SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Mar-2024

Day Change Summary
	Previous	Current
	12-Mar-2024	13-Mar-2024	Change	Change %	Previous Week
Open	513.45	517.11	3.66	0.7%	512.03
High	517.38	517.29	-0.09	0.0%	518.22
Low	510.86	514.49	3.63	0.7%	504.91
Close	516.78	515.97	-0.81	-0.2%	511.72
Range	6.52	2.80	-3.72	-57.1%	13.31
ATR	4.79	4.65	-0.14	-3.0%	0.00
Volume	73,114,400	55,104,000	-18,010,400	-24.6%	336,240,254

Daily Pivots for day following 13-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	524.32	522.94	517.51
R3	521.52	520.14	516.74
R2	518.72	518.72	516.48
R1	517.34	517.34	516.23	516.63
PP	515.92	515.92	515.92	515.56
S1	514.54	514.54	515.71	513.83
S2	513.12	513.12	515.46
S3	510.32	511.74	515.20
S4	507.52	508.94	514.43

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	508.50	9.72	1.9%	5.17	1.0%	77%	False	False	67,195,730
10	518.22	504.91	13.31	2.6%	4.66	0.9%	83%	False	False	68,778,525
20	518.22	493.56	24.66	4.8%	4.11	0.8%	91%	False	False	65,910,067
40	518.22	469.87	48.35	9.4%	3.95	0.8%	95%	False	False	71,792,138
60	518.22	466.43	51.79	10.0%	3.88	0.8%	96%	False	False	75,750,010
80	518.22	448.12	70.10	13.6%	3.74	0.7%	97%	False	False	74,440,243
100	518.22	409.21	109.01	21.1%	3.90	0.8%	98%	False	False	77,405,177
120	518.22	409.21	109.01	21.1%	4.14	0.8%	98%	False	False	79,375,796

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.38
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	529.19
2.618	524.62
1.618	521.82
1.000	520.09
0.618	519.02
HIGH	517.29
0.618	516.22
0.500	515.89
0.382	515.56
LOW	514.49
0.618	512.76
1.000	511.69
1.618	509.96
2.618	507.16
4.250	502.59

Fisher Pivots for day following 13-Mar-2024
Pivot	1 day	3 day
R1	515.94	514.96
PP	515.92	513.95
S1	515.89	512.94

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

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