SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Mar-2021

Day Change Summary
	Previous	Current
	25-Mar-2021	26-Mar-2021	Change	Change %	Previous Week
Open	385.98	390.93	4.95	1.3%	390.03
High	390.55	396.41	5.86	1.5%	396.41
Low	383.90	390.29	6.39	1.7%	383.90
Close	389.70	395.98	6.28	1.6%	395.98
Range	6.65	6.12	-0.53	-8.0%	12.51
ATR	5.61	5.68	0.08	1.4%	0.00
Volume	116,128,600	114,409,104	-1,719,496	-1.5%	492,591,400

Daily Pivots for day following 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	412.59	410.40	399.35
R3	406.47	404.28	397.66
R2	400.35	400.35	397.10
R1	398.16	398.16	396.54	399.26
PP	394.23	394.23	394.23	394.77
S1	392.04	392.04	395.42	393.14
S2	388.11	388.11	394.86
S3	381.99	385.92	394.30
S4	375.87	379.80	392.61

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	429.63	425.31	402.86
R3	417.12	412.80	399.42
R2	404.61	404.61	398.27
R1	400.29	400.29	397.13	402.45
PP	392.10	392.10	392.10	393.18
S1	387.78	387.78	394.83	389.94
S2	379.59	379.59	393.69
S3	367.08	375.27	392.54
S4	354.57	362.76	389.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	396.41	383.90	12.51	3.2%	5.39	1.4%	97%	True	False	98,518,280
10	398.12	383.90	14.22	3.6%	4.96	1.3%	85%	False	False	96,683,890
20	398.12	371.88	26.24	6.6%	5.92	1.5%	92%	False	False	105,238,819
40	398.12	368.27	29.85	7.5%	5.39	1.4%	93%	False	False	88,496,559
60	398.12	364.82	33.30	8.4%	5.03	1.3%	94%	False	False	82,381,201
80	398.12	362.03	36.09	9.1%	4.67	1.2%	94%	False	False	77,004,443
100	398.12	327.24	70.88	17.9%	4.64	1.2%	97%	False	False	76,962,332
120	398.12	322.60	75.52	19.1%	4.74	1.2%	97%	False	False	76,229,256

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	False
Stretch	1.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	422.42
2.618	412.43
1.618	406.31
1.000	402.53
0.618	400.19
HIGH	396.41
0.618	394.07
0.500	393.35
0.382	392.63
LOW	390.29
0.618	386.51
1.000	384.17
1.618	380.39
2.618	374.27
4.250	364.28

Fisher Pivots for day following 26-Mar-2021
Pivot	1 day	3 day
R1	395.10	394.04
PP	394.23	392.10
S1	393.35	390.16

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

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