SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Mar-2024

Day Change Summary
	Previous	Current
	20-Mar-2024	21-Mar-2024	Change	Change %	Previous Week
Open	515.77	523.39	7.62	1.5%	510.48
High	520.62	524.11	3.49	0.7%	517.38
Low	515.08	521.91	6.83	1.3%	508.12
Close	520.48	522.20	1.72	0.3%	509.83
Range	5.54	2.20	-3.34	-60.3%	9.26
ATR	4.95	4.85	-0.09	-1.9%	0.00
Volume	69,594,500	60,256,100	-9,338,400	-13.4%	408,593,600

Daily Pivots for day following 21-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	529.34	527.97	523.41
R3	527.14	525.77	522.81
R2	524.94	524.94	522.60
R1	523.57	523.57	522.40	523.16
PP	522.74	522.74	522.74	522.53
S1	521.37	521.37	522.00	520.96
S2	520.54	520.54	521.80
S3	518.34	519.17	521.60
S4	516.14	516.97	520.99

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	524.11	508.12	15.99	3.1%	3.85	0.7%	88%	True	False	77,429,080
10	524.11	508.12	15.99	3.1%	4.43	0.8%	88%	True	False	77,464,385
20	524.11	504.75	19.36	3.7%	4.07	0.8%	90%	True	False	70,108,602
40	524.11	482.86	41.25	7.9%	4.01	0.8%	95%	True	False	72,247,831
60	524.11	466.43	57.68	11.0%	3.87	0.7%	97%	True	False	75,297,975
80	524.11	453.34	70.77	13.6%	3.86	0.7%	97%	True	False	76,177,413
100	524.11	409.21	114.90	22.0%	3.81	0.7%	98%	True	False	76,126,131
120	524.11	409.21	114.90	22.0%	4.11	0.8%	98%	True	False	78,779,002

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.25
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	533.46
2.618	529.87
1.618	527.67
1.000	526.31
0.618	525.47
HIGH	524.11
0.618	523.27
0.500	523.01
0.382	522.75
LOW	521.91
0.618	520.55
1.000	519.71
1.618	518.35
2.618	516.15
4.250	512.56

Fisher Pivots for day following 21-Mar-2024
Pivot	1 day	3 day
R1	523.01	520.67
PP	522.74	519.14
S1	522.47	517.62

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

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