SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Feb-2020
Day Change Summary
Previous Current
26-Feb-2020 27-Feb-2020 Change Change % Previous Week
Open 314.18 305.46 -8.72 -2.8% 336.51
High 318.11 311.56 -6.55 -2.1% 339.08
Low 310.70 297.51 -13.19 -4.2% 332.58
Close 311.50 297.51 -13.99 -4.5% 333.48
Range 7.41 14.05 6.64 89.7% 6.50
ATR 4.66 5.33 0.67 14.4% 0.00
Volume 194,762,208 284,353,408 89,591,200 46.0% 294,108,596
Daily Pivots for day following 27-Feb-2020
Classic Woodie Camarilla DeMark
R4 344.36 334.99 305.24
R3 330.30 320.93 301.37
R2 316.25 316.25 300.09
R1 306.88 306.88 298.80 304.54
PP 302.19 302.19 302.19 301.02
S1 292.83 292.83 296.22 290.48
S2 288.14 288.14 294.93
S3 274.09 278.77 293.65
S4 260.03 264.72 289.78
Weekly Pivots for week ending 21-Feb-2020
Classic Woodie Camarilla DeMark
R4 354.55 350.51 337.06
R3 348.05 344.01 335.27
R2 341.55 341.55 334.67
R1 337.51 337.51 334.08 336.28
PP 335.05 335.05 335.05 334.43
S1 331.01 331.01 332.88 329.78
S2 328.55 328.55 332.29
S3 322.05 324.51 331.69
S4 315.55 318.01 329.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 335.81 297.51 38.30 12.9% 9.99 3.4% 0% False True 194,581,064
10 339.08 297.51 41.57 14.0% 6.30 2.1% 0% False True 127,230,981
20 339.08 297.51 41.57 14.0% 4.62 1.6% 0% False True 95,741,981
40 339.08 297.51 41.57 14.0% 3.47 1.2% 0% False True 79,449,820
60 339.08 297.51 41.57 14.0% 2.92 1.0% 0% False True 73,523,512
80 339.08 297.51 41.57 14.0% 2.57 0.9% 0% False True 68,146,696
100 339.08 288.49 50.59 17.0% 2.50 0.8% 18% False False 65,646,897
120 339.08 284.82 54.26 18.2% 2.57 0.9% 23% False False 66,607,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.53
Widest range in 1135 trading days
Fibonacci Retracements and Extensions
4.250 371.29
2.618 348.36
1.618 334.30
1.000 325.62
0.618 320.25
HIGH 311.56
0.618 306.20
0.500 304.54
0.382 302.88
LOW 297.51
0.618 288.82
1.000 283.46
1.618 274.77
2.618 260.72
4.250 237.78
Fisher Pivots for day following 27-Feb-2020
Pivot 1 day 3 day
R1 304.54 311.06
PP 302.19 306.54
S1 299.85 302.03

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

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