SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Feb-2021

Day Change Summary
	Previous	Current
	12-Feb-2021	16-Feb-2021	Change	Change %	Previous Week
Open	389.85	393.96	4.11	1.1%	389.27
High	392.90	394.17	1.27	0.3%	392.90
Low	389.77	391.53	1.76	0.5%	387.50
Close	392.64	392.30	-0.34	-0.1%	392.64
Range	3.13	2.64	-0.49	-15.7%	5.40
ATR	4.50	4.37	-0.13	-3.0%	0.00
Volume	50,593,200	50,972,300	379,100	0.7%	226,576,800

Daily Pivots for day following 16-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	400.59	399.08	393.75
R3	397.95	396.44	393.03
R2	395.31	395.31	392.78
R1	393.80	393.80	392.54	393.24
PP	392.67	392.67	392.67	392.38
S1	391.16	391.16	392.06	390.60
S2	390.03	390.03	391.82
S3	387.39	388.52	391.57
S4	384.75	385.88	390.85

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	394.17	387.50	6.67	1.7%	3.17	0.8%	72%	True	False	47,836,800
10	394.17	376.32	17.85	4.6%	3.48	0.9%	90%	True	False	49,023,890
20	394.17	368.27	25.90	6.6%	4.18	1.1%	93%	True	False	61,829,990
40	394.17	362.03	32.14	8.2%	4.23	1.1%	94%	True	False	65,165,203
60	394.17	354.15	40.02	10.2%	3.93	1.0%	95%	True	False	63,293,710
80	394.17	322.60	71.57	18.2%	4.36	1.1%	97%	True	False	68,911,476
100	394.17	319.80	74.37	19.0%	4.48	1.1%	97%	True	False	69,396,599
120	394.17	319.80	74.37	19.0%	4.71	1.2%	97%	True	False	71,297,674

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0.81
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	405.39
2.618	401.08
1.618	398.44
1.000	396.81
0.618	395.80
HIGH	394.17
0.618	393.16
0.500	392.85
0.382	392.54
LOW	391.53
0.618	389.90
1.000	388.89
1.618	387.26
2.618	384.62
4.250	380.31

Fisher Pivots for day following 16-Feb-2021
Pivot	1 day	3 day
R1	392.85	391.91
PP	392.67	391.52
S1	392.48	391.14

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

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