389.85	-1.39	-0.4%	389.27
High	391.69	392.90	1.21	0.3%	392.90
Low	388.10	389.77	1.67	0.4%	387.50
Close	390.71	392.64	1.93	0.5%	392.64
Range	3.59	3.13	-0.46	-12.8%	5.40
ATR	4.61	4.50	-0.11	-2.3%	0.00
Volume	42,913,200	50,593,200	7,680,000	17.9%	226,576,800

Daily Pivots for day following 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	401.16	400.03	394.36
R3	398.03	396.90	393.50
R2	394.90	394.90	393.21
R1	393.77	393.77	392.93	394.34
PP	391.77	391.77	391.77	392.05
S1	390.64	390.64	392.35	391.21
S2	388.64	388.64	392.07
S3	385.51	387.51	391.78
S4	382.38	384.38	390.92

Weekly Pivots for week ending 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	407.21	405.33	395.61
R3	401.81	399.93	394.13
R2	396.41	396.41	393.63
R1	394.53	394.53	393.14	395.47
PP	391.01	391.01	391.01	391.49
S1	389.13	389.13	392.15	390.07
S2	385.61	385.61	391.65
S3	380.21	383.73	391.16
S4	374.81	378.33	389.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	392.90	387.50	5.40	1.4%	3.09	0.8%	95%	True	False	45,315,360
10	392.90	370.38	22.52	5.7%	3.91	1.0%	99%	True	False	51,508,420
20	392.90	368.27	24.63	6.3%	4.25	1.1%	99%	True	False	64,639,370
40	392.90	362.03	30.87	7.9%	4.22	1.1%	99%	True	False	65,351,408
60	392.90	354.15	38.75	9.9%	3.95	1.0%	99%	True	False	63,546,021
80	392.90	322.60	70.30	17.9%	4.38	1.1%	100%	True	False	69,024,970
100	392.90	319.80	73.10	18.6%	4.50	1.1%	100%	True	False	69,522,997
120	392.90	319.80	73.10	18.6%	4.72	1.2%	100%	True	False	71,277,810

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	1.13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	406.20
2.618	401.09
1.618	397.96
1.000	396.03
0.618	394.83
HIGH	392.90
0.618	391.70
0.500	391.34
0.382	390.97
LOW	389.77
0.618	387.84
1.000	386.64
1.618	384.71
2.618	381.58
4.250	376.47

Fisher Pivots for day following 12-Feb-2021
Pivot	1 day	3 day
R1	392.21	391.83
PP	391.77	391.01
S1	391.34	390.20

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

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