SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Mar-2024

Day Change Summary
	Previous	Current
	11-Mar-2024	12-Mar-2024	Change	Change %	Previous Week
Open	510.48	513.45	2.97	0.6%	512.03
High	511.88	517.38	5.50	1.1%	518.22
Low	508.50	510.86	2.36	0.5%	504.91
Close	511.28	516.78	5.50	1.1%	511.72
Range	3.38	6.52	3.14	92.9%	13.31
ATR	4.66	4.79	0.13	2.9%	0.00
Volume	62,557,100	73,114,400	10,557,300	16.9%	336,240,254

Daily Pivots for day following 12-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	534.57	532.19	520.37
R3	528.05	525.67	518.57
R2	521.53	521.53	517.98
R1	519.15	519.15	517.38	520.34
PP	515.01	515.01	515.01	515.60
S1	512.63	512.63	516.18	513.82
S2	508.49	508.49	515.58
S3	501.97	506.11	514.99
S4	495.45	499.59	513.19

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	508.42	9.80	1.9%	5.34	1.0%	85%	False	False	69,851,390
10	518.22	504.91	13.31	2.6%	4.57	0.9%	89%	False	False	68,918,785
20	518.22	490.72	27.51	5.3%	4.29	0.8%	95%	False	False	68,809,827
40	518.22	469.87	48.35	9.4%	3.97	0.8%	97%	False	False	72,539,908
60	518.22	466.43	51.79	10.0%	3.91	0.8%	97%	False	False	76,815,377
80	518.22	448.12	70.10	13.6%	3.74	0.7%	98%	False	False	74,718,036
100	518.22	409.21	109.01	21.1%	3.93	0.8%	99%	False	False	77,789,734
120	518.22	409.21	109.01	21.1%	4.17	0.8%	99%	False	False	79,604,617

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	545.09
2.618	534.45
1.618	527.93
1.000	523.90
0.618	521.41
HIGH	517.38
0.618	514.89
0.500	514.12
0.382	513.35
LOW	510.86
0.618	506.83
1.000	504.34
1.618	500.31
2.618	493.79
4.250	483.15

Fisher Pivots for day following 12-Mar-2024
Pivot	1 day	3 day
R1	515.89	515.64
PP	515.01	514.50
S1	514.12	513.36

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

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