SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Mar-2023

Day Change Summary
	Previous	Current
	22-Mar-2023	23-Mar-2023	Change	Change %	Previous Week
Open	398.73	395.09	-3.64	-0.9%	381.81
High	402.49	399.29	-3.20	-0.8%	396.47
Low	392.07	390.35	-1.72	-0.4%	380.65
Close	392.11	393.17	1.06	0.3%	389.99
Range	10.42	8.94	-1.48	-14.2%	15.82
ATR	6.90	7.05	0.15	2.1%	0.00
Volume	111,746,500	119,351,300	7,604,800	6.8%	764,846,400

Daily Pivots for day following 23-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	421.09	416.07	398.09
R3	412.15	407.13	395.63
R2	403.21	403.21	394.81
R1	398.19	398.19	393.99	396.23
PP	394.27	394.27	394.27	393.29
S1	389.25	389.25	392.35	387.29
S2	385.33	385.33	391.53
S3	376.39	380.31	390.71
S4	367.45	371.37	388.25

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	402.49	388.55	13.94	3.5%	6.63	1.7%	33%	False	False	111,246,220
10	402.49	380.65	21.84	5.6%	7.41	1.9%	57%	False	False	136,994,300
20	407.45	380.65	26.80	6.8%	6.25	1.6%	47%	False	False	114,902,520
40	418.31	380.65	37.66	9.6%	5.91	1.5%	33%	False	False	97,946,085
60	418.31	376.42	41.89	10.7%	5.85	1.5%	40%	False	False	91,086,463
80	418.31	374.77	43.54	11.1%	6.04	1.5%	42%	False	False	89,906,453
100	418.31	368.79	49.52	12.6%	6.06	1.5%	49%	False	False	88,706,650
120	418.31	348.11	70.20	17.9%	6.52	1.7%	64%	False	False	90,434,782

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	False
Bear Hook	False
Bull Hook	False
Stretch	2.05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	437.29
2.618	422.69
1.618	413.75
1.000	408.23
0.618	404.81
HIGH	399.29
0.618	395.87
0.500	394.82
0.382	393.77
LOW	390.35
0.618	384.83
1.000	381.41
1.618	375.89
2.618	366.95
4.250	352.36

Fisher Pivots for day following 23-Mar-2023
Pivot	1 day	3 day
R1	394.82	396.42
PP	394.27	395.34
S1	393.72	394.25

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

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