SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Mar-2023

Day Change Summary
	Previous	Current
	23-Mar-2023	24-Mar-2023	Change	Change %	Previous Week
Open	395.09	391.84	-3.25	-0.8%	390.80
High	399.29	395.84	-3.45	-0.9%	402.49
Low	390.35	389.40	-0.95	-0.2%	389.40
Close	393.17	395.75	2.58	0.7%	395.75
Range	8.94	6.44	-2.50	-28.0%	13.09
ATR	7.05	7.00	-0.04	-0.6%	0.00
Volume	119,351,300	107,770,100	-11,581,200	-9.7%	523,447,800

Daily Pivots for day following 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	412.98	410.81	399.29
R3	406.54	404.37	397.52
R2	400.10	400.10	396.93
R1	397.93	397.93	396.34	399.02
PP	393.66	393.66	393.66	394.21
S1	391.49	391.49	395.16	392.58
S2	387.22	387.22	394.57
S3	380.78	385.05	393.98
S4	374.34	378.61	392.21

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	435.15	428.54	402.95
R3	422.06	415.45	399.35
R2	408.97	408.97	398.15
R1	402.36	402.36	396.95	405.67
PP	395.88	395.88	395.88	397.53
S1	389.27	389.27	394.55	392.58
S2	382.79	382.79	393.35
S3	369.70	376.18	392.15
S4	356.61	363.09	388.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	402.49	389.40	13.09	3.3%	6.75	1.7%	49%	False	True	104,689,560
10	402.49	380.65	21.84	5.5%	7.17	1.8%	69%	False	False	128,829,420
20	407.45	380.65	26.80	6.8%	6.39	1.6%	56%	False	False	114,881,305
40	418.31	380.65	37.66	9.5%	5.94	1.5%	40%	False	False	98,833,152
60	418.31	376.42	41.89	10.6%	5.90	1.5%	46%	False	False	92,021,996
80	418.31	374.77	43.54	11.0%	6.05	1.5%	48%	False	False	90,403,308
100	418.31	368.79	49.52	12.5%	6.02	1.5%	54%	False	False	88,781,332
120	418.31	348.11	70.20	17.7%	6.50	1.6%	68%	False	False	90,051,940

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	2.08
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	423.21
2.618	412.70
1.618	406.26
1.000	402.28
0.618	399.82
HIGH	395.84
0.618	393.38
0.500	392.62
0.382	391.86
LOW	389.40
0.618	385.42
1.000	382.96
1.618	378.98
2.618	372.54
4.250	362.03

Fisher Pivots for day following 24-Mar-2023
Pivot	1 day	3 day
R1	394.71	395.95
PP	393.66	395.88
S1	392.62	395.82

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

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