SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Apr-2023

Day Change Summary
	Previous	Current
	04-Apr-2023	05-Apr-2023	Change	Change %	Previous Week
Open	411.62	407.91	-3.71	-0.9%	398.12
High	411.92	408.70	-3.22	-0.8%	409.70
Low	407.24	405.88	-1.36	-0.3%	393.69
Close	408.67	407.60	-1.07	-0.3%	409.39
Range	4.68	2.82	-1.86	-39.7%	16.01
ATR	5.85	5.63	-0.22	-3.7%	0.00
Volume	66,601,500	65,200,200	-1,401,300	-2.1%	396,282,400

Daily Pivots for day following 05-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	415.85	414.55	409.15
R3	413.03	411.73	408.38
R2	410.21	410.21	408.12
R1	408.91	408.91	407.86	408.15
PP	407.39	407.39	407.39	407.02
S1	406.09	406.09	407.34	405.33
S2	404.57	404.57	407.08
S3	401.75	403.27	406.82
S4	398.93	400.45	406.05

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	401.76	10.16	2.5%	3.63	0.9%	57%	False	False	76,219,080
10	411.92	389.40	22.52	5.5%	4.26	1.0%	81%	False	False	82,259,660
20	411.92	380.65	31.27	7.7%	5.94	1.5%	86%	False	False	109,256,680
40	415.05	380.65	34.40	8.4%	5.37	1.3%	78%	False	False	96,757,632
60	418.31	380.65	37.66	9.2%	5.52	1.4%	72%	False	False	91,316,128
80	418.31	374.77	43.54	10.7%	5.74	1.4%	75%	False	False	89,839,935
100	418.31	374.77	43.54	10.7%	5.71	1.4%	75%	False	False	87,425,508
120	418.31	348.11	70.20	17.2%	6.18	1.5%	85%	False	False	89,038,692

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.13
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	420.69
2.618	416.08
1.618	413.26
1.000	411.52
0.618	410.44
HIGH	408.70
0.618	407.62
0.500	407.29
0.382	406.96
LOW	405.88
0.618	404.14
1.000	403.06
1.618	401.32
2.618	398.50
4.250	393.90

Fisher Pivots for day following 05-Apr-2023
Pivot	1 day	3 day
R1	407.50	408.90
PP	407.39	408.47
S1	407.29	408.03

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

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