SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Mar-2024

Day Change Summary
	Previous	Current
	21-Mar-2024	22-Mar-2024	Change	Change %	Previous Week
Open	523.39	522.11	-1.28	-0.2%	514.00
High	524.11	522.61	-1.51	-0.3%	524.11
Low	521.91	520.97	-0.94	-0.2%	511.12
Close	522.20	521.21	-0.99	-0.2%	521.21
Range	2.20	1.64	-0.57	-25.7%	12.99
ATR	4.85	4.62	-0.23	-4.7%	0.00
Volume	60,256,100	79,070,800	18,814,700	31.2%	358,569,900

Daily Pivots for day following 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	526.50	525.49	522.11
R3	524.87	523.86	521.66
R2	523.23	523.23	521.51
R1	522.22	522.22	521.36	521.91
PP	521.60	521.60	521.60	521.44
S1	520.59	520.59	521.06	520.27
S2	519.96	519.96	520.91
S3	518.33	518.95	520.76
S4	516.69	517.32	520.31

Weekly Pivots for week ending 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	557.78	552.49	528.35
R3	544.79	539.50	524.78
R2	531.80	531.80	523.59
R1	526.51	526.51	522.40	529.16
PP	518.81	518.81	518.81	520.14
S1	513.52	513.52	520.02	516.17
S2	505.82	505.82	518.83
S3	492.83	500.53	517.64
S4	479.84	487.54	514.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	524.11	511.12	12.99	2.5%	3.46	0.7%	78%	False	False	71,713,980
10	524.11	508.12	15.99	3.1%	3.89	0.7%	82%	False	False	76,716,350
20	524.11	504.75	19.36	3.7%	4.00	0.8%	85%	False	False	70,996,052
40	524.11	482.86	41.25	7.9%	3.98	0.8%	93%	False	False	72,411,478
60	524.11	466.43	57.68	11.1%	3.86	0.7%	95%	False	False	75,692,707
80	524.11	453.34	70.77	13.6%	3.87	0.7%	96%	False	False	76,534,474
100	524.11	412.22	111.89	21.5%	3.77	0.7%	97%	False	False	75,843,163
120	524.11	409.21	114.90	22.0%	4.08	0.8%	97%	False	False	78,478,665

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	1.02
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	529.55
2.618	526.89
1.618	525.25
1.000	524.24
0.618	523.62
HIGH	522.61
0.618	521.98
0.500	521.79
0.382	521.59
LOW	520.97
0.618	519.96
1.000	519.34
1.618	518.32
2.618	516.69
4.250	514.02

Fisher Pivots for day following 22-Mar-2024
Pivot	1 day	3 day
R1	521.79	520.67
PP	521.60	520.13
S1	521.40	519.60

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols