SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Mar-2023

Day Change Summary
	Previous	Current
	02-Mar-2023	03-Mar-2023	Change	Change %	Previous Week
Open	392.68	399.71	7.03	1.8%	399.87
High	398.69	404.45	5.76	1.4%	404.45
Low	392.33	399.03	6.70	1.7%	392.33
Close	397.81	404.19	6.38	1.6%	404.19
Range	6.36	5.42	-0.94	-14.8%	12.12
ATR	5.67	5.74	0.07	1.2%	0.00
Volume	85,404,700	90,119,900	4,715,200	5.5%	452,114,600

Daily Pivots for day following 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	418.82	416.92	407.17
R3	413.40	411.50	405.68
R2	407.98	407.98	405.18
R1	406.08	406.08	404.69	407.03
PP	402.56	402.56	402.56	403.03
S1	400.66	400.66	403.69	401.61
S2	397.14	397.14	403.20
S3	391.72	395.24	402.70
S4	386.30	389.82	401.21

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	436.68	432.56	410.86
R3	424.56	420.44	407.52
R2	412.44	412.44	406.41
R1	408.32	408.32	405.30	410.38
PP	400.32	400.32	400.32	401.36
S1	396.20	396.20	403.08	398.26
S2	388.20	388.20	401.97
S3	376.08	384.08	400.86
S4	363.96	371.96	397.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	404.45	392.33	12.12	3.0%	4.55	1.1%	98%	True	False	90,422,920
10	407.51	392.33	15.18	3.8%	4.52	1.1%	78%	False	False	91,220,730
20	416.97	392.33	24.64	6.1%	5.03	1.2%	48%	False	False	83,767,065
40	418.31	378.76	39.55	9.8%	5.45	1.3%	64%	False	False	82,327,975
60	418.31	374.77	43.54	10.8%	5.72	1.4%	68%	False	False	82,514,100
80	418.31	373.61	44.70	11.1%	5.73	1.4%	68%	False	False	81,662,342
100	418.31	348.11	70.20	17.4%	6.27	1.6%	80%	False	False	84,891,736
120	418.31	348.11	70.20	17.4%	6.53	1.6%	80%	False	False	87,301,057

Crabel Price Patterns
NR	True
NR4	False
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	1.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	427.49
2.618	418.64
1.618	413.22
1.000	409.87
0.618	407.80
HIGH	404.45
0.618	402.38
0.500	401.74
0.382	401.10
LOW	399.03
0.618	395.68
1.000	393.61
1.618	390.26
2.618	384.84
4.250	376.00

Fisher Pivots for day following 03-Mar-2023
Pivot	1 day	3 day
R1	403.37	402.26
PP	402.56	400.32
S1	401.74	398.39

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

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