SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Mar-2021

Day Change Summary
	Previous	Current
	04-Mar-2021	05-Mar-2021	Change	Change %	Previous Week
Open	381.22	380.46	-0.76	-0.2%	385.59
High	384.00	384.76	0.76	0.2%	390.92
Low	371.88	372.64	0.76	0.2%	371.88
Close	376.70	383.63	6.93	1.8%	383.63
Range	12.12	12.12	0.00	0.0%	19.04
ATR	6.01	6.44	0.44	7.3%	0.00
Volume	183,432,992	152,039,600	-31,393,392	-17.1%	640,356,888

Daily Pivots for day following 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	416.70	412.29	390.30
R3	404.58	400.17	386.96
R2	392.46	392.46	385.85
R1	388.05	388.05	384.74	390.26
PP	380.34	380.34	380.34	381.45
S1	375.93	375.93	382.52	378.14
S2	368.22	368.22	381.41
S3	356.10	363.81	380.30
S4	343.98	351.69	376.96

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	439.26	430.49	394.10
R3	420.22	411.45	388.87
R2	401.18	401.18	387.12
R1	392.41	392.41	385.38	387.28
PP	382.14	382.14	382.14	379.58
S1	373.37	373.37	381.88	368.24
S2	363.10	363.10	380.14
S3	344.06	354.33	378.39
S4	325.02	335.29	373.16

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	5.0%	8.84	2.3%	62%	False	False	128,071,377
10	392.23	371.88	20.35	5.3%	8.12	2.1%	58%	False	False	118,686,108
20	394.17	371.88	22.29	5.8%	5.58	1.5%	53%	False	False	85,442,003
40	394.17	368.27	25.90	6.8%	4.99	1.3%	59%	False	False	76,646,052
60	394.17	362.03	32.14	8.4%	4.78	1.2%	67%	False	False	73,548,801
80	394.17	350.51	43.66	11.4%	4.51	1.2%	76%	False	False	72,105,988
100	394.17	322.60	71.57	18.7%	4.74	1.2%	85%	False	False	73,854,788
120	394.17	319.80	74.37	19.4%	4.80	1.3%	86%	False	False	74,029,024

Crabel Price Patterns
NR	False
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	2.18

Fibonacci Retracements and Extensions
4.250	436.27
2.618	416.49
1.618	404.37
1.000	396.88
0.618	392.25
HIGH	384.76
0.618	380.13
0.500	378.70
0.382	377.27
LOW	372.64
0.618	365.15
1.000	360.52
1.618	353.03
2.618	340.91
4.250	321.13

Fisher Pivots for day following 05-Mar-2021
Pivot	1 day	3 day
R1	381.99	382.21
PP	380.34	380.78
S1	378.70	379.36

Download as Excel Spreadsheet

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

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