SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	392.23	392.07	-0.16	0.0%	384.66
High	395.65	394.21	-1.44	-0.4%	395.65
Low	391.74	391.20	-0.54	-0.1%	381.42
Close	393.53	394.06	0.53	0.1%	394.06
Range	3.91	3.01	-0.90	-23.0%	14.23
ATR	6.37	6.13	-0.24	-3.8%	0.00
Volume	86,245,000	64,653,500	-21,591,500	-25.0%	497,580,604

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	402.19	401.13	395.72
R3	399.18	398.12	394.89
R2	396.17	396.17	394.61
R1	395.11	395.11	394.34	395.64
PP	393.16	393.16	393.16	393.42
S1	392.10	392.10	393.78	392.63
S2	390.15	390.15	393.51
S3	387.14	389.09	393.23
S4	384.13	386.08	392.40

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	433.07	427.79	401.89
R3	418.84	413.56	397.97
R2	404.61	404.61	396.67
R1	399.33	399.33	395.36	401.97
PP	390.38	390.38	390.38	391.70
S1	385.10	385.10	392.76	387.74
S2	376.15	376.15	391.45
S3	361.92	370.87	390.15
S4	347.69	356.64	386.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	395.65	381.42	14.23	3.6%	4.92	1.2%	89%	False	False	99,516,120
10	395.65	371.88	23.77	6.0%	6.88	1.7%	93%	False	False	113,793,749
20	395.65	371.88	23.77	6.0%	6.08	1.5%	93%	False	False	99,088,369
40	395.65	368.27	27.38	6.9%	5.16	1.3%	94%	False	False	81,848,767
60	395.65	362.03	33.62	8.5%	4.85	1.2%	95%	False	False	76,821,693
80	395.65	354.15	41.50	10.5%	4.48	1.1%	96%	False	False	72,730,957
100	395.65	322.60	73.05	18.5%	4.77	1.2%	98%	False	False	75,215,973
120	395.65	319.80	75.85	19.2%	4.78	1.2%	98%	False	False	74,857,705

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.33
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	407.00
2.618	402.09
1.618	399.08
1.000	397.22
0.618	396.07
HIGH	394.21
0.618	393.06
0.500	392.71
0.382	392.35
LOW	391.20
0.618	389.34
1.000	388.19
1.618	386.33
2.618	383.32
4.250	378.41

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	393.61	393.34
PP	393.16	392.63
S1	392.71	391.91

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

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