SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Feb-2023

Day Change Summary
	Previous	Current
	24-Feb-2023	27-Feb-2023	Change	Change %	Previous Week
Open	395.42	399.87	4.45	1.1%	403.06
High	397.25	401.29	4.04	1.0%	404.16
Low	393.64	396.75	3.11	0.8%	393.64
Close	396.38	397.73	1.35	0.3%	396.38
Range	3.61	4.54	0.93	25.8%	10.52
ATR	6.08	5.99	-0.08	-1.4%	0.00
Volume	108,194,400	80,444,700	-27,749,700	-25.6%	370,834,900

Daily Pivots for day following 27-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	412.21	409.51	400.23
R3	407.67	404.97	398.98
R2	403.13	403.13	398.56
R1	400.43	400.43	398.15	399.51
PP	398.59	398.59	398.59	398.13
S1	395.89	395.89	397.31	394.97
S2	394.05	394.05	396.90
S3	389.51	391.35	396.48
S4	384.97	386.81	395.23

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	404.16	393.64	10.52	2.6%	4.71	1.2%	39%	False	False	90,255,920
10	415.05	393.64	21.41	5.4%	4.76	1.2%	19%	False	False	83,195,680
20	418.31	393.64	24.67	6.2%	5.49	1.4%	17%	False	False	83,389,930
40	418.31	377.83	40.48	10.2%	5.59	1.4%	49%	False	False	80,830,672
60	418.31	374.77	43.54	10.9%	5.95	1.5%	53%	False	False	82,712,888
80	418.31	368.79	49.52	12.5%	5.95	1.5%	58%	False	False	82,054,007
100	418.31	348.11	70.20	17.7%	6.47	1.6%	71%	False	False	84,992,950
120	418.31	348.11	70.20	17.7%	6.59	1.7%	71%	False	False	86,746,559

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	420.59
2.618	413.18
1.618	408.64
1.000	405.83
0.618	404.10
HIGH	401.29
0.618	399.56
0.500	399.02
0.382	398.48
LOW	396.75
0.618	393.94
1.000	392.21
1.618	389.40
2.618	384.86
4.250	377.46

Fisher Pivots for day following 27-Feb-2023
Pivot	1 day	3 day
R1	399.02	397.92
PP	398.59	397.86
S1	398.16	397.79

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

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