SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Feb-2023

Day Change Summary
	Previous	Current
	17-Feb-2023	21-Feb-2023	Change	Change %	Previous Week
Open	406.06	403.06	-3.00	-0.7%	408.72
High	407.51	404.16	-3.35	-0.8%	415.05
Low	404.05	398.82	-5.23	-1.3%	404.05
Close	407.26	399.09	-8.17	-2.0%	407.26
Range	3.46	5.34	1.88	54.3%	11.00
ATR	5.98	6.15	0.18	2.9%	0.00
Volume	89,257,800	82,655,900	-6,601,900	-7.4%	380,677,200

Daily Pivots for day following 21-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	416.71	413.24	402.03
R3	411.37	407.90	400.56
R2	406.03	406.03	400.07
R1	402.56	402.56	399.58	401.63
PP	400.69	400.69	400.69	400.22
S1	397.22	397.22	398.60	396.29
S2	395.35	395.35	398.11
S3	390.01	391.88	397.62
S4	384.67	386.54	396.15

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	441.79	435.52	413.31
R3	430.79	424.52	410.29
R2	419.79	419.79	409.28
R1	413.52	413.52	408.27	411.16
PP	408.79	408.79	408.79	407.60
S1	402.52	402.52	406.25	400.16
S2	397.79	397.79	405.24
S3	386.79	391.52	404.24
S4	375.79	380.52	401.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	415.05	398.82	16.23	4.1%	4.94	1.2%	2%	False	True	79,683,920
10	416.49	398.82	17.67	4.4%	5.51	1.4%	2%	False	True	78,001,570
20	418.31	393.56	24.75	6.2%	5.59	1.4%	22%	False	False	79,206,675
40	418.31	374.77	43.54	10.9%	5.81	1.5%	56%	False	False	78,678,272
60	418.31	374.77	43.54	10.9%	5.89	1.5%	56%	False	False	80,221,471
80	418.31	368.79	49.52	12.4%	6.03	1.5%	61%	False	False	82,233,612
100	418.31	348.11	70.20	17.6%	6.64	1.7%	73%	False	False	85,978,934
120	418.31	348.11	70.20	17.6%	6.71	1.7%	73%	False	False	86,508,479

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	1.10
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	426.86
2.618	418.14
1.618	412.80
1.000	409.50
0.618	407.46
HIGH	404.16
0.618	402.12
0.500	401.49
0.382	400.86
LOW	398.82
0.618	395.52
1.000	393.48
1.618	390.18
2.618	384.84
4.250	376.13

Fisher Pivots for day following 21-Feb-2023
Pivot	1 day	3 day
R1	401.49	405.87
PP	400.69	403.61
S1	399.89	401.35

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

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