SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Feb-2024

Day Change Summary
	Previous	Current
	23-Feb-2024	26-Feb-2024	Change	Change %	Previous Week
Open	509.27	508.30	-0.97	-0.2%	497.72
High	510.13	508.75	-1.38	-0.3%	510.13
Low	507.10	505.86	-1.24	-0.2%	493.56
Close	507.85	505.99	-1.86	-0.4%	507.85
Range	3.03	2.89	-0.14	-4.6%	16.57
ATR	4.74	4.60	-0.13	-2.8%	0.00
Volume	61,321,800	50,386,700	-10,935,100	-17.8%	269,064,700

Daily Pivots for day following 26-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	515.54	513.65	507.58
R3	512.65	510.76	506.78
R2	509.76	509.76	506.52
R1	507.87	507.87	506.25	507.37
PP	506.87	506.87	506.87	506.62
S1	504.98	504.98	505.73	504.48
S2	503.98	503.98	505.46
S3	501.09	502.09	505.20
S4	498.20	499.20	504.40

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	553.56	547.27	516.96
R3	536.99	530.70	512.41
R2	520.42	520.42	510.89
R1	514.13	514.13	509.37	517.28
PP	503.85	503.85	503.85	505.42
S1	497.56	497.56	506.33	500.71
S2	487.28	487.28	504.81
S3	470.71	480.99	503.29
S4	454.14	464.42	498.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	510.13	493.56	16.57	3.3%	3.83	0.8%	75%	False	False	63,890,280
10	510.13	490.72	19.42	3.8%	4.10	0.8%	79%	False	False	69,465,640
20	510.13	482.86	27.27	5.4%	3.97	0.8%	85%	False	False	72,514,160
40	510.13	466.43	43.70	8.6%	3.82	0.8%	91%	False	False	77,600,695
60	510.13	453.34	56.79	11.2%	3.82	0.8%	93%	False	False	78,185,143
80	510.13	414.21	95.92	19.0%	3.69	0.7%	96%	False	False	76,602,742
100	510.13	409.21	100.92	19.9%	4.08	0.8%	96%	False	False	79,641,069
120	510.13	409.21	100.92	19.9%	4.05	0.8%	96%	False	False	79,819,595

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	1.23
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	521.03
2.618	516.32
1.618	513.43
1.000	511.64
0.618	510.54
HIGH	508.75
0.618	507.65
0.500	507.31
0.382	506.96
LOW	505.86
0.618	504.07
1.000	502.97
1.618	501.18
2.618	498.29
4.250	493.58

Fisher Pivots for day following 26-Feb-2024
Pivot	1 day	3 day
R1	507.31	506.58
PP	506.87	506.38
S1	506.43	506.19

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

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