SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Mar-2021

Day Change Summary
	Previous	Current
	26-Feb-2021	01-Mar-2021	Change	Change %	Previous Week
Open	384.35	385.59	1.24	0.3%	387.06
High	385.58	390.92	5.34	1.4%	392.23
Low	378.23	380.57	2.34	0.6%	378.23
Close	380.36	389.58	9.22	2.4%	380.36
Range	7.35	10.35	3.00	40.8%	14.00
ATR	5.27	5.65	0.38	7.2%	0.00
Volume	152,701,600	105,348,800	-47,352,800	-31.0%	546,504,192

Daily Pivots for day following 01-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	418.07	414.17	395.27
R3	407.72	403.82	392.43
R2	397.37	397.37	391.48
R1	393.48	393.48	390.53	395.42
PP	387.02	387.02	387.02	388.00
S1	383.13	383.13	388.63	385.08
S2	376.68	376.68	387.68
S3	366.33	372.78	386.73
S4	355.98	362.43	383.89

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	425.61	416.98	388.06
R3	411.61	402.98	384.21
R2	397.61	397.61	382.93
R1	388.98	388.98	381.64	386.30
PP	383.61	383.61	383.61	382.26
S1	374.98	374.98	379.08	372.30
S2	369.61	369.61	377.79
S3	355.61	360.98	376.51
S4	341.61	346.98	372.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	392.23	378.23	14.00	3.6%	8.90	2.3%	81%	False	False	116,887,779
10	394.17	378.23	15.94	4.1%	6.00	1.5%	71%	False	False	89,858,548
20	394.17	370.38	23.79	6.1%	4.95	1.3%	81%	False	False	70,683,484
40	394.17	364.82	29.35	7.5%	4.80	1.2%	84%	False	False	72,349,732
60	394.17	362.03	32.14	8.2%	4.38	1.1%	86%	False	False	68,107,050
80	394.17	330.29	63.88	16.4%	4.38	1.1%	93%	False	False	70,134,217
100	394.17	322.60	71.57	18.4%	4.56	1.2%	94%	False	False	71,023,700
120	394.17	319.80	74.37	19.1%	4.78	1.2%	94%	False	False	72,747,099

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	1.68
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	434.90
2.618	418.01
1.618	407.66
1.000	401.27
0.618	397.32
HIGH	390.92
0.618	386.97
0.500	385.75
0.382	384.52
LOW	380.57
0.618	374.18
1.000	370.22
1.618	363.83
2.618	353.48
4.250	336.59

Fisher Pivots for day following 01-Mar-2021
Pivot	1 day	3 day
R1	388.30	388.07
PP	387.02	386.56
S1	385.75	385.06

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols