SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Mar-2024

Day Change Summary
	Previous	Current
	01-Mar-2024	04-Mar-2024	Change	Change %	Previous Week
Open	508.98	512.03	3.05	0.6%	508.30
High	513.29	514.20	0.91	0.2%	513.29
Low	508.56	512.00	3.44	0.7%	504.75
Close	512.85	512.30	-0.55	-0.1%	512.85
Range	4.73	2.20	-2.53	-53.5%	8.54
ATR	4.35	4.19	-0.15	-3.5%	0.00
Volume	76,844,800	49,799,200	-27,045,600	-35.2%	316,517,300

Daily Pivots for day following 04-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	519.43	518.07	513.51
R3	517.23	515.87	512.91
R2	515.03	515.03	512.70
R1	513.67	513.67	512.50	514.35
PP	512.83	512.83	512.83	513.18
S1	511.47	511.47	512.10	512.15
S2	510.63	510.63	511.90
S3	508.43	509.27	511.70
S4	506.23	507.07	511.09

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	514.20	504.75	9.45	1.8%	3.13	0.6%	80%	True	False	63,185,960
10	514.20	493.56	20.64	4.0%	3.48	0.7%	91%	True	False	63,538,120
20	514.20	490.23	23.97	4.7%	3.54	0.7%	92%	True	False	66,457,065
40	514.20	466.43	47.77	9.3%	3.83	0.7%	96%	True	False	72,742,270
60	514.20	454.31	59.89	11.7%	3.76	0.7%	97%	True	False	77,212,203
80	514.20	433.40	80.80	15.8%	3.65	0.7%	98%	True	False	75,043,472
100	514.20	409.21	104.99	20.5%	3.91	0.8%	98%	True	False	78,250,329
120	514.20	409.21	104.99	20.5%	4.06	0.8%	98%	True	False	79,797,938

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	0.78
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	523.55
2.618	519.96
1.618	517.76
1.000	516.40
0.618	515.56
HIGH	514.20
0.618	513.36
0.500	513.10
0.382	512.84
LOW	512.00
0.618	510.64
1.000	509.80
1.618	508.44
2.618	506.24
4.250	502.65

Fisher Pivots for day following 04-Mar-2024
Pivot	1 day	3 day
R1	513.10	511.46
PP	512.83	510.62
S1	512.57	509.78

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

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