SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Feb-2024

Day Change Summary
	Previous	Current
	20-Feb-2024	21-Feb-2024	Change	Change %	Previous Week
Open	497.72	495.42	-2.30	-0.5%	501.17
High	498.41	497.37	-1.04	-0.2%	503.50
Low	494.45	493.56	-0.89	-0.2%	490.72
Close	496.76	497.21	0.45	0.1%	499.51
Range	3.96	3.81	-0.15	-3.8%	12.79
ATR	4.42	4.37	-0.04	-1.0%	0.00
Volume	71,736,700	59,603,700	-12,133,000	-16.9%	375,205,000

Daily Pivots for day following 21-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	507.48	506.15	499.31
R3	503.67	502.34	498.26
R2	499.86	499.86	497.91
R1	498.53	498.53	497.56	499.20
PP	496.05	496.05	496.05	496.38
S1	494.72	494.72	496.86	495.39
S2	492.24	492.24	496.51
S3	488.43	490.91	496.16
S4	484.62	487.10	495.11

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	493.56	9.31	1.9%	3.99	0.8%	39%	False	True	67,388,800
10	503.50	490.72	12.79	2.6%	3.74	0.8%	51%	False	False	69,342,480
20	503.50	482.86	20.64	4.2%	3.87	0.8%	70%	False	False	74,655,185
40	503.50	466.43	37.07	7.5%	3.73	0.8%	83%	False	False	77,661,610
60	503.50	453.34	50.16	10.1%	3.72	0.7%	87%	False	False	77,422,596
80	503.50	409.21	94.29	19.0%	3.74	0.8%	93%	False	False	78,114,941
100	503.50	409.21	94.29	19.0%	4.12	0.8%	93%	False	False	80,671,641
120	503.50	409.21	94.29	19.0%	4.03	0.8%	93%	False	False	79,869,356

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	1.19
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	513.56
2.618	507.34
1.618	503.53
1.000	501.18
0.618	499.72
HIGH	497.37
0.618	495.91
0.500	495.47
0.382	495.02
LOW	493.56
0.618	491.21
1.000	489.75
1.618	487.40
2.618	483.59
4.250	477.37

Fisher Pivots for day following 21-Feb-2024
Pivot	1 day	3 day
R1	496.63	498.22
PP	496.05	497.88
S1	495.47	497.55

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

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