SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Apr-2024

Day Change Summary
	Previous	Current
	01-Apr-2024	02-Apr-2024	Change	Change %	Previous Week
Open	523.83	518.24	-5.59	-1.1%	519.80
High	524.38	518.98	-5.40	-1.0%	524.61
Low	520.97	516.48	-4.49	-0.9%	518.40
Close	522.16	518.84	-3.32	-0.6%	523.07
Range	3.41	2.50	-0.91	-26.7%	6.21
ATR	4.09	4.21	0.11	2.8%	0.00
Volume	62,477,500	74,230,300	11,752,800	18.8%	293,270,300

Daily Pivots for day following 02-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	525.60	524.72	520.22
R3	523.10	522.22	519.53
R2	520.60	520.60	519.30
R1	519.72	519.72	519.07	520.16
PP	518.10	518.10	518.10	518.32
S1	517.22	517.22	518.61	517.66
S2	515.60	515.60	518.38
S3	513.10	514.72	518.15
S4	510.60	512.22	517.47

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	516.48	8.13	1.6%	2.93	0.6%	29%	False	True	76,293,200
10	524.61	511.12	13.49	2.6%	3.02	0.6%	57%	False	False	69,965,470
20	524.61	504.91	19.70	3.8%	3.87	0.7%	71%	False	False	74,179,132
40	524.61	490.23	34.38	6.6%	3.71	0.7%	83%	False	False	70,318,098
60	524.61	466.43	58.18	11.2%	3.84	0.7%	90%	False	False	73,221,224
80	524.61	454.31	70.30	13.5%	3.79	0.7%	92%	False	False	76,453,935
100	524.61	433.40	91.21	17.6%	3.69	0.7%	94%	False	False	74,870,604
120	524.61	409.21	115.40	22.2%	3.90	0.8%	95%	False	False	77,571,796

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.67
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	529.61
2.618	525.53
1.618	523.03
1.000	521.48
0.618	520.53
HIGH	518.98
0.618	518.03
0.500	517.73
0.382	517.44
LOW	516.48
0.618	514.94
1.000	513.98
1.618	512.44
2.618	509.94
4.250	505.86

Fisher Pivots for day following 02-Apr-2024
Pivot	1 day	3 day
R1	518.47	520.55
PP	518.10	519.98
S1	517.73	519.41

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

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