SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Mar-2024

Day Change Summary
	Previous	Current
	22-Mar-2024	25-Mar-2024	Change	Change %	Previous Week
Open	522.11	519.80	-2.31	-0.4%	514.00
High	522.61	520.95	-1.66	-0.3%	524.11
Low	520.97	519.61	-1.36	-0.3%	511.12
Close	521.21	519.77	-1.44	-0.3%	521.21
Range	1.64	1.34	-0.30	-18.0%	12.99
ATR	4.62	4.41	-0.22	-4.7%	0.00
Volume	79,070,800	48,512,100	-30,558,700	-38.6%	358,569,900

Daily Pivots for day following 25-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	524.13	523.29	520.51
R3	522.79	521.95	520.14
R2	521.45	521.45	520.02
R1	520.61	520.61	519.89	520.36
PP	520.11	520.11	520.11	519.99
S1	519.27	519.27	519.65	519.02
S2	518.77	518.77	519.52
S3	517.43	517.93	519.40
S4	516.09	516.59	519.03

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%	3.12	0.6%	67%	False	False	63,637,740
10	524.11	508.12	15.99	3.1%	3.68	0.7%	73%	False	False	75,311,850
20	524.11	504.75	19.36	3.7%	3.92	0.8%	78%	False	False	70,902,322
40	524.11	482.86	41.25	7.9%	3.94	0.8%	89%	False	False	71,708,241
60	524.11	466.43	57.68	11.1%	3.85	0.7%	92%	False	False	75,367,904
80	524.11	453.34	70.77	13.6%	3.85	0.7%	94%	False	False	76,364,438
100	524.11	414.21	109.90	21.1%	3.74	0.7%	96%	False	False	75,462,658
120	524.11	409.21	114.90	22.1%	4.05	0.8%	96%	False	False	78,184,611

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	0.90
Narrowest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	526.65
2.618	524.46
1.618	523.12
1.000	522.29
0.618	521.78
HIGH	520.95
0.618	520.44
0.500	520.28
0.382	520.12
LOW	519.61
0.618	518.78
1.000	518.27
1.618	517.44
2.618	516.10
4.250	513.92

Fisher Pivots for day following 25-Mar-2024
Pivot	1 day	3 day
R1	520.28	521.86
PP	520.11	521.16
S1	519.94	520.47

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