SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Mar-2023

Day Change Summary
	Previous	Current
	14-Mar-2023	15-Mar-2023	Change	Change %	Previous Week
Open	390.50	385.89	-4.61	-1.2%	405.05
High	393.45	389.49	-3.96	-1.0%	407.45
Low	387.05	383.71	-3.34	-0.9%	384.32
Close	391.73	389.28	-2.45	-0.6%	385.91
Range	6.40	5.78	-0.62	-9.7%	23.13
ATR	6.48	6.59	0.11	1.7%	0.00
Volume	149,752,300	172,996,900	23,244,600	15.5%	557,217,308

Daily Pivots for day following 15-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	404.83	402.84	392.46
R3	399.05	397.06	390.87
R2	393.27	393.27	390.34
R1	391.28	391.28	389.81	392.28
PP	387.49	387.49	387.49	387.99
S1	385.50	385.50	388.75	386.50
S2	381.71	381.71	388.22
S3	375.93	379.72	387.69
S4	370.15	373.94	386.10

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	401.48	380.65	20.83	5.4%	8.34	2.1%	41%	False	False	156,380,661
10	407.45	380.65	26.80	6.9%	6.71	1.7%	32%	False	False	121,328,100
20	414.06	380.65	33.41	8.6%	5.50	1.4%	26%	False	False	104,404,015
40	418.31	380.65	37.66	9.7%	5.77	1.5%	23%	False	False	93,118,992
60	418.31	374.77	43.54	11.2%	5.74	1.5%	33%	False	False	87,958,523
80	418.31	374.77	43.54	11.2%	5.78	1.5%	33%	False	False	85,880,362
100	418.31	363.54	54.77	14.1%	6.07	1.6%	47%	False	False	87,403,435
120	418.31	348.11	70.20	18.0%	6.54	1.7%	59%	False	False	89,905,317

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.38
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	414.06
2.618	404.62
1.618	398.84
1.000	395.27
0.618	393.06
HIGH	389.49
0.618	387.28
0.500	386.60
0.382	385.92
LOW	383.71
0.618	380.14
1.000	377.93
1.618	374.36
2.618	368.58
4.250	359.15

Fisher Pivots for day following 15-Mar-2023
Pivot	1 day	3 day
R1	388.39	388.54
PP	387.49	387.79
S1	386.60	387.05

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

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