SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Mar-2023

Day Change Summary
	Previous	Current
	28-Feb-2023	01-Mar-2023	Change	Change %	Previous Week
Open	397.23	395.41	-1.82	-0.5%	403.06
High	399.28	396.69	-2.59	-0.6%	404.16
Low	396.15	393.38	-2.77	-0.7%	393.64
Close	396.26	394.74	-1.52	-0.4%	396.38
Range	3.13	3.31	0.18	5.8%	10.52
ATR	5.79	5.61	-0.18	-3.1%	0.00
Volume	96,438,500	99,706,800	3,268,300	3.4%	370,834,900

Daily Pivots for day following 01-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	404.87	403.11	396.56
R3	401.56	399.80	395.65
R2	398.25	398.25	395.35
R1	396.49	396.49	395.04	395.72
PP	394.94	394.94	394.94	394.55
S1	393.18	393.18	394.44	392.41
S2	391.63	391.63	394.13
S3	388.32	389.87	393.83
S4	385.01	386.56	392.92

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	393.38	8.82	2.2%	4.11	1.0%	15%	False	True	96,205,360
10	414.06	393.38	20.68	5.2%	4.28	1.1%	7%	False	True	87,479,930
20	418.31	393.38	24.93	6.3%	5.28	1.3%	5%	False	True	85,146,510
40	418.31	377.83	40.48	10.3%	5.52	1.4%	42%	False	False	81,959,480
60	418.31	374.77	43.54	11.0%	5.73	1.5%	46%	False	False	82,299,231
80	418.31	368.79	49.52	12.5%	5.77	1.5%	52%	False	False	81,850,850
100	418.31	348.11	70.20	17.8%	6.33	1.6%	66%	False	False	85,037,720
120	418.31	348.11	70.20	17.8%	6.53	1.7%	66%	False	False	87,151,090

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	1.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	410.76
2.618	405.36
1.618	402.05
1.000	400.00
0.618	398.74
HIGH	396.69
0.618	395.43
0.500	395.04
0.382	394.64
LOW	393.38
0.618	391.33
1.000	390.07
1.618	388.02
2.618	384.71
4.250	379.31

Fisher Pivots for day following 01-Mar-2023
Pivot	1 day	3 day
R1	395.04	397.34
PP	394.94	396.47
S1	394.84	395.61

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