SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Mar-2023

Day Change Summary
	Previous	Current
	07-Mar-2023	08-Mar-2023	Change	Change %	Previous Week
Open	404.42	398.39	-6.03	-1.5%	399.87
High	404.67	399.71	-4.96	-1.2%	404.45
Low	397.63	396.59	-1.04	-0.3%	392.33
Close	398.27	398.92	0.65	0.2%	404.19
Range	7.05	3.12	-3.93	-55.7%	12.12
ATR	5.68	5.49	-0.18	-3.2%	0.00
Volume	108,310,600	74,746,600	-33,564,000	-31.0%	452,114,600

Daily Pivots for day following 08-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	407.77	406.46	400.64
R3	404.65	403.34	399.78
R2	401.53	401.53	399.49
R1	400.22	400.22	399.21	400.88
PP	398.41	398.41	398.41	398.73
S1	397.10	397.10	398.63	397.76
S2	395.29	395.29	398.35
S3	392.17	393.98	398.06
S4	389.05	390.86	397.20

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%	5.08	1.3%	44%	False	False	86,275,540
10	407.45	392.33	15.12	3.8%	4.59	1.2%	44%	False	False	91,240,450
20	415.05	392.33	22.72	5.7%	4.81	1.2%	29%	False	False	84,258,585
40	418.31	386.27	32.04	8.0%	5.32	1.3%	39%	False	False	82,345,852
60	418.31	374.77	43.54	10.9%	5.68	1.4%	55%	False	False	83,367,686
80	418.31	374.77	43.54	10.9%	5.65	1.4%	55%	False	False	81,967,715
100	418.31	348.11	70.20	17.6%	6.23	1.6%	72%	False	False	84,995,095
120	418.31	348.11	70.20	17.6%	6.48	1.6%	72%	False	False	87,122,942

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.98
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	412.97
2.618	407.88
1.618	404.76
1.000	402.83
0.618	401.64
HIGH	399.71
0.618	398.52
0.500	398.15
0.382	397.78
LOW	396.59
0.618	394.66
1.000	393.47
1.618	391.54
2.618	388.42
4.250	383.33

Fisher Pivots for day following 08-Mar-2023
Pivot	1 day	3 day
R1	398.66	402.02
PP	398.41	400.99
S1	398.15	399.95

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

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