SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Feb-2021

Day Change Summary
	Previous	Current
	23-Feb-2021	24-Feb-2021	Change	Change %	Previous Week
Open	384.66	386.33	1.67	0.4%	393.96
High	388.95	392.23	3.29	0.8%	394.17
Low	380.20	385.27	5.07	1.3%	387.74
Close	387.50	391.77	4.27	1.1%	390.03
Range	8.75	6.96	-1.79	-20.4%	6.43
ATR	4.48	4.65	0.18	4.0%	0.00
Volume	107,284,096	72,433,904	-34,850,192	-32.5%	246,732,496

Daily Pivots for day following 24-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	410.64	408.16	395.60
R3	403.68	401.20	393.68
R2	396.72	396.72	393.05
R1	394.24	394.24	392.41	395.48
PP	389.76	389.76	389.76	390.38
S1	387.28	387.28	391.13	388.52
S2	382.80	382.80	390.49
S3	375.84	380.32	389.86
S4	368.88	373.36	387.94

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	409.94	406.41	393.57
R3	403.51	399.98	391.80
R2	397.08	397.08	391.21
R1	393.55	393.55	390.62	392.10
PP	390.65	390.65	390.65	389.92
S1	387.12	387.12	389.44	385.67
S2	384.22	384.22	388.85
S3	377.79	380.69	388.26
S4	371.36	374.26	386.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	392.38	380.20	12.18	3.1%	5.04	1.3%	95%	False	False	78,017,138
10	394.17	380.20	13.97	3.6%	4.27	1.1%	83%	False	False	64,652,529
20	394.17	368.27	25.90	6.6%	4.65	1.2%	91%	False	False	67,663,149
40	394.17	364.82	29.35	7.5%	4.24	1.1%	92%	False	False	65,785,110
60	394.17	359.17	35.00	8.9%	4.04	1.0%	93%	False	False	64,476,561
80	394.17	322.60	71.57	18.3%	4.28	1.1%	97%	False	False	68,789,137
100	394.17	322.60	71.57	18.3%	4.41	1.1%	97%	False	False	69,214,921
120	394.17	319.80	74.37	19.0%	4.81	1.2%	97%	False	False	72,346,985

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	0.98
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	421.81
2.618	410.45
1.618	403.49
1.000	399.19
0.618	396.53
HIGH	392.23
0.618	389.57
0.500	388.75
0.382	387.93
LOW	385.27
0.618	380.97
1.000	378.31
1.618	374.01
2.618	367.05
4.250	355.69

Fisher Pivots for day following 24-Feb-2021
Pivot	1 day	3 day
R1	390.76	389.92
PP	389.76	388.07
S1	388.75	386.22

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

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