SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Mar-2021

Day Change Summary
	Previous	Current
	15-Mar-2021	16-Mar-2021	Change	Change %	Previous Week
Open	394.33	397.07	2.74	0.7%	384.66
High	396.69	397.83	1.15	0.3%	395.65
Low	392.03	395.08	3.05	0.8%	381.42
Close	396.41	395.91	-0.50	-0.1%	394.06
Range	4.66	2.75	-1.91	-40.9%	14.23
ATR	6.02	5.79	-0.23	-3.9%	0.00
Volume	73,592,304	73,722,496	130,192	0.2%	497,580,604

Daily Pivots for day following 16-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	404.52	402.97	397.42
R3	401.77	400.22	396.67
R2	399.02	399.02	396.41
R1	397.47	397.47	396.16	396.87
PP	396.27	396.27	396.27	395.98
S1	394.72	394.72	395.66	394.12
S2	393.52	393.52	395.41
S3	390.77	391.97	395.15
S4	388.02	389.22	394.40

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	397.83	388.17	9.66	2.4%	3.51	0.9%	80%	True	False	81,622,540
10	397.83	371.88	25.95	6.6%	6.18	1.6%	93%	True	False	110,030,819
20	397.83	371.88	25.95	6.6%	6.16	1.6%	93%	True	False	101,375,834
40	397.83	368.27	29.56	7.5%	5.17	1.3%	94%	True	False	81,602,912
60	397.83	362.03	35.80	9.0%	4.87	1.2%	95%	True	False	77,235,413
80	397.83	354.15	43.68	11.0%	4.49	1.1%	96%	True	False	72,814,241
100	397.83	322.60	75.23	19.0%	4.72	1.2%	97%	True	False	75,404,347
120	397.83	319.80	78.03	19.7%	4.76	1.2%	98%	True	False	74,726,471

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	True
Stretch	2.11
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	409.52
2.618	405.03
1.618	402.28
1.000	400.58
0.618	399.53
HIGH	397.83
0.618	396.78
0.500	396.46
0.382	396.13
LOW	395.08
0.618	393.38
1.000	392.33
1.618	390.63
2.618	387.88
4.250	383.39

Fisher Pivots for day following 16-Mar-2021
Pivot	1 day	3 day
R1	396.46	395.45
PP	396.27	394.98
S1	396.09	394.52

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

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