SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Feb-2023

Day Change Summary
	Previous	Current
	27-Feb-2023	28-Feb-2023	Change	Change %	Previous Week
Open	399.87	397.23	-2.64	-0.7%	403.06
High	401.29	399.28	-2.01	-0.5%	404.16
Low	396.75	396.15	-0.60	-0.2%	393.64
Close	397.73	396.26	-1.47	-0.4%	396.38
Range	4.54	3.13	-1.41	-31.1%	10.52
ATR	5.99	5.79	-0.20	-3.4%	0.00
Volume	80,444,700	96,438,500	15,993,800	19.9%	370,834,900

Daily Pivots for day following 28-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	406.62	404.57	397.98
R3	403.49	401.44	397.12
R2	400.36	400.36	396.83
R1	398.31	398.31	396.55	397.77
PP	397.23	397.23	397.23	396.96
S1	395.18	395.18	395.97	394.64
S2	394.10	394.10	395.69
S3	390.97	392.05	395.40
S4	387.84	388.92	394.54

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	402.20	393.64	8.56	2.2%	4.27	1.1%	31%	False	False	93,012,440
10	415.05	393.64	21.41	5.4%	4.60	1.2%	12%	False	False	86,348,180
20	418.31	393.64	24.67	6.2%	5.40	1.4%	11%	False	False	84,501,755
40	418.31	377.83	40.48	10.2%	5.54	1.4%	46%	False	False	81,567,365
60	418.31	374.77	43.54	11.0%	5.76	1.5%	49%	False	False	81,910,753
80	418.31	368.79	49.52	12.5%	5.90	1.5%	55%	False	False	82,191,893
100	418.31	348.11	70.20	17.7%	6.39	1.6%	69%	False	False	84,921,308
120	418.31	348.11	70.20	17.7%	6.57	1.7%	69%	False	False	86,911,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.33
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	412.58
2.618	407.47
1.618	404.34
1.000	402.41
0.618	401.21
HIGH	399.28
0.618	398.08
0.500	397.72
0.382	397.35
LOW	396.15
0.618	394.22
1.000	393.02
1.618	391.09
2.618	387.96
4.250	382.85

Fisher Pivots for day following 28-Feb-2023
Pivot	1 day	3 day
R1	397.72	397.47
PP	397.23	397.06
S1	396.75	396.66

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols