SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Mar-2021

Day Change Summary
	Previous	Current
	16-Mar-2021	17-Mar-2021	Change	Change %	Previous Week
Open	397.07	394.53	-2.54	-0.6%	384.66
High	397.83	398.12	0.29	0.1%	395.65
Low	395.08	393.30	-1.78	-0.5%	381.42
Close	395.91	397.26	1.35	0.3%	394.06
Range	2.75	4.82	2.07	75.3%	14.23
ATR	5.79	5.72	-0.07	-1.2%	0.00
Volume	73,722,496	97,959,200	24,236,704	32.9%	497,580,604

Daily Pivots for day following 17-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	410.69	408.79	399.91
R3	405.87	403.97	398.59
R2	401.05	401.05	398.14
R1	399.15	399.15	397.70	400.10
PP	396.23	396.23	396.23	396.70
S1	394.33	394.33	396.82	395.28
S2	391.41	391.41	396.38
S3	386.59	389.51	395.93
S4	381.77	384.69	394.61

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	398.12	391.20	6.92	1.7%	3.83	1.0%	88%	True	False	79,234,500
10	398.12	371.88	26.24	6.6%	6.11	1.5%	97%	True	False	107,832,719
20	398.12	371.88	26.24	6.6%	6.23	1.6%	97%	True	False	103,633,464
40	398.12	368.27	29.85	7.5%	5.23	1.3%	97%	True	False	82,771,059
60	398.12	362.03	36.09	9.1%	4.93	1.2%	98%	True	False	77,799,410
80	398.12	354.15	43.97	11.1%	4.48	1.1%	98%	True	False	73,156,340
100	398.12	322.60	75.52	19.0%	4.71	1.2%	99%	True	False	75,748,190
120	398.12	319.80	78.32	19.7%	4.72	1.2%	99%	True	False	74,766,863

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.13
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	418.61
2.618	410.74
1.618	405.92
1.000	402.94
0.618	401.10
HIGH	398.12
0.618	396.28
0.500	395.71
0.382	395.14
LOW	393.30
0.618	390.32
1.000	388.48
1.618	385.50
2.618	380.68
4.250	372.82

Fisher Pivots for day following 17-Mar-2021
Pivot	1 day	3 day
R1	396.74	396.53
PP	396.23	395.80
S1	395.71	395.08

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

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