SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Mar-2024

Day Change Summary
	Previous	Current
	04-Mar-2024	05-Mar-2024	Change	Change %	Previous Week
Open	512.03	510.24	-1.79	-0.3%	508.30
High	514.20	510.70	-3.50	-0.7%	513.29
Low	512.00	504.91	-7.09	-1.4%	504.75
Close	512.30	507.18	-5.12	-1.0%	512.85
Range	2.20	5.79	3.59	163.2%	8.54
ATR	4.19	4.42	0.23	5.4%	0.00
Volume	49,799,200	72,855,600	23,056,400	46.3%	316,517,300

Daily Pivots for day following 05-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	524.97	521.86	510.36
R3	519.18	516.07	508.77
R2	513.39	513.39	508.24
R1	510.28	510.28	507.71	508.94
PP	507.60	507.60	507.60	506.93
S1	504.49	504.49	506.65	503.15
S2	501.81	501.81	506.12
S3	496.02	498.70	505.59
S4	490.23	492.91	504.00

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	504.91	9.29	1.8%	3.80	0.7%	24%	False	True	67,986,180
10	514.20	493.56	20.64	4.1%	3.66	0.7%	66%	False	False	63,650,010
20	514.20	490.72	23.49	4.6%	3.62	0.7%	70%	False	False	66,311,990
40	514.20	468.30	45.90	9.1%	3.87	0.8%	85%	False	False	72,410,687
60	514.20	456.29	57.91	11.4%	3.78	0.7%	88%	False	False	77,274,386
80	514.20	433.40	80.80	15.9%	3.68	0.7%	91%	False	False	75,150,966
100	514.20	409.21	104.99	20.7%	3.92	0.8%	93%	False	False	78,192,813
120	514.20	409.21	104.99	20.7%	4.08	0.8%	93%	False	False	79,842,023

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.76
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	535.31
2.618	525.86
1.618	520.07
1.000	516.49
0.618	514.28
HIGH	510.70
0.618	508.49
0.500	507.81
0.382	507.12
LOW	504.91
0.618	501.33
1.000	499.12
1.618	495.54
2.618	489.75
4.250	480.30

Fisher Pivots for day following 05-Mar-2024
Pivot	1 day	3 day
R1	507.81	509.56
PP	507.60	508.76
S1	507.39	507.97

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

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