SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Mar-2021

Day Change Summary
	Previous	Current
	23-Mar-2021	24-Mar-2021	Change	Change %	Previous Week
Open	391.91	391.00	-0.91	-0.2%	394.33
High	393.46	392.75	-0.71	-0.2%	398.12
Low	388.66	387.47	-1.19	-0.3%	387.15
Close	389.50	387.52	-1.98	-0.5%	389.48
Range	4.80	5.28	0.48	10.0%	10.97
ATR	5.54	5.53	-0.02	-0.3%	0.00
Volume	90,686,496	97,588,600	6,902,104	7.6%	474,247,504

Daily Pivots for day following 24-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	405.09	401.58	390.42
R3	399.81	396.30	388.97
R2	394.53	394.53	388.49
R1	391.02	391.02	388.00	390.14
PP	389.25	389.25	389.25	388.80
S1	385.74	385.74	387.04	384.86
S2	383.97	383.97	386.55
S3	378.69	380.46	386.07
S4	373.41	375.18	384.62

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	396.72	387.15	9.57	2.5%	4.91	1.3%	4%	False	False	98,205,440
10	398.12	387.15	10.97	2.8%	4.37	1.1%	3%	False	False	88,719,970
20	398.12	371.88	26.24	6.8%	6.20	1.6%	60%	False	False	108,680,539
40	398.12	368.27	29.85	7.7%	5.43	1.4%	64%	False	False	88,171,844
60	398.12	364.82	33.30	8.6%	4.89	1.3%	68%	False	False	80,083,586
80	398.12	359.17	38.95	10.1%	4.58	1.2%	73%	False	False	75,527,556
100	398.12	322.60	75.52	19.5%	4.66	1.2%	86%	False	False	76,767,417
120	398.12	322.60	75.52	19.5%	4.71	1.2%	86%	False	False	75,792,524

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	1.29
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	415.19
2.618	406.57
1.618	401.29
1.000	398.03
0.618	396.01
HIGH	392.75
0.618	390.73
0.500	390.11
0.382	389.49
LOW	387.47
0.618	384.21
1.000	382.19
1.618	378.93
2.618	373.65
4.250	365.03

Fisher Pivots for day following 24-Mar-2021
Pivot	1 day	3 day
R1	390.11	390.77
PP	389.25	389.69
S1	388.38	388.60

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

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