SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Mar-2021

Day Change Summary
	Previous	Current
	22-Mar-2021	23-Mar-2021	Change	Change %	Previous Week
Open	390.03	391.91	1.88	0.5%	394.33
High	394.07	393.46	-0.61	-0.2%	398.12
Low	389.97	388.66	-1.31	-0.3%	387.15
Close	392.59	389.50	-3.09	-0.8%	389.48
Range	4.10	4.80	0.70	17.1%	10.97
ATR	5.60	5.54	-0.06	-1.0%	0.00
Volume	73,778,600	90,686,496	16,907,896	22.9%	474,247,504

Daily Pivots for day following 23-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	404.94	402.02	392.14
R3	400.14	397.22	390.82
R2	395.34	395.34	390.38
R1	392.42	392.42	389.94	391.48
PP	390.54	390.54	390.54	390.07
S1	387.62	387.62	389.06	386.68
S2	385.74	385.74	388.62
S3	380.94	382.82	388.18
S4	376.14	378.02	386.86

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	424.49	417.96	395.51
R3	413.52	406.99	392.50
R2	402.55	402.55	391.49
R1	396.02	396.02	390.49	393.80
PP	391.58	391.58	391.58	390.48
S1	385.05	385.05	388.47	382.83
S2	380.61	380.61	387.47
S3	369.64	374.08	386.46
S4	358.67	363.11	383.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	398.12	387.15	10.97	2.8%	4.82	1.2%	21%	False	False	98,279,560
10	398.12	387.15	10.97	2.8%	4.17	1.1%	21%	False	False	89,951,050
20	398.12	371.88	26.24	6.7%	6.28	1.6%	67%	False	False	107,422,804
40	398.12	368.27	29.85	7.7%	5.35	1.4%	71%	False	False	86,798,759
60	398.12	364.82	33.30	8.5%	4.83	1.2%	74%	False	False	78,898,073
80	398.12	359.17	38.95	10.0%	4.54	1.2%	78%	False	False	74,874,333
100	398.12	322.60	75.52	19.4%	4.73	1.2%	89%	False	False	77,062,474
120	398.12	322.60	75.52	19.4%	4.71	1.2%	89%	False	False	75,846,628

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	1.27
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	413.86
2.618	406.03
1.618	401.23
1.000	398.26
0.618	396.43
HIGH	393.46
0.618	391.63
0.500	391.06
0.382	390.49
LOW	388.66
0.618	385.69
1.000	383.86
1.618	380.89
2.618	376.09
4.250	368.26

Fisher Pivots for day following 23-Mar-2021
Pivot	1 day	3 day
R1	391.06	390.61
PP	390.54	390.24
S1	390.02	389.87

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

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