SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Feb-2024

Day Change Summary
	Previous	Current
	27-Feb-2024	28-Feb-2024	Change	Change %	Previous Week
Open	506.70	505.33	-1.37	-0.3%	497.72
High	507.16	506.86	-0.31	-0.1%	510.13
Low	504.75	504.96	0.21	0.0%	493.56
Close	506.93	506.26	-0.67	-0.1%	507.85
Range	2.41	1.90	-0.52	-21.4%	16.57
ATR	4.45	4.27	-0.18	-4.0%	0.00
Volume	48,854,500	56,506,600	7,652,100	15.7%	269,064,700

Daily Pivots for day following 28-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	511.71	510.88	507.30
R3	509.82	508.99	506.78
R2	507.92	507.92	506.61
R1	507.09	507.09	506.43	507.51
PP	506.03	506.03	506.03	506.23
S1	505.20	505.20	506.09	505.61
S2	504.13	504.13	505.91
S3	502.24	503.30	505.74
S4	500.34	501.41	505.22

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	503.02	7.11	1.4%	3.14	0.6%	46%	False	False	58,694,420
10	510.13	493.56	16.57	3.3%	3.57	0.7%	77%	False	False	63,041,610
20	510.13	482.86	27.27	5.4%	3.89	0.8%	86%	False	False	71,785,165
40	510.13	466.43	43.70	8.6%	3.80	0.8%	91%	False	False	75,248,692
60	510.13	454.31	55.82	11.0%	3.77	0.7%	93%	False	False	77,559,518
80	510.13	426.56	83.57	16.5%	3.63	0.7%	95%	False	False	75,698,091
100	510.13	409.21	100.92	19.9%	4.00	0.8%	96%	False	False	78,782,545
120	510.13	409.21	100.92	19.9%	4.03	0.8%	96%	False	False	79,648,231

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.96
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	514.91
2.618	511.82
1.618	509.92
1.000	508.75
0.618	508.03
HIGH	506.86
0.618	506.13
0.500	505.91
0.382	505.68
LOW	504.96
0.618	503.79
1.000	503.07
1.618	501.89
2.618	500.00
4.250	496.91

Fisher Pivots for day following 28-Feb-2024
Pivot	1 day	3 day
R1	506.14	506.75
PP	506.03	506.59
S1	505.91	506.42

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

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