SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Mar-2023

Day Change Summary
	Previous	Current
	10-Mar-2023	13-Mar-2023	Change	Change %	Previous Week
Open	390.99	381.81	-9.18	-2.3%	405.05
High	393.16	390.39	-2.77	-0.7%	407.45
Low	384.32	380.65	-3.67	-1.0%	384.32
Close	385.91	385.36	-0.55	-0.1%	385.91
Range	8.84	9.74	0.90	10.2%	23.13
ATR	6.09	6.36	0.26	4.3%	0.00
Volume	189,418,908	157,789,900	-31,629,008	-16.7%	557,217,308

Daily Pivots for day following 13-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	414.69	409.76	390.72
R3	404.95	400.02	388.04
R2	395.21	395.21	387.15
R1	390.28	390.28	386.25	392.75
PP	385.47	385.47	385.47	386.70
S1	380.54	380.54	384.47	383.01
S2	375.73	375.73	383.57
S3	365.99	370.80	382.68
S4	356.25	361.06	380.00

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	461.95	447.06	398.63
R3	438.82	423.93	392.27
R2	415.69	415.69	390.15
R1	400.80	400.80	388.03	396.68
PP	392.56	392.56	392.56	390.50
S1	377.67	377.67	383.79	373.55
S2	369.43	369.43	381.67
S3	346.30	354.54	379.55
S4	323.17	331.41	373.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	404.67	380.65	24.02	6.2%	7.94	2.1%	20%	False	True	128,442,261
10	407.45	380.65	26.80	7.0%	6.14	1.6%	18%	False	True	108,667,710
20	415.05	380.65	34.40	8.9%	5.45	1.4%	14%	False	True	95,931,695
40	418.31	380.65	37.66	9.8%	5.69	1.5%	13%	False	True	88,214,790
60	418.31	374.77	43.54	11.3%	5.81	1.5%	24%	False	False	86,342,988
80	418.31	374.77	43.54	11.3%	5.77	1.5%	24%	False	False	83,867,282
100	418.31	363.54	54.77	14.2%	6.09	1.6%	40%	False	False	85,945,039
120	418.31	348.11	70.20	18.2%	6.58	1.7%	53%	False	False	88,749,251

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	1.11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	431.79
2.618	415.89
1.618	406.15
1.000	400.13
0.618	396.41
HIGH	390.39
0.618	386.67
0.500	385.52
0.382	384.37
LOW	380.65
0.618	374.63
1.000	370.91
1.618	364.89
2.618	355.15
4.250	339.26

Fisher Pivots for day following 13-Mar-2023
Pivot	1 day	3 day
R1	385.52	391.07
PP	385.47	389.16
S1	385.41	387.26

Download as Excel Spreadsheet

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

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