SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Mar-2021

Day Change Summary
	Previous	Current
	29-Mar-2021	30-Mar-2021	Change	Change %	Previous Week
Open	394.40	394.42	0.02	0.0%	390.03
High	396.75	395.45	-1.30	-0.3%	396.41
Low	392.81	393.02	0.21	0.1%	383.90
Close	395.78	394.73	-1.05	-0.3%	395.98
Range	3.94	2.43	-1.51	-38.3%	12.51
ATR	5.56	5.36	-0.20	-3.6%	0.00
Volume	108,107,600	76,262,200	-31,845,400	-29.5%	492,591,400

Daily Pivots for day following 30-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	401.69	400.64	396.07
R3	399.26	398.21	395.40
R2	396.83	396.83	395.18
R1	395.78	395.78	394.95	396.31
PP	394.40	394.40	394.40	394.66
S1	393.35	393.35	394.51	393.88
S2	391.97	391.97	394.28
S3	389.54	390.92	394.06
S4	387.11	388.49	393.39

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	396.75	383.90	12.85	3.3%	4.88	1.2%	84%	False	False	102,499,220
10	398.12	383.90	14.22	3.6%	4.85	1.2%	76%	False	False	100,389,390
20	398.12	371.88	26.24	6.6%	5.51	1.4%	87%	False	False	105,210,105
40	398.12	371.88	26.24	6.6%	5.16	1.3%	87%	False	False	88,041,237
60	398.12	364.82	33.30	8.4%	5.05	1.3%	90%	False	False	83,321,099
80	398.12	362.03	36.09	9.1%	4.68	1.2%	91%	False	False	77,803,667
100	398.12	339.59	58.53	14.8%	4.57	1.2%	94%	False	False	77,012,406
120	398.12	322.60	75.52	19.1%	4.69	1.2%	96%	False	False	76,633,655

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.39
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	405.78
2.618	401.81
1.618	399.38
1.000	397.88
0.618	396.95
HIGH	395.45
0.618	394.52
0.500	394.24
0.382	393.95
LOW	393.02
0.618	391.52
1.000	390.59
1.618	389.09
2.618	386.66
4.250	382.69

Fisher Pivots for day following 30-Mar-2021
Pivot	1 day	3 day
R1	394.57	394.33
PP	394.40	393.92
S1	394.24	393.52

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

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