SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Mar-2024

Day Change Summary
	Previous	Current
	27-Mar-2024	28-Mar-2024	Change	Change %	Previous Week
Open	521.71	523.21	1.50	0.3%	519.80
High	523.21	524.61	1.40	0.3%	524.61
Low	519.49	522.78	3.30	0.6%	518.40
Close	523.17	523.07	-0.10	0.0%	523.07
Range	3.73	1.83	-1.90	-50.9%	6.21
ATR	4.33	4.15	-0.18	-4.1%	0.00
Volume	82,999,700	96,294,800	13,295,100	16.0%	293,270,300

Daily Pivots for day following 28-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	528.98	527.85	524.08
R3	527.15	526.02	523.57
R2	525.32	525.32	523.41
R1	524.19	524.19	523.24	523.84
PP	523.49	523.49	523.49	523.31
S1	522.36	522.36	522.90	522.01
S2	521.66	521.66	522.73
S3	519.83	520.53	522.57
S4	518.00	518.70	522.06

Weekly Pivots for week ending 28-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	540.66	538.07	526.49
R3	534.45	531.86	524.78
R2	528.24	528.24	524.21
R1	525.65	525.65	523.64	526.95
PP	522.03	522.03	522.03	522.67
S1	519.44	519.44	522.50	520.74
S2	515.82	515.82	521.93
S3	509.61	513.23	521.36
S4	503.40	507.02	519.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	524.61	518.40	6.21	1.2%	2.34	0.4%	75%	True	False	74,468,220
10	524.61	508.12	16.49	3.2%	3.09	0.6%	91%	True	False	75,948,650
20	524.61	504.91	19.70	3.8%	3.92	0.8%	92%	True	False	73,675,942
40	524.61	483.80	40.81	7.8%	3.86	0.7%	96%	True	False	71,678,396
60	524.61	466.43	58.18	11.1%	3.86	0.7%	97%	True	False	74,073,059
80	524.61	454.31	70.30	13.4%	3.81	0.7%	98%	True	False	76,522,890
100	524.61	433.01	91.60	17.5%	3.69	0.7%	98%	True	False	75,183,519
120	524.61	409.21	115.40	22.1%	3.99	0.8%	99%	True	False	78,046,294

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	0.84
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	532.39
2.618	529.40
1.618	527.57
1.000	526.44
0.618	525.74
HIGH	524.61
0.618	523.91
0.500	523.70
0.382	523.48
LOW	522.78
0.618	521.65
1.000	520.95
1.618	519.82
2.618	517.99
4.250	515.00

Fisher Pivots for day following 28-Mar-2024
Pivot	1 day	3 day
R1	523.70	522.55
PP	523.49	522.03
S1	523.28	521.51

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

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