SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Mar-2024

Day Change Summary
	Previous	Current
	26-Mar-2024	27-Mar-2024	Change	Change %	Previous Week
Open	521.23	521.71	0.48	0.1%	514.00
High	521.58	523.21	1.63	0.3%	524.11
Low	518.40	519.49	1.09	0.2%	511.12
Close	518.81	523.17	4.36	0.8%	521.21
Range	3.18	3.73	0.55	17.1%	12.99
ATR	4.32	4.33	0.01	0.1%	0.00
Volume	65,463,700	82,999,700	17,536,000	26.8%	358,569,900

Daily Pivots for day following 27-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	533.13	531.88	525.22
R3	529.41	528.15	524.19
R2	525.68	525.68	523.85
R1	524.43	524.43	523.51	525.05
PP	521.96	521.96	521.96	522.27
S1	520.70	520.70	522.83	521.33
S2	518.23	518.23	522.49
S3	514.51	516.98	522.15
S4	510.78	513.25	521.12

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	518.40	5.71	1.1%	2.42	0.5%	84%	False	False	67,260,480
10	524.11	508.12	15.99	3.1%	3.44	0.7%	94%	False	False	77,336,350
20	524.11	504.91	19.20	3.7%	4.05	0.8%	95%	False	False	73,057,437
40	524.11	482.86	41.25	7.9%	3.97	0.8%	98%	False	False	72,421,301
60	524.11	466.43	57.68	11.0%	3.88	0.7%	98%	False	False	74,518,274
80	524.11	454.31	69.80	13.3%	3.84	0.7%	99%	False	False	76,433,998
100	524.11	426.56	97.55	18.6%	3.72	0.7%	99%	False	False	75,169,960
120	524.11	409.21	114.90	22.0%	4.01	0.8%	99%	False	False	77,828,360

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.81
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	539.04
2.618	532.96
1.618	529.24
1.000	526.94
0.618	525.51
HIGH	523.21
0.618	521.79
0.500	521.35
0.382	520.91
LOW	519.49
0.618	517.18
1.000	515.76
1.618	513.46
2.618	509.73
4.250	503.65

Fisher Pivots for day following 27-Mar-2024
Pivot	1 day	3 day
R1	522.56	522.38
PP	521.96	521.59
S1	521.35	520.81

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

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