SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Mar-2024

Day Change Summary
	Previous	Current
	05-Mar-2024	06-Mar-2024	Change	Change %	Previous Week
Open	510.24	510.55	0.31	0.1%	508.30
High	510.70	512.07	1.37	0.3%	513.29
Low	504.91	508.42	3.51	0.7%	504.75
Close	507.18	509.75	2.57	0.5%	512.85
Range	5.79	3.65	-2.14	-37.0%	8.54
ATR	4.42	4.45	0.03	0.8%	0.00
Volume	72,855,600	68,382,300	-4,473,300	-6.1%	316,517,300

Daily Pivots for day following 06-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	521.03	519.04	511.76
R3	517.38	515.39	510.75
R2	513.73	513.73	510.42
R1	511.74	511.74	510.08	510.91
PP	510.08	510.08	510.08	509.66
S1	508.09	508.09	509.42	507.26
S2	506.43	506.43	509.08
S3	502.78	504.44	508.75
S4	499.13	500.79	507.74

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%	4.15	0.8%	52%	False	False	70,361,320
10	514.20	503.02	11.18	2.2%	3.65	0.7%	60%	False	False	64,527,870
20	514.20	490.72	23.49	4.6%	3.69	0.7%	81%	False	False	66,935,175
40	514.20	469.87	44.33	8.7%	3.80	0.7%	90%	False	False	72,248,270
60	514.20	457.21	56.99	11.2%	3.80	0.7%	92%	False	False	77,297,501
80	514.20	433.40	80.80	15.9%	3.69	0.7%	94%	False	False	75,233,920
100	514.20	409.21	104.99	20.6%	3.92	0.8%	96%	False	False	78,252,119
120	514.20	409.21	104.99	20.6%	4.09	0.8%	96%	False	False	79,910,215

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	0.72
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	527.58
2.618	521.62
1.618	517.97
1.000	515.72
0.618	514.32
HIGH	512.07
0.618	510.68
0.500	510.24
0.382	509.81
LOW	508.42
0.618	506.16
1.000	504.77
1.618	502.52
2.618	498.87
4.250	492.91

Fisher Pivots for day following 06-Mar-2024
Pivot	1 day	3 day
R1	510.24	509.69
PP	510.08	509.62
S1	509.91	509.56

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

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