SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 280.70 256.00 -24.70 -8.8% 298.21
High 281.94 266.66 -15.28 -5.4% 313.84
Low 270.88 247.68 -23.20 -8.6% 290.23
Close 274.36 248.11 -26.25 -9.6% 297.46
Range 11.06 18.98 7.92 71.6% 23.61
ATR 10.34 11.51 1.17 11.3% 0.00
Volume 256,416,496 392,220,608 135,804,112 53.0% 1,130,490,016
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 311.09 298.58 258.55
R3 292.11 279.60 253.33
R2 273.13 273.13 251.59
R1 260.62 260.62 249.85 257.39
PP 254.15 254.15 254.15 252.53
S1 241.64 241.64 246.37 238.41
S2 235.17 235.17 244.63
S3 216.19 222.66 242.89
S4 197.21 203.68 237.67
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 371.34 358.01 310.45
R3 347.73 334.40 303.95
R2 324.12 324.12 301.79
R1 310.79 310.79 299.62 305.65
PP 300.51 300.51 300.51 297.94
S1 287.18 287.18 295.30 282.04
S2 276.90 276.90 293.13
S3 253.29 263.57 290.97
S4 229.68 239.96 284.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 298.78 247.68 51.10 20.6% 12.87 5.2% 1% False True 292,633,104
10 313.84 247.68 66.16 26.7% 12.59 5.1% 1% False True 275,075,243
20 339.08 247.68 91.40 36.8% 9.45 3.8% 0% False True 201,153,112
40 339.08 247.68 91.40 36.8% 6.07 2.4% 0% False True 133,892,011
60 339.08 247.68 91.40 36.8% 4.66 1.9% 0% False True 109,204,779
80 339.08 247.68 91.40 36.8% 3.95 1.6% 0% False True 96,115,153
100 339.08 247.68 91.40 36.8% 3.50 1.4% 0% False True 86,765,970
120 339.08 247.68 91.40 36.8% 3.45 1.4% 0% False True 84,396,983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.70
Widest range in 2532 trading days
Fibonacci Retracements and Extensions
4.250 347.33
2.618 316.35
1.618 297.37
1.000 285.64
0.618 278.39
HIGH 266.66
0.618 259.41
0.500 257.17
0.382 254.93
LOW 247.68
0.618 235.95
1.000 228.70
1.618 216.97
2.618 197.99
4.250 167.02
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 257.17 268.10
PP 254.15 261.44
S1 251.13 254.77

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

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