SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Feb-2024

Day Change Summary
	Previous	Current
	16-Feb-2024	20-Feb-2024	Change	Change %	Previous Week
Open	501.70	497.72	-3.98	-0.8%	501.17
High	502.87	498.41	-4.46	-0.9%	503.50
Low	498.75	494.45	-4.30	-0.9%	490.72
Close	499.51	496.76	-2.75	-0.6%	499.51
Range	4.12	3.96	-0.16	-3.9%	12.79
ATR	4.37	4.42	0.05	1.1%	0.00
Volume	75,532,900	71,736,700	-3,796,200	-5.0%	375,205,000

Daily Pivots for day following 20-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	508.42	506.55	498.94
R3	504.46	502.59	497.85
R2	500.50	500.50	497.49
R1	498.63	498.63	497.12	497.59
PP	496.54	496.54	496.54	496.02
S1	494.67	494.67	496.40	493.63
S2	492.58	492.58	496.03
S3	488.62	490.71	495.67
S4	484.66	486.75	494.58

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	536.26	530.67	506.54
R3	523.48	517.89	503.03
R2	510.69	510.69	501.85
R1	505.10	505.10	500.68	501.51
PP	497.91	497.91	497.91	496.11
S1	492.32	492.32	498.34	488.72
S2	485.12	485.12	497.17
S3	472.34	479.53	495.99
S4	459.55	466.75	492.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	502.87	490.72	12.16	2.4%	4.51	0.9%	50%	False	False	78,087,900
10	503.50	490.72	12.79	2.6%	3.58	0.7%	47%	False	False	68,973,970
20	503.50	482.86	20.64	4.2%	3.79	0.8%	67%	False	False	74,172,260
40	503.50	466.43	37.07	7.5%	3.74	0.8%	82%	False	False	78,338,202
60	503.50	453.34	50.16	10.1%	3.69	0.7%	87%	False	False	77,419,976
80	503.50	409.21	94.29	19.0%	3.76	0.8%	93%	False	False	78,547,683
100	503.50	409.21	94.29	19.0%	4.14	0.8%	93%	False	False	81,122,662
120	503.50	409.21	94.29	19.0%	4.06	0.8%	93%	False	False	80,065,008

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	1.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	515.24
2.618	508.78
1.618	504.82
1.000	502.37
0.618	500.86
HIGH	498.41
0.618	496.90
0.500	496.43
0.382	495.96
LOW	494.45
0.618	492.00
1.000	490.49
1.618	488.04
2.618	484.08
4.250	477.62

Fisher Pivots for day following 20-Feb-2024
Pivot	1 day	3 day
R1	496.65	498.66
PP	496.54	498.03
S1	496.43	497.39

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

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