SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Mar-2023

Day Change Summary
	Previous	Current
	17-Mar-2023	20-Mar-2023	Change	Change %	Previous Week
Open	393.22	390.80	-2.42	-0.6%	381.81
High	394.40	394.17	-0.23	-0.1%	396.47
Low	388.55	390.07	1.52	0.4%	380.65
Close	389.99	393.74	3.75	1.0%	389.99
Range	5.85	4.10	-1.75	-29.9%	15.82
ATR	6.90	6.70	-0.19	-2.8%	0.00
Volume	140,553,400	93,055,700	-47,497,700	-33.8%	764,846,400

Daily Pivots for day following 20-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	404.96	403.45	396.00
R3	400.86	399.35	394.87
R2	396.76	396.76	394.49
R1	395.25	395.25	394.12	396.01
PP	392.66	392.66	392.66	393.04
S1	391.15	391.15	393.36	391.91
S2	388.56	388.56	392.99
S3	384.46	387.05	392.61
S4	380.36	382.95	391.49

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	436.50	429.06	398.69
R3	420.68	413.24	394.34
R2	404.86	404.86	392.89
R1	397.42	397.42	391.44	401.14
PP	389.04	389.04	389.04	390.90
S1	381.60	381.60	388.54	385.32
S2	373.22	373.22	387.09
S3	357.40	365.78	385.64
S4	341.58	349.96	381.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	396.47	383.71	12.76	3.2%	6.46	1.6%	79%	False	False	140,022,440
10	404.67	380.65	24.02	6.1%	7.20	1.8%	54%	False	False	134,232,350
20	407.45	380.65	26.80	6.8%	5.86	1.5%	49%	False	False	111,903,445
40	418.31	380.65	37.66	9.6%	5.77	1.5%	35%	False	False	95,593,132
60	418.31	374.77	43.54	11.1%	5.82	1.5%	44%	False	False	89,678,520
80	418.31	374.77	43.54	11.1%	5.88	1.5%	44%	False	False	87,864,128
100	418.31	368.79	49.52	12.6%	6.01	1.5%	50%	False	False	88,129,483
120	418.31	348.11	70.20	17.8%	6.54	1.7%	65%	False	False	90,513,336

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.42
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	411.60
2.618	404.90
1.618	400.80
1.000	398.27
0.618	396.70
HIGH	394.17
0.618	392.60
0.500	392.12
0.382	391.64
LOW	390.07
0.618	387.54
1.000	385.97
1.618	383.44
2.618	379.34
4.250	372.65

Fisher Pivots for day following 20-Mar-2023
Pivot	1 day	3 day
R1	393.20	392.95
PP	392.66	392.17
S1	392.12	391.38

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

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