SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Mar-2023

Day Change Summary
	Previous	Current
	06-Mar-2023	07-Mar-2023	Change	Change %	Previous Week
Open	405.05	404.42	-0.63	-0.2%	399.87
High	407.45	404.67	-2.78	-0.7%	404.45
Low	404.01	397.63	-6.39	-1.6%	392.33
Close	404.47	398.27	-6.20	-1.5%	404.19
Range	3.44	7.05	3.61	104.8%	12.12
ATR	5.57	5.68	0.11	1.9%	0.00
Volume	72,795,900	108,310,600	35,514,700	48.8%	452,114,600

Daily Pivots for day following 07-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	421.32	416.84	402.14
R3	414.28	409.80	400.21
R2	407.23	407.23	399.56
R1	402.75	402.75	398.92	401.47
PP	400.19	400.19	400.19	399.55
S1	395.71	395.71	397.62	394.43
S2	393.14	393.14	396.98
S3	386.10	388.66	396.33
S4	379.05	381.62	394.40

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	3.8%	5.12	1.3%	39%	False	False	91,267,580
10	407.45	392.33	15.12	3.8%	4.69	1.2%	39%	False	False	92,140,010
20	416.49	392.33	24.16	6.1%	5.10	1.3%	25%	False	False	85,070,790
40	418.31	386.27	32.04	8.0%	5.39	1.4%	37%	False	False	82,326,637
60	418.31	374.77	43.54	10.9%	5.69	1.4%	54%	False	False	83,134,208
80	418.31	373.61	44.70	11.2%	5.71	1.4%	55%	False	False	82,014,575
100	418.31	348.11	70.20	17.6%	6.23	1.6%	71%	False	False	85,017,547
120	418.31	348.11	70.20	17.6%	6.49	1.6%	71%	False	False	87,208,585

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.01
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	434.61
2.618	423.11
1.618	416.07
1.000	411.72
0.618	409.02
HIGH	404.67
0.618	401.98
0.500	401.15
0.382	400.32
LOW	397.63
0.618	393.27
1.000	390.58
1.618	386.23
2.618	379.18
4.250	367.68

Fisher Pivots for day following 07-Mar-2023
Pivot	1 day	3 day
R1	401.15	402.54
PP	400.19	401.12
S1	399.23	399.69

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

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