SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Mar-2023

Day Change Summary
	Previous	Current
	03-Mar-2023	06-Mar-2023	Change	Change %	Previous Week
Open	399.71	405.05	5.34	1.3%	399.87
High	404.45	407.45	3.00	0.7%	404.45
Low	399.03	404.01	4.98	1.2%	392.33
Close	404.19	404.47	0.28	0.1%	404.19
Range	5.42	3.44	-1.98	-36.5%	12.12
ATR	5.74	5.57	-0.16	-2.9%	0.00
Volume	90,119,900	72,795,900	-17,324,000	-19.2%	452,114,600

Daily Pivots for day following 06-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	415.63	413.49	406.36
R3	412.19	410.05	405.42
R2	408.75	408.75	405.10
R1	406.61	406.61	404.79	405.96
PP	405.31	405.31	405.31	404.99
S1	403.17	403.17	404.15	402.52
S2	401.87	401.87	403.84
S3	398.43	399.73	403.52
S4	394.99	396.29	402.58

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	407.45	392.33	15.12	3.7%	4.33	1.1%	80%	True	False	88,893,160
10	407.45	392.33	15.12	3.7%	4.52	1.1%	80%	True	False	89,574,540
20	416.49	392.33	24.16	6.0%	4.91	1.2%	50%	False	False	82,670,025
40	418.31	379.41	38.90	9.6%	5.46	1.3%	64%	False	False	82,223,612
60	418.31	374.77	43.54	10.8%	5.64	1.4%	68%	False	False	82,427,828
80	418.31	373.61	44.70	11.1%	5.71	1.4%	69%	False	False	81,718,705
100	418.31	348.11	70.20	17.4%	6.24	1.5%	80%	False	False	84,859,268
120	418.31	348.11	70.20	17.4%	6.53	1.6%	80%	False	False	87,330,555

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	1.10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	422.07
2.618	416.46
1.618	413.02
1.000	410.89
0.618	409.58
HIGH	407.45
0.618	406.14
0.500	405.73
0.382	405.32
LOW	404.01
0.618	401.88
1.000	400.57
1.618	398.44
2.618	395.00
4.250	389.39

Fisher Pivots for day following 06-Mar-2023
Pivot	1 day	3 day
R1	405.73	402.94
PP	405.31	401.42
S1	404.89	399.89

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

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