SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Mar-2020
Day Change Summary
Previous Current
25-Mar-2020 26-Mar-2020 Change Change % Previous Week
Open 244.87 249.05 4.18 1.7% 241.18
High 256.35 262.80 6.45 2.5% 256.90
Low 239.75 249.05 9.30 3.9% 228.02
Close 246.79 261.20 14.41 5.8% 228.80
Range 16.60 13.75 -2.85 -17.2% 28.88
ATR 15.29 15.34 0.05 0.3% 0.00
Volume 299,430,208 257,632,800 -41,797,408 -14.0% 1,523,388,256
Daily Pivots for day following 26-Mar-2020
Classic Woodie Camarilla DeMark
R4 298.93 293.82 268.76
R3 285.18 280.07 264.98
R2 271.43 271.43 263.72
R1 266.32 266.32 262.46 268.88
PP 257.68 257.68 257.68 258.96
S1 252.57 252.57 259.94 255.13
S2 243.93 243.93 258.68
S3 230.18 238.82 257.42
S4 216.43 225.07 253.64
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 324.55 305.55 244.68
R3 295.67 276.67 236.74
R2 266.79 266.79 234.09
R1 247.79 247.79 231.45 242.85
PP 237.91 237.91 237.91 235.44
S1 218.91 218.91 226.15 213.97
S2 209.03 209.03 223.51
S3 180.15 190.03 220.86
S4 151.27 161.15 212.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 262.80 218.26 44.54 17.1% 13.61 5.2% 96% True False 293,148,256
10 271.48 218.26 53.22 20.4% 16.51 6.3% 81% False False 297,153,686
20 313.84 218.26 95.58 36.6% 14.55 5.6% 45% False False 286,114,464
40 339.08 218.26 120.82 46.3% 9.59 3.7% 36% False False 190,928,222
60 339.08 218.26 120.82 46.3% 7.17 2.7% 36% False False 148,338,035
80 339.08 218.26 120.82 46.3% 5.83 2.2% 36% False False 126,671,250
100 339.08 218.26 120.82 46.3% 4.97 1.9% 36% False False 111,740,250
120 339.08 218.26 120.82 46.3% 4.51 1.7% 36% False False 102,391,491
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 4.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 321.24
2.618 298.80
1.618 285.05
1.000 276.55
0.618 271.30
HIGH 262.80
0.618 257.55
0.500 255.93
0.382 254.30
LOW 249.05
0.618 240.55
1.000 235.30
1.618 226.80
2.618 213.05
4.250 190.61
Fisher Pivots for day following 26-Mar-2020
Pivot 1 day 3 day
R1 259.44 256.90
PP 257.68 252.60
S1 255.93 248.30

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

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