SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Mar-2020
Day Change Summary
Previous Current
13-Mar-2020 16-Mar-2020 Change Change % Previous Week
Open 263.09 241.18 -21.91 -8.3% 275.30
High 271.48 256.90 -14.58 -5.4% 288.52
Low 248.52 237.36 -11.16 -4.5% 247.68
Close 269.32 239.85 -29.47 -10.9% 269.32
Range 22.95 19.54 -3.41 -14.9% 40.84
ATR 12.35 13.75 1.40 11.3% 0.00
Volume 329,566,112 297,240,000 -32,326,112 -9.8% 1,564,064,528
Daily Pivots for day following 16-Mar-2020
Classic Woodie Camarilla DeMark
R4 303.32 291.13 250.60
R3 283.78 271.59 245.22
R2 264.24 264.24 243.43
R1 252.05 252.05 241.64 248.38
PP 244.70 244.70 244.70 242.87
S1 232.51 232.51 238.06 228.84
S2 225.16 225.16 236.27
S3 205.62 212.97 234.48
S4 186.08 193.43 229.10
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 391.03 371.01 291.78
R3 350.19 330.17 280.55
R2 309.35 309.35 276.81
R1 289.33 289.33 273.06 278.92
PP 268.51 268.51 268.51 263.30
S1 248.49 248.49 265.58 238.08
S2 227.67 227.67 261.83
S3 186.83 207.65 258.09
S4 145.99 166.81 246.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 288.52 237.36 51.16 21.3% 17.51 7.3% 5% False True 310,377,443
10 313.84 237.36 76.48 31.9% 14.13 5.9% 3% False True 275,309,094
20 339.08 237.36 101.72 42.4% 11.37 4.7% 2% False True 226,539,213
40 339.08 237.36 101.72 42.4% 7.05 2.9% 2% False True 146,409,494
60 339.08 237.36 101.72 42.4% 5.31 2.2% 2% False True 117,252,084
80 339.08 237.36 101.72 42.4% 4.45 1.9% 2% False True 102,549,804
100 339.08 237.36 101.72 42.4% 3.89 1.6% 2% False True 91,996,042
120 339.08 237.36 101.72 42.4% 3.76 1.6% 2% False True 88,412,058
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 4.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 339.95
2.618 308.06
1.618 288.52
1.000 276.44
0.618 268.98
HIGH 256.90
0.618 249.44
0.500 247.13
0.382 244.82
LOW 237.36
0.618 225.28
1.000 217.82
1.618 205.74
2.618 186.20
4.250 154.32
Fisher Pivots for day following 16-Mar-2020
Pivot 1 day 3 day
R1 247.13 254.42
PP 244.70 249.56
S1 242.28 244.71

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

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