SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 255.70 260.56 4.86 1.9% 228.78
High 262.43 263.33 0.90 0.3% 262.80
Low 253.53 256.22 2.69 1.1% 218.26
Close 261.65 257.75 -3.90 -1.5% 253.42
Range 8.90 7.11 -1.79 -20.1% 44.54
ATR 14.55 14.02 -0.53 -3.7% 0.00
Volume 170,961,792 194,880,992 23,919,200 14.0% 1,342,923,696
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 280.43 276.20 261.66
R3 273.32 269.09 259.71
R2 266.21 266.21 259.05
R1 261.98 261.98 258.40 260.54
PP 259.10 259.10 259.10 258.38
S1 254.87 254.87 257.10 253.43
S2 251.99 251.99 256.45
S3 244.88 247.76 255.79
S4 237.77 240.65 253.84
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 378.45 360.47 277.92
R3 333.91 315.93 265.67
R2 289.37 289.37 261.59
R1 271.39 271.39 257.50 280.38
PP 244.83 244.83 244.83 249.32
S1 226.85 226.85 249.34 235.84
S2 200.29 200.29 245.25
S3 155.75 182.31 241.17
S4 111.21 137.77 228.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 263.33 239.75 23.58 9.1% 11.22 4.4% 76% True False 229,449,398
10 263.33 218.26 45.07 17.5% 12.93 5.0% 88% True False 267,284,433
20 313.10 218.26 94.84 36.8% 13.67 5.3% 42% False False 269,393,328
40 339.08 218.26 120.82 46.9% 9.89 3.8% 33% False False 199,218,334
60 339.08 218.26 120.82 46.9% 7.48 2.9% 33% False False 154,938,703
80 339.08 218.26 120.82 46.9% 6.06 2.3% 33% False False 131,542,636
100 339.08 218.26 120.82 46.9% 5.19 2.0% 33% False False 115,895,274
120 339.08 218.26 120.82 46.9% 4.65 1.8% 33% False False 105,401,920
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.95
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 293.55
2.618 281.94
1.618 274.83
1.000 270.44
0.618 267.72
HIGH 263.33
0.618 260.61
0.500 259.78
0.382 258.94
LOW 256.22
0.618 251.83
1.000 249.11
1.618 244.72
2.618 237.61
4.250 226.00
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 259.78 257.56
PP 259.10 257.38
S1 258.43 257.19

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

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