SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Mar-2021

Day Change Summary
	Previous	Current
	01-Mar-2021	02-Mar-2021	Change	Change %	Previous Week
Open	385.59	389.82	4.23	1.1%	387.06
High	390.92	390.07	-0.85	-0.2%	392.23
Low	380.57	386.00	5.43	1.4%	378.23
Close	389.58	386.54	-3.04	-0.8%	380.36
Range	10.35	4.07	-6.28	-60.7%	14.00
ATR	5.65	5.54	-0.11	-2.0%	0.00
Volume	105,348,800	79,595,296	-25,753,504	-24.4%	546,504,192

Daily Pivots for day following 02-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	399.75	397.21	388.78
R3	395.68	393.14	387.66
R2	391.61	391.61	387.29
R1	389.07	389.07	386.91	388.31
PP	387.54	387.54	387.54	387.15
S1	385.00	385.00	386.17	384.24
S2	383.47	383.47	385.79
S3	379.40	380.93	385.42
S4	375.33	376.86	384.30

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%	7.97	2.1%	59%	False	False	111,350,019
10	392.66	378.23	14.43	3.7%	6.14	1.6%	58%	False	False	92,720,848
20	394.17	376.32	17.85	4.6%	4.81	1.2%	57%	False	False	70,872,369
40	394.17	364.82	29.35	7.6%	4.82	1.2%	74%	False	False	72,376,597
60	394.17	362.03	32.14	8.3%	4.40	1.1%	76%	False	False	68,668,188
80	394.17	339.59	54.58	14.1%	4.33	1.1%	86%	False	False	69,962,982
100	394.17	322.60	71.57	18.5%	4.53	1.2%	89%	False	False	70,918,365
120	394.17	319.80	74.37	19.2%	4.73	1.2%	90%	False	False	72,456,515

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.69
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	407.37
2.618	400.73
1.618	396.66
1.000	394.14
0.618	392.59
HIGH	390.07
0.618	388.52
0.500	388.04
0.382	387.55
LOW	386.00
0.618	383.48
1.000	381.93
1.618	379.41
2.618	375.34
4.250	368.70

Fisher Pivots for day following 02-Mar-2021
Pivot	1 day	3 day
R1	388.04	385.89
PP	387.54	385.23
S1	387.04	384.58

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