SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Apr-2020

Day Change Summary
	Previous	Current
	15-Apr-2020	16-Apr-2020	Change	Change %	Previous Week
Open	277.57	279.15	1.58	0.6%	257.84
High	283.94	280.03	-3.91	-1.4%	281.20
Low	275.46	275.76	0.30	0.1%	248.17
Close	277.76	279.10	1.34	0.5%	278.20
Range	8.48	4.27	-4.21	-49.7%	33.03
ATR	11.85	11.31	-0.54	-4.6%	0.00
Volume	121,775,000	131,798,304	10,023,304	8.2%	733,545,408

Daily Pivots for day following 16-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	291.11	289.37	281.45
R3	286.84	285.10	280.27
R2	282.57	282.57	279.88
R1	280.83	280.83	279.49	279.57
PP	278.30	278.30	278.30	277.66
S1	276.56	276.56	278.71	275.30
S2	274.03	274.03	278.32
S3	269.76	272.29	277.93
S4	265.49	268.02	276.75

Weekly Pivots for week ending 10-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	368.28	356.27	296.37
R3	335.25	323.24	287.28
R2	302.22	302.22	284.26
R1	290.21	290.21	281.23	296.22
PP	269.19	269.19	269.19	272.19
S1	257.18	257.18	275.17	263.18
S2	236.16	236.16	272.14
S3	203.13	224.15	269.12
S4	170.10	191.12	260.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	284.90	271.41	13.49	4.8%	6.79	2.4%	57%	False	False	138,567,660
10	284.90	244.59	40.31	14.4%	8.99	3.2%	86%	False	False	154,932,251
20	284.90	218.26	66.64	23.9%	10.63	3.8%	91%	False	False	204,206,217
40	338.64	218.26	120.38	43.1%	11.88	4.3%	51%	False	False	227,460,475
60	339.08	218.26	120.82	43.3%	8.86	3.2%	50%	False	False	172,609,720
80	339.08	218.26	120.82	43.3%	7.11	2.5%	50%	False	False	144,691,607
100	339.08	218.26	120.82	43.3%	6.04	2.2%	50%	False	False	127,301,522
120	339.08	218.26	120.82	43.3%	5.31	1.9%	50%	False	False	114,910,652

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.52
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	298.18
2.618	291.21
1.618	286.94
1.000	284.30
0.618	282.67
HIGH	280.03
0.618	278.40
0.500	277.90
0.382	277.39
LOW	275.76
0.618	273.12
1.000	271.49
1.618	268.85
2.618	264.58
4.250	257.61

Fisher Pivots for day following 16-Apr-2020
Pivot	1 day	3 day
R1	278.70	280.18
PP	278.30	279.82
S1	277.90	279.46

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