SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Apr-2024

Day Change Summary
	Previous	Current
	28-Mar-2024	01-Apr-2024	Change	Change %	Previous Week
Open	523.21	523.83	0.62	0.1%	519.80
High	524.61	524.38	-0.23	0.0%	524.61
Low	522.78	520.97	-1.81	-0.3%	518.40
Close	523.07	522.16	-0.91	-0.2%	523.07
Range	1.83	3.41	1.58	86.3%	6.21
ATR	4.15	4.09	-0.05	-1.3%	0.00
Volume	96,294,800	62,477,500	-33,817,300	-35.1%	293,270,300

Daily Pivots for day following 01-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	532.73	530.86	524.04
R3	529.32	527.45	523.10
R2	525.91	525.91	522.79
R1	524.04	524.04	522.47	523.27
PP	522.50	522.50	522.50	522.12
S1	520.63	520.63	521.85	519.86
S2	519.09	519.09	521.53
S3	515.68	517.22	521.22
S4	512.27	513.81	520.28

Weekly Pivots for week ending 29-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%	2.70	0.5%	61%	False	False	71,149,560
10	524.61	511.12	13.49	2.6%	3.08	0.6%	82%	False	False	71,431,770
20	524.61	504.91	19.70	3.8%	3.86	0.7%	88%	False	False	72,957,577
40	524.61	489.30	35.31	6.8%	3.81	0.7%	93%	False	False	70,943,043
60	524.61	466.43	58.18	11.1%	3.87	0.7%	96%	False	False	73,387,920
80	524.61	454.31	70.30	13.5%	3.79	0.7%	97%	False	False	76,398,474
100	524.61	433.40	91.21	17.5%	3.69	0.7%	97%	False	False	74,806,617
120	524.61	409.21	115.40	22.1%	3.93	0.8%	98%	False	False	77,622,996

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.74
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	538.87
2.618	533.31
1.618	529.90
1.000	527.79
0.618	526.49
HIGH	524.38
0.618	523.08
0.500	522.68
0.382	522.27
LOW	520.97
0.618	518.86
1.000	517.56
1.618	515.45
2.618	512.04
4.250	506.48

Fisher Pivots for day following 01-Apr-2024
Pivot	1 day	3 day
R1	522.68	522.12
PP	522.50	522.09
S1	522.33	522.05

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

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