SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Mar-2024

Day Change Summary
	Previous	Current
	08-Mar-2024	11-Mar-2024	Change	Change %	Previous Week
Open	515.46	510.48	-4.98	-1.0%	512.03
High	518.22	511.88	-6.34	-1.2%	518.22
Low	511.13	508.50	-2.63	-0.5%	504.91
Close	511.72	511.28	-0.44	-0.1%	511.72
Range	7.09	3.38	-3.71	-52.3%	13.31
ATR	4.75	4.66	-0.10	-2.1%	0.00
Volume	86,551,154	62,557,100	-23,994,054	-27.7%	336,240,254

Daily Pivots for day following 11-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	520.69	519.37	513.14
R3	517.31	515.99	512.21
R2	513.93	513.93	511.90
R1	512.61	512.61	511.59	513.27
PP	510.55	510.55	510.55	510.89
S1	509.23	509.23	510.97	509.89
S2	507.17	507.17	510.66
S3	503.79	505.85	510.35
S4	500.41	502.47	509.42

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	551.55	544.94	519.04
R3	538.24	531.63	515.38
R2	524.93	524.93	514.16
R1	518.32	518.32	512.94	514.97
PP	511.62	511.62	511.62	509.94
S1	505.01	505.01	510.50	501.66
S2	498.31	498.31	509.28
S3	485.00	491.70	508.06
S4	471.69	478.39	504.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	518.22	504.91	13.31	2.6%	5.20	1.0%	48%	False	False	69,799,630
10	518.22	504.75	13.47	2.6%	4.16	0.8%	48%	False	False	66,492,795
20	518.22	490.72	27.51	5.4%	4.13	0.8%	75%	False	False	67,979,217
40	518.22	469.87	48.35	9.5%	3.89	0.8%	86%	False	False	72,162,708
60	518.22	464.12	54.10	10.6%	3.91	0.8%	87%	False	False	77,151,435
80	518.22	446.09	72.13	14.1%	3.70	0.7%	90%	False	False	75,018,818
100	518.22	409.21	109.01	21.3%	3.93	0.8%	94%	False	False	77,811,837
120	518.22	409.21	109.01	21.3%	4.14	0.8%	94%	False	False	79,549,619

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	526.25
2.618	520.73
1.618	517.35
1.000	515.26
0.618	513.97
HIGH	511.88
0.618	510.59
0.500	510.19
0.382	509.79
LOW	508.50
0.618	506.41
1.000	505.12
1.618	503.03
2.618	499.65
4.250	494.14

Fisher Pivots for day following 11-Mar-2024
Pivot	1 day	3 day
R1	510.92	513.36
PP	510.55	512.67
S1	510.19	511.97

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

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