SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Mar-2020
Day Change Summary
Previous Current
18-Mar-2020 19-Mar-2020 Change Change % Previous Week
Open 236.25 237.76 1.51 0.6% 275.30
High 248.37 247.38 -0.99 -0.4% 288.52
Low 228.02 232.22 4.20 1.8% 247.68
Close 240.00 240.51 0.51 0.2% 269.32
Range 20.35 15.16 -5.19 -25.5% 40.84
ATR 14.90 14.91 0.02 0.1% 0.00
Volume 327,597,088 289,321,984 -38,275,104 -11.7% 1,564,064,528
Daily Pivots for day following 19-Mar-2020
Classic Woodie Camarilla DeMark
R4 285.52 278.17 248.85
R3 270.36 263.01 244.68
R2 255.20 255.20 243.29
R1 247.85 247.85 241.90 251.53
PP 240.04 240.04 240.04 241.87
S1 232.69 232.69 239.12 236.37
S2 224.88 224.88 237.73
S3 209.72 217.53 236.34
S4 194.56 202.37 232.17
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
5 271.48 228.02 43.46 18.1% 19.42 8.1% 29% False False 301,159,116
10 298.78 228.02 70.76 29.4% 16.15 6.7% 18% False False 296,896,110
20 335.81 228.02 107.79 44.8% 13.65 5.7% 12% False False 261,472,666
40 339.08 228.02 111.06 46.2% 8.31 3.5% 11% False False 162,821,650
60 339.08 228.02 111.06 46.2% 6.14 2.6% 11% False False 127,186,467
80 339.08 228.02 111.06 46.2% 5.06 2.1% 11% False False 111,008,565
100 339.08 228.02 111.06 46.2% 4.39 1.8% 11% False False 99,586,185
120 339.08 228.02 111.06 46.2% 4.13 1.7% 11% False False 93,824,272
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.22
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 311.81
2.618 287.07
1.618 271.91
1.000 262.54
0.618 256.75
HIGH 247.38
0.618 241.59
0.500 239.80
0.382 238.01
LOW 232.22
0.618 222.85
1.000 217.06
1.618 207.69
2.618 192.53
4.250 167.79
Fisher Pivots for day following 19-Mar-2020
Pivot 1 day 3 day
R1 240.27 242.10
PP 240.04 241.57
S1 239.80 241.04

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

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