SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	389.82	385.79	-4.03	-1.0%	387.06
High	390.07	386.83	-3.24	-0.8%	392.23
Low	386.00	381.31	-4.69	-1.2%	378.23
Close	386.54	381.42	-5.12	-1.3%	380.36
Range	4.07	5.52	1.45	35.6%	14.00
ATR	5.54	5.54	0.00	0.0%	0.00
Volume	79,595,296	119,940,200	40,344,904	50.7%	546,504,192

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	399.75	396.10	384.46
R3	394.23	390.58	382.94
R2	388.71	388.71	382.43
R1	385.06	385.06	381.93	384.13
PP	383.19	383.19	383.19	382.72
S1	379.54	379.54	380.91	378.61
S2	377.67	377.67	380.41
S3	372.15	374.02	379.90
S4	366.63	368.50	378.38

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	391.88	378.23	13.65	3.6%	7.68	2.0%	23%	False	False	120,851,278
10	392.38	378.23	14.15	3.7%	6.36	1.7%	23%	False	False	99,434,208
20	394.17	378.23	15.94	4.2%	4.74	1.2%	20%	False	False	73,646,849
40	394.17	368.05	26.12	6.8%	4.69	1.2%	51%	False	False	72,619,832
60	394.17	362.03	32.14	8.4%	4.45	1.2%	60%	False	False	69,619,158
80	394.17	347.65	46.52	12.2%	4.30	1.1%	73%	False	False	69,875,238
100	394.17	322.60	71.57	18.8%	4.55	1.2%	82%	False	False	71,547,772
120	394.17	319.80	74.37	19.5%	4.73	1.2%	83%	False	False	72,693,832

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	410.29
2.618	401.28
1.618	395.76
1.000	392.35
0.618	390.24
HIGH	386.83
0.618	384.72
0.500	384.07
0.382	383.42
LOW	381.31
0.618	377.90
1.000	375.79
1.618	372.38
2.618	366.86
4.250	357.85

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	384.07	385.75
PP	383.19	384.30
S1	382.30	382.86

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

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