SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Mar-2024

Day Change Summary
	Previous	Current
	14-Mar-2024	15-Mar-2024	Change	Change %	Previous Week
Open	516.97	510.21	-6.76	-1.3%	510.48
High	517.13	511.70	-5.43	-1.0%	517.38
Low	511.82	508.12	-3.70	-0.7%	508.12
Close	514.95	509.83	-5.12	-1.0%	509.83
Range	5.31	3.58	-1.73	-32.6%	9.26
ATR	4.69	4.85	0.15	3.2%	0.00
Volume	110,171,800	107,646,300	-2,525,500	-2.3%	408,593,600

Daily Pivots for day following 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	520.62	518.80	511.80
R3	517.04	515.22	510.81
R2	513.46	513.46	510.49
R1	511.65	511.65	510.16	510.77
PP	509.88	509.88	509.88	509.44
S1	508.07	508.07	509.50	507.19
S2	506.31	506.31	509.17
S3	502.73	504.49	508.85
S4	499.15	500.91	507.86

Weekly Pivots for week ending 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	539.55	533.95	514.92
R3	530.29	524.69	512.38
R2	521.04	521.04	511.53
R1	515.43	515.43	510.68	513.61
PP	511.78	511.78	511.78	510.86
S1	506.17	506.17	508.98	504.35
S2	502.52	502.52	508.13
S3	493.26	496.92	507.28
S4	484.00	487.66	504.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	517.38	508.12	9.26	1.8%	4.32	0.8%	18%	False	True	81,718,720
10	518.22	504.91	13.31	2.6%	4.64	0.9%	37%	False	False	74,483,385
20	518.22	493.56	24.66	4.8%	4.16	0.8%	66%	False	False	70,297,437
40	518.22	476.54	41.68	8.2%	3.98	0.8%	80%	False	False	73,220,091
60	518.22	466.43	51.79	10.2%	3.92	0.8%	84%	False	False	75,848,165
80	518.22	450.52	67.70	13.3%	3.79	0.7%	88%	False	False	75,289,724
100	518.22	409.21	109.01	21.4%	3.86	0.8%	92%	False	False	77,130,931
120	518.22	409.21	109.01	21.4%	4.14	0.8%	92%	False	False	79,483,235

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	1.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	526.91
2.618	521.07
1.618	517.49
1.000	515.28
0.618	513.91
HIGH	511.70
0.618	510.33
0.500	509.91
0.382	509.49
LOW	508.12
0.618	505.91
1.000	504.54
1.618	502.33
2.618	498.75
4.250	492.92

Fisher Pivots for day following 15-Mar-2024
Pivot	1 day	3 day
R1	509.91	512.71
PP	509.88	511.75
S1	509.86	510.79

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

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