SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Mar-2024

Day Change Summary
	Previous	Current
	06-Mar-2024	07-Mar-2024	Change	Change %	Previous Week
Open	510.55	513.14	2.59	0.5%	508.30
High	512.07	515.89	3.82	0.7%	513.29
Low	508.42	509.81	1.39	0.3%	504.75
Close	509.75	514.81	5.06	1.0%	512.85
Range	3.65	6.08	2.44	66.7%	8.54
ATR	4.45	4.57	0.12	2.7%	0.00
Volume	68,382,300	58,652,000	-9,730,300	-14.2%	316,517,300

Daily Pivots for day following 07-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	531.76	529.37	518.16
R3	525.67	523.28	516.48
R2	519.59	519.59	515.93
R1	517.20	517.20	515.37	518.39
PP	513.50	513.50	513.50	514.10
S1	511.11	511.11	514.25	512.31
S2	507.42	507.42	513.69
S3	501.33	505.03	513.14
S4	495.25	498.94	511.46

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	515.89	504.91	10.98	2.1%	4.49	0.9%	90%	True	False	65,306,780
10	515.89	504.75	11.14	2.2%	3.71	0.7%	90%	True	False	62,752,820
20	515.89	490.72	25.18	4.9%	3.84	0.7%	96%	True	False	66,339,950
40	515.89	469.87	46.02	8.9%	3.87	0.8%	98%	True	False	72,066,285
60	515.89	459.47	56.42	11.0%	3.84	0.7%	98%	True	False	76,888,461
80	515.89	433.83	82.06	15.9%	3.70	0.7%	99%	True	False	74,927,390
100	515.89	409.21	106.68	20.7%	3.92	0.8%	99%	True	False	78,027,097
120	515.89	409.21	106.68	20.7%	4.11	0.8%	99%	True	False	79,703,725

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	0.90
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	541.75
2.618	531.82
1.618	525.74
1.000	521.97
0.618	519.65
HIGH	515.89
0.618	513.57
0.500	512.85
0.382	512.13
LOW	509.81
0.618	506.04
1.000	503.72
1.618	499.96
2.618	493.88
4.250	483.95

Fisher Pivots for day following 07-Mar-2024
Pivot	1 day	3 day
R1	514.16	513.34
PP	513.50	511.87
S1	512.85	510.40

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

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