SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Mar-2021

Day Change Summary
	Previous	Current
	03-Mar-2021	04-Mar-2021	Change	Change %	Previous Week
Open	385.79	381.22	-4.57	-1.2%	387.06
High	386.83	384.00	-2.83	-0.7%	392.23
Low	381.31	371.88	-9.43	-2.5%	378.23
Close	381.42	376.70	-4.72	-1.2%	380.36
Range	5.52	12.12	6.60	119.6%	14.00
ATR	5.54	6.01	0.47	8.5%	0.00
Volume	119,940,200	183,432,992	63,492,792	52.9%	546,504,192

Daily Pivots for day following 04-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	413.89	407.41	383.37
R3	401.77	395.29	380.03
R2	389.65	389.65	378.92
R1	383.17	383.17	377.81	380.35
PP	377.53	377.53	377.53	376.12
S1	371.05	371.05	375.59	368.23
S2	365.41	365.41	374.48
S3	353.29	358.93	373.37
S4	341.17	346.81	370.03

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	390.92	371.88	19.04	5.1%	7.88	2.1%	25%	False	True	128,203,777
10	392.38	371.88	20.50	5.4%	7.19	1.9%	24%	False	True	111,806,237
20	394.17	371.88	22.29	5.9%	5.18	1.4%	22%	False	True	80,197,148
40	394.17	368.27	25.90	6.9%	4.88	1.3%	33%	False	False	75,545,002
60	394.17	362.03	32.14	8.5%	4.61	1.2%	46%	False	False	71,830,544
80	394.17	347.65	46.52	12.3%	4.41	1.2%	62%	False	False	71,142,654
100	394.17	322.60	71.57	19.0%	4.65	1.2%	76%	False	False	72,929,678
120	394.17	319.80	74.37	19.7%	4.75	1.3%	77%	False	False	73,467,694

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.78
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	435.51
2.618	415.73
1.618	403.61
1.000	396.12
0.618	391.49
HIGH	384.00
0.618	379.37
0.500	377.94
0.382	376.51
LOW	371.88
0.618	364.39
1.000	359.76
1.618	352.27
2.618	340.15
4.250	320.37

Fisher Pivots for day following 04-Mar-2021
Pivot	1 day	3 day
R1	377.94	380.98
PP	377.53	379.55
S1	377.11	378.13

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

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