SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Feb-2023

Day Change Summary
	Previous	Current
	23-Feb-2023	24-Feb-2023	Change	Change %	Previous Week
Open	401.56	395.42	-6.14	-1.5%	403.06
High	402.20	397.25	-4.95	-1.2%	404.16
Low	396.25	393.64	-2.61	-0.7%	393.64
Close	400.66	396.38	-4.28	-1.1%	396.38
Range	5.95	3.61	-2.34	-39.3%	10.52
ATR	6.00	6.08	0.07	1.2%	0.00
Volume	96,242,400	108,194,400	11,952,000	12.4%	370,834,900

Daily Pivots for day following 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	406.59	405.09	398.37
R3	402.98	401.48	397.37
R2	399.37	399.37	397.04
R1	397.87	397.87	396.71	398.62
PP	395.76	395.76	395.76	396.13
S1	394.26	394.26	396.05	395.01
S2	392.15	392.15	395.72
S3	388.54	390.65	395.39
S4	384.93	387.04	394.39

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	429.62	423.52	402.17
R3	419.10	413.00	399.27
R2	408.58	408.58	398.31
R1	402.48	402.48	397.34	400.27
PP	398.06	398.06	398.06	396.96
S1	391.96	391.96	395.42	389.75
S2	387.54	387.54	394.45
S3	377.02	381.44	393.49
S4	366.50	370.92	390.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	407.51	393.64	13.87	3.5%	4.49	1.1%	20%	False	True	92,018,540
10	415.05	393.64	21.41	5.4%	4.65	1.2%	13%	False	True	82,228,180
20	418.31	393.64	24.67	6.2%	5.50	1.4%	11%	False	True	82,785,000
40	418.31	376.42	41.89	10.6%	5.65	1.4%	48%	False	False	80,592,342
60	418.31	374.77	43.54	11.0%	5.94	1.5%	50%	False	False	82,243,976
80	418.31	368.79	49.52	12.5%	5.93	1.5%	56%	False	False	82,256,338
100	418.31	348.11	70.20	17.7%	6.52	1.6%	69%	False	False	85,086,067
120	418.31	348.11	70.20	17.7%	6.65	1.7%	69%	False	False	86,906,454

Crabel Price Patterns
NR	True
NR4	True
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	1.22
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	412.59
2.618	406.70
1.618	403.09
1.000	400.86
0.618	399.48
HIGH	397.25
0.618	395.87
0.500	395.45
0.382	395.02
LOW	393.64
0.618	391.41
1.000	390.03
1.618	387.80
2.618	384.19
4.250	378.30

Fisher Pivots for day following 24-Feb-2023
Pivot	1 day	3 day
R1	396.07	397.92
PP	395.76	397.41
S1	395.45	396.89

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

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