SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Feb-2024

Day Change Summary
	Previous	Current
	26-Feb-2024	27-Feb-2024	Change	Change %	Previous Week
Open	508.30	506.70	-1.60	-0.3%	497.72
High	508.75	507.16	-1.59	-0.3%	510.13
Low	505.86	504.75	-1.11	-0.2%	493.56
Close	505.99	506.93	0.94	0.2%	507.85
Range	2.89	2.41	-0.48	-16.6%	16.57
ATR	4.60	4.45	-0.16	-3.4%	0.00
Volume	50,386,700	48,854,500	-1,532,200	-3.0%	269,064,700

Daily Pivots for day following 27-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	513.51	512.63	508.26
R3	511.10	510.22	507.59
R2	508.69	508.69	507.37
R1	507.81	507.81	507.15	508.25
PP	506.28	506.28	506.28	506.50
S1	505.40	505.40	506.71	505.84
S2	503.87	503.87	506.49
S3	501.46	502.99	506.27
S4	499.05	500.58	505.60

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%	3.52	0.7%	81%	False	False	59,313,840
10	510.13	490.72	19.42	3.8%	4.01	0.8%	84%	False	False	68,700,870
20	510.13	482.86	27.27	5.4%	3.88	0.8%	88%	False	False	71,890,750
40	510.13	466.43	43.70	8.6%	3.84	0.8%	93%	False	False	76,893,105
60	510.13	453.34	56.79	11.2%	3.79	0.7%	94%	False	False	77,946,953
80	510.13	418.65	91.48	18.0%	3.67	0.7%	97%	False	False	76,217,610
100	510.13	409.21	100.92	19.9%	4.03	0.8%	97%	False	False	79,092,008
120	510.13	409.21	100.92	19.9%	4.05	0.8%	97%	False	False	79,766,997

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	1.18
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	517.40
2.618	513.47
1.618	511.06
1.000	509.57
0.618	508.65
HIGH	507.16
0.618	506.24
0.500	505.96
0.382	505.67
LOW	504.75
0.618	503.26
1.000	502.34
1.618	500.85
2.618	498.44
4.250	494.51

Fisher Pivots for day following 27-Feb-2024
Pivot	1 day	3 day
R1	506.61	507.44
PP	506.28	507.27
S1	505.96	507.10

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

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