SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Feb-2020

Day Change Summary
	Previous	Current
	27-Feb-2020	28-Feb-2020	Change	Change %	Previous Week
Open	305.46	293.45	-12.01	-3.9%	323.14
High	311.56	297.89	-13.67	-4.4%	333.56
Low	297.51	285.54	-11.97	-4.0%	285.54
Close	297.51	296.26	-1.25	-0.4%	296.26
Range	14.05	12.35	-1.70	-12.1%	48.02
ATR	5.33	5.83	0.50	9.4%	0.00
Volume	284,353,408	385,764,000	101,410,592	35.7%	1,244,881,120

Daily Pivots for day following 28-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	330.29	325.63	303.05
R3	317.93	313.27	299.66
R2	305.58	305.58	298.52
R1	300.92	300.92	297.39	303.25
PP	293.23	293.23	293.23	294.40
S1	288.57	288.57	295.13	290.90
S2	280.88	280.88	294.00
S3	268.53	276.22	292.86
S4	256.17	263.87	289.47

Weekly Pivots for week ending 28-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	449.19	420.75	322.67
R3	401.17	372.72	309.47
R2	353.14	353.14	305.06
R1	324.70	324.70	300.66	314.91
PP	305.12	305.12	305.12	300.23
S1	276.68	276.68	291.86	266.89
S2	257.10	257.10	287.46
S3	209.08	228.66	283.05
S4	161.05	180.63	269.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	333.56	285.54	48.02	16.2%	11.81	4.0%	22%	False	True	248,976,224
10	339.08	285.54	53.54	18.1%	7.28	2.5%	20%	False	True	160,357,191
20	339.08	285.54	53.54	18.1%	5.02	1.7%	20%	False	True	111,255,591
40	339.08	285.54	53.54	18.1%	3.73	1.3%	20%	False	True	87,666,245
60	339.08	285.54	53.54	18.1%	3.07	1.0%	20%	False	True	78,684,412
80	339.08	285.54	53.54	18.1%	2.71	0.9%	20%	False	True	72,079,477
100	339.08	285.54	53.54	18.1%	2.59	0.9%	20%	False	True	68,837,531
120	339.08	284.82	54.26	18.3%	2.66	0.9%	21%	False	False	69,408,984

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	1.94
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	350.39
2.618	330.23
1.618	317.88
1.000	310.24
0.618	305.53
HIGH	297.89
0.618	293.17
0.500	291.72
0.382	290.26
LOW	285.54
0.618	277.91
1.000	273.19
1.618	265.55
2.618	253.20
4.250	233.04

Fisher Pivots for day following 28-Feb-2020
Pivot	1 day	3 day
R1	294.75	301.83
PP	293.23	299.97
S1	291.72	298.12

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