SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Apr-2023

Day Change Summary
	Previous	Current
	03-Apr-2023	04-Apr-2023	Change	Change %	Previous Week
Open	408.85	411.62	2.77	0.7%	398.12
High	411.37	411.92	0.55	0.1%	409.70
Low	408.44	407.24	-1.20	-0.3%	393.69
Close	410.95	408.67	-2.28	-0.6%	409.39
Range	2.93	4.68	1.75	59.7%	16.01
ATR	5.94	5.85	-0.09	-1.5%	0.00
Volume	67,391,100	66,601,500	-789,600	-1.2%	396,282,400

Daily Pivots for day following 04-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	423.32	420.67	411.24
R3	418.64	415.99	409.96
R2	413.96	413.96	409.53
R1	411.31	411.31	409.10	410.30
PP	409.28	409.28	409.28	408.77
S1	406.63	406.63	408.24	405.62
S2	404.60	404.60	407.81
S3	399.92	401.95	407.38
S4	395.24	397.27	406.10

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.29	446.85	418.20
R3	436.28	430.84	413.79
R2	420.27	420.27	412.33
R1	414.83	414.83	410.86	417.55
PP	404.26	404.26	404.26	405.62
S1	398.82	398.82	407.92	401.54
S2	388.25	388.25	406.45
S3	372.24	382.81	404.99
S4	356.23	366.80	400.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	411.92	398.68	13.24	3.2%	3.65	0.9%	75%	True	False	78,678,600
10	411.92	389.40	22.52	5.5%	5.02	1.2%	86%	True	False	86,914,290
20	411.92	380.65	31.27	7.7%	5.95	1.5%	90%	True	False	109,734,000
40	416.49	380.65	35.84	8.8%	5.53	1.4%	78%	False	False	97,402,395
60	418.31	380.65	37.66	9.2%	5.58	1.4%	74%	False	False	91,462,425
80	418.31	374.77	43.54	10.7%	5.76	1.4%	78%	False	False	89,784,156
100	418.31	373.61	44.70	10.9%	5.76	1.4%	78%	False	False	87,558,460
120	418.31	348.11	70.20	17.2%	6.19	1.5%	86%	False	False	89,136,955

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

Fibonacci Retracements and Extensions
4.250	431.81
2.618	424.17
1.618	419.49
1.000	416.60
0.618	414.81
HIGH	411.92
0.618	410.13
0.500	409.58
0.382	409.03
LOW	407.24
0.618	404.35
1.000	402.56
1.618	399.67
2.618	394.99
4.250	387.35

Fisher Pivots for day following 04-Apr-2023
Pivot	1 day	3 day
R1	409.58	408.53
PP	409.28	408.38
S1	408.97	408.24

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols