SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Mar-2023

Day Change Summary
	Previous	Current
	24-Mar-2023	27-Mar-2023	Change	Change %	Previous Week
Open	391.84	398.12	6.28	1.6%	390.80
High	395.84	398.92	3.08	0.8%	402.49
Low	389.40	395.56	6.16	1.6%	389.40
Close	395.75	396.49	0.74	0.2%	395.75
Range	6.44	3.36	-3.08	-47.8%	13.09
ATR	7.00	6.74	-0.26	-3.7%	0.00
Volume	107,770,100	74,010,400	-33,759,700	-31.3%	523,447,800

Daily Pivots for day following 27-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	407.07	405.14	398.34
R3	403.71	401.78	397.41
R2	400.35	400.35	397.11
R1	398.42	398.42	396.80	397.71
PP	396.99	396.99	396.99	396.63
S1	395.06	395.06	396.18	394.35
S2	393.63	393.63	395.87
S3	390.27	391.70	395.57
S4	386.91	388.34	394.64

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%	6.60	1.7%	54%	False	False	100,880,500
10	402.49	383.71	18.78	4.7%	6.53	1.6%	68%	False	False	120,451,470
20	407.45	380.65	26.80	6.8%	6.33	1.6%	59%	False	False	114,559,590
40	418.31	380.65	37.66	9.5%	5.91	1.5%	42%	False	False	98,974,760
60	418.31	377.83	40.48	10.2%	5.84	1.5%	46%	False	False	92,073,645
80	418.31	374.77	43.54	11.0%	6.04	1.5%	50%	False	False	90,674,563
100	418.31	368.79	49.52	12.5%	6.02	1.5%	56%	False	False	88,555,124
120	418.31	348.11	70.20	17.7%	6.45	1.6%	69%	False	False	89,920,723

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.04
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	413.20
2.618	407.72
1.618	404.36
1.000	402.28
0.618	401.00
HIGH	398.92
0.618	397.64
0.500	397.24
0.382	396.84
LOW	395.56
0.618	393.48
1.000	392.20
1.618	390.12
2.618	386.76
4.250	381.28

Fisher Pivots for day following 27-Mar-2023
Pivot	1 day	3 day
R1	397.24	395.78
PP	396.99	395.06
S1	396.74	394.35

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

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