SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Mar-2024

Day Change Summary
	Previous	Current
	29-Feb-2024	01-Mar-2024	Change	Change %	Previous Week
Open	508.07	508.98	0.91	0.2%	508.30
High	509.74	513.29	3.55	0.7%	513.29
Low	505.35	508.56	3.21	0.6%	504.75
Close	508.08	512.85	4.77	0.9%	512.85
Range	4.39	4.73	0.34	7.7%	8.54
ATR	4.28	4.35	0.07	1.6%	0.00
Volume	83,924,700	76,844,800	-7,079,900	-8.4%	316,517,300

Daily Pivots for day following 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	525.76	524.03	515.45
R3	521.03	519.30	514.15
R2	516.30	516.30	513.72
R1	514.57	514.57	513.28	515.44
PP	511.57	511.57	511.57	512.00
S1	509.84	509.84	512.42	510.71
S2	506.84	506.84	511.98
S3	502.11	505.11	511.55
S4	497.38	500.38	510.25

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	535.92	532.92	517.55
R3	527.38	524.38	515.20
R2	518.84	518.84	514.42
R1	515.84	515.84	513.63	517.34
PP	510.30	510.30	510.30	511.05
S1	507.30	507.30	512.07	508.80
S2	501.76	501.76	511.28
S3	493.22	498.76	510.50
S4	484.68	490.22	508.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	513.29	504.75	8.54	1.7%	3.26	0.6%	95%	True	False	63,303,460
10	513.29	493.56	19.73	3.8%	3.67	0.7%	98%	True	False	66,111,490
20	513.29	489.30	23.99	4.7%	3.77	0.7%	98%	True	False	68,928,510
40	513.29	466.43	46.86	9.1%	3.87	0.8%	99%	True	False	73,603,092
60	513.29	454.31	58.98	11.5%	3.77	0.7%	99%	True	False	77,545,440
80	513.29	433.40	79.89	15.6%	3.65	0.7%	99%	True	False	75,268,877
100	513.29	409.21	104.08	20.3%	3.95	0.8%	100%	True	False	78,556,080
120	513.29	409.21	104.08	20.3%	4.06	0.8%	100%	True	False	79,884,445

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.89
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	533.39
2.618	525.67
1.618	520.94
1.000	518.02
0.618	516.21
HIGH	513.29
0.618	511.48
0.500	510.93
0.382	510.37
LOW	508.56
0.618	505.64
1.000	503.83
1.618	500.91
2.618	496.18
4.250	488.46

Fisher Pivots for day following 01-Mar-2024
Pivot	1 day	3 day
R1	512.21	511.61
PP	511.57	510.37
S1	510.93	509.13

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

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