SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	389.69	392.23	2.54	0.7%	385.59
High	391.40	395.65	4.25	1.1%	390.92
Low	388.17	391.74	3.57	0.9%	371.88
Close	389.58	393.53	3.95	1.0%	383.63
Range	3.23	3.91	0.68	21.1%	19.04
ATR	6.39	6.37	-0.02	-0.4%	0.00
Volume	109,899,400	86,245,000	-23,654,400	-21.5%	640,356,888

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	405.37	403.36	395.68
R3	401.46	399.45	394.61
R2	397.55	397.55	394.25
R1	395.54	395.54	393.89	396.55
PP	393.64	393.64	393.64	394.14
S1	391.63	391.63	393.17	392.64
S2	389.73	389.73	392.81
S3	385.82	387.72	392.45
S4	381.91	383.81	391.38

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	395.65	372.64	23.01	5.8%	6.74	1.7%	91%	True	False	116,993,340
10	395.65	371.88	23.77	6.0%	7.31	1.9%	91%	True	False	122,598,559
20	395.65	371.88	23.77	6.0%	6.10	1.6%	91%	True	False	98,001,354
40	395.65	368.27	27.38	7.0%	5.16	1.3%	92%	True	False	81,365,019
60	395.65	362.03	33.62	8.5%	4.89	1.2%	94%	True	False	76,897,736
80	395.65	354.15	41.50	10.5%	4.49	1.1%	95%	True	False	72,709,781
100	395.65	322.60	73.05	18.6%	4.78	1.2%	97%	True	False	75,464,456
120	395.65	319.80	75.85	19.3%	4.82	1.2%	97%	True	False	75,201,242

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	2.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	412.27
2.618	405.89
1.618	401.98
1.000	399.56
0.618	398.07
HIGH	395.65
0.618	394.16
0.500	393.70
0.382	393.23
LOW	391.74
0.618	389.32
1.000	387.83
1.618	385.41
2.618	381.50
4.250	375.12

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	393.70	391.92
PP	393.64	390.30
S1	393.59	388.69

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

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