SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Mar-2020
Day Change Summary
Previous Current
12-Mar-2020 13-Mar-2020 Change Change % Previous Week
Open 256.00 263.09 7.09 2.8% 275.30
High 266.66 271.48 4.82 1.8% 288.52
Low 247.68 248.52 0.84 0.3% 247.68
Close 248.11 269.32 21.21 8.5% 269.32
Range 18.98 22.95 3.97 20.9% 40.84
ATR 11.51 12.35 0.85 7.4% 0.00
Volume 392,220,608 329,566,112 -62,654,496 -16.0% 1,564,064,528
Daily Pivots for day following 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 331.96 323.59 281.94
R3 309.01 300.64 275.63
R2 286.06 286.06 273.53
R1 277.69 277.69 271.42 281.87
PP 263.11 263.11 263.11 265.20
S1 254.74 254.74 267.22 258.92
S2 240.15 240.15 265.11
S3 217.20 231.79 263.01
S4 194.25 208.83 256.70
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 391.03 371.01 291.78
R3 350.19 330.17 280.55
R2 309.35 309.35 276.81
R1 289.33 289.33 273.06 278.92
PP 268.51 268.51 268.51 263.30
S1 248.49 248.49 265.58 238.08
S2 227.67 227.67 261.83
S3 186.83 207.65 258.09
S4 145.99 166.81 246.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 288.52 247.68 40.84 15.2% 15.75 5.8% 53% False False 312,812,905
10 313.84 247.68 66.16 24.6% 13.65 5.1% 33% False False 269,455,454
20 339.08 247.68 91.40 33.9% 10.47 3.9% 24% False False 214,906,323
40 339.08 247.68 91.40 33.9% 6.60 2.5% 24% False False 140,329,751
60 339.08 247.68 91.40 33.9% 5.00 1.9% 24% False False 113,316,946
80 339.08 247.68 91.40 33.9% 4.22 1.6% 24% False False 99,450,903
100 339.08 247.68 91.40 33.9% 3.71 1.4% 24% False False 89,418,251
120 339.08 247.68 91.40 33.9% 3.62 1.3% 24% False False 86,331,235
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 4.10
Widest range in 2533 trading days
Fibonacci Retracements and Extensions
4.250 369.02
2.618 331.56
1.618 308.61
1.000 294.43
0.618 285.66
HIGH 271.48
0.618 262.71
0.500 260.00
0.382 257.29
LOW 248.52
0.618 234.34
1.000 225.57
1.618 211.39
2.618 188.44
4.250 150.98
Fisher Pivots for day following 13-Mar-2020
Pivot 1 day 3 day
R1 266.21 267.82
PP 263.11 266.31
S1 260.00 264.81

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

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