SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 290.34 293.79 3.45 1.2% 280.74
High 294.00 294.24 0.24 0.1% 292.95
Low 289.88 286.52 -3.36 -1.2% 279.13
Close 292.50 286.67 -5.83 -2.0% 292.44
Range 4.12 7.72 3.60 87.4% 13.82
ATR 7.46 7.48 0.02 0.2% 0.00
Volume 79,514,200 95,870,704 16,356,504 20.6% 385,948,200
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 312.30 307.21 290.92
R3 304.58 299.49 288.79
R2 296.86 296.86 288.09
R1 291.77 291.77 287.38 290.46
PP 289.14 289.14 289.14 288.49
S1 284.05 284.05 285.96 282.74
S2 281.42 281.42 285.25
S3 273.70 276.33 284.55
S4 265.98 268.61 282.42
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 329.63 324.86 300.04
R3 315.81 311.04 296.24
R2 301.99 301.99 294.97
R1 297.22 297.22 293.71 299.61
PP 288.17 288.17 288.17 289.37
S1 283.40 283.40 291.17 285.79
S2 274.35 274.35 289.91
S3 260.53 269.58 288.64
S4 246.71 255.76 284.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 294.24 283.78 10.46 3.6% 4.45 1.6% 28% True False 80,178,000
10 294.88 279.13 15.75 5.5% 5.09 1.8% 48% False False 92,816,030
20 294.88 272.02 22.86 8.0% 5.21 1.8% 64% False False 101,073,985
40 294.88 218.26 76.62 26.7% 8.59 3.0% 89% False False 161,042,456
60 339.08 218.26 120.82 42.1% 9.51 3.3% 57% False False 182,874,708
80 339.08 218.26 120.82 42.1% 7.82 2.7% 57% False False 153,725,975
100 339.08 218.26 120.82 42.1% 6.62 2.3% 57% False False 134,768,233
120 339.08 218.26 120.82 42.1% 5.83 2.0% 57% False False 122,047,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.50
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 327.05
2.618 314.45
1.618 306.73
1.000 301.96
0.618 299.01
HIGH 294.24
0.618 291.29
0.500 290.38
0.382 289.47
LOW 286.52
0.618 281.75
1.000 278.80
1.618 274.03
2.618 266.31
4.250 253.71
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 290.38 290.38
PP 289.14 289.14
S1 287.91 287.91

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

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