SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Mar-2021

Day Change Summary
	Previous	Current
	12-Mar-2021	15-Mar-2021	Change	Change %	Previous Week
Open	392.07	394.33	2.26	0.6%	384.66
High	394.21	396.69	2.48	0.6%	395.65
Low	391.20	392.03	0.83	0.2%	381.42
Close	394.06	396.41	2.35	0.6%	394.06
Range	3.01	4.66	1.65	54.7%	14.23
ATR	6.13	6.02	-0.11	-1.7%	0.00
Volume	64,653,500	73,592,304	8,938,804	13.8%	497,580,604

Daily Pivots for day following 15-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	409.01	407.36	398.97
R3	404.35	402.71	397.69
R2	399.70	399.70	397.26
R1	398.05	398.05	396.84	398.88
PP	395.04	395.04	395.04	395.45
S1	393.40	393.40	395.98	394.22
S2	390.39	390.39	395.56
S3	385.73	388.74	395.13
S4	381.08	384.09	393.85

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	396.69	381.73	14.96	3.8%	4.60	1.2%	98%	True	False	89,604,741
10	396.69	371.88	24.81	6.3%	6.31	1.6%	99%	True	False	110,618,099
20	396.69	371.88	24.81	6.3%	6.15	1.6%	99%	True	False	100,238,324
40	396.69	368.27	28.42	7.2%	5.20	1.3%	99%	True	False	82,438,847
60	396.69	362.03	34.66	8.7%	4.86	1.2%	99%	True	False	76,980,380
80	396.69	354.15	42.54	10.7%	4.50	1.1%	99%	True	False	72,719,097
100	396.69	322.60	74.09	18.7%	4.74	1.2%	100%	True	False	75,267,640
120	396.69	319.80	76.89	19.4%	4.78	1.2%	100%	True	False	74,642,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2.06
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	416.47
2.618	408.87
1.618	404.22
1.000	401.34
0.618	399.56
HIGH	396.69
0.618	394.91
0.500	394.36
0.382	393.81
LOW	392.03
0.618	389.15
1.000	387.38
1.618	384.50
2.618	379.84
4.250	372.25

Fisher Pivots for day following 15-Mar-2021
Pivot	1 day	3 day
R1	395.73	395.59
PP	395.04	394.77
S1	394.36	393.94

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

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