SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Mar-2024

Day Change Summary
	Previous	Current
	25-Mar-2024	26-Mar-2024	Change	Change %	Previous Week
Open	519.80	521.23	1.43	0.3%	514.00
High	520.95	521.58	0.63	0.1%	524.11
Low	519.61	518.40	-1.21	-0.2%	511.12
Close	519.77	518.81	-0.96	-0.2%	521.21
Range	1.34	3.18	1.84	137.3%	12.99
ATR	4.41	4.32	-0.09	-2.0%	0.00
Volume	48,512,100	65,463,700	16,951,600	34.9%	358,569,900

Daily Pivots for day following 26-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	529.14	527.15	520.56
R3	525.96	523.97	519.68
R2	522.78	522.78	519.39
R1	520.79	520.79	519.10	520.20
PP	519.60	519.60	519.60	519.30
S1	517.61	517.61	518.52	517.02
S2	516.42	516.42	518.23
S3	513.24	514.43	517.94
S4	510.06	511.25	517.06

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	515.08	9.03	1.7%	2.78	0.5%	41%	False	False	64,579,440
10	524.11	508.12	15.99	3.1%	3.35	0.6%	67%	False	False	74,546,780
20	524.11	504.91	19.20	3.7%	3.96	0.8%	72%	False	False	71,732,782
40	524.11	482.86	41.25	8.0%	3.92	0.8%	87%	False	False	71,811,766
60	524.11	466.43	57.68	11.1%	3.88	0.7%	91%	False	False	75,172,997
80	524.11	453.34	70.77	13.6%	3.84	0.7%	93%	False	False	76,393,410
100	524.11	418.65	105.46	20.3%	3.73	0.7%	95%	False	False	75,320,644
120	524.11	409.21	114.90	22.1%	4.02	0.8%	95%	False	False	77,865,470

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	535.10
2.618	529.91
1.618	526.73
1.000	524.76
0.618	523.55
HIGH	521.58
0.618	520.37
0.500	519.99
0.382	519.61
LOW	518.40
0.618	516.43
1.000	515.22
1.618	513.25
2.618	510.07
4.250	504.89

Fisher Pivots for day following 26-Mar-2024
Pivot	1 day	3 day
R1	519.99	520.50
PP	519.60	519.94
S1	519.20	519.37

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

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