SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Mar-2020
Day Change Summary
Previous Current
16-Mar-2020 17-Mar-2020 Change Change % Previous Week
Open 241.18 245.04 3.86 1.6% 275.30
High 256.90 256.17 -0.73 -0.3% 288.52
Low 237.36 237.07 -0.29 -0.1% 247.68
Close 239.85 252.80 12.95 5.4% 269.32
Range 19.54 19.10 -0.44 -2.3% 40.84
ATR 13.75 14.13 0.38 2.8% 0.00
Volume 297,240,000 262,070,400 -35,169,600 -11.8% 1,564,064,528
Daily Pivots for day following 17-Mar-2020
Classic Woodie Camarilla DeMark
R4 305.98 298.49 263.31
R3 286.88 279.39 258.05
R2 267.78 267.78 256.30
R1 260.29 260.29 254.55 264.04
PP 248.68 248.68 248.68 250.55
S1 241.19 241.19 251.05 244.94
S2 229.58 229.58 249.30
S3 210.48 222.09 247.55
S4 191.38 202.99 242.30
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
5 281.94 237.07 44.87 17.7% 18.33 7.2% 35% False True 307,502,723
10 313.10 237.07 76.03 30.1% 14.42 5.7% 21% False True 271,502,224
20 339.08 237.07 102.01 40.4% 12.20 4.8% 15% False True 236,775,608
40 339.08 237.07 102.01 40.4% 7.50 3.0% 15% False True 150,565,104
60 339.08 237.07 102.01 40.4% 5.62 2.2% 15% False True 120,816,592
80 339.08 237.07 102.01 40.4% 4.67 1.8% 15% False True 104,976,587
100 339.08 237.07 102.01 40.4% 4.06 1.6% 15% False True 94,125,486
120 339.08 237.07 102.01 40.4% 3.88 1.5% 15% False True 89,784,582
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 337.35
2.618 306.17
1.618 287.07
1.000 275.27
0.618 267.97
HIGH 256.17
0.618 248.87
0.500 246.62
0.382 244.37
LOW 237.07
0.618 225.27
1.000 217.97
1.618 206.17
2.618 187.07
4.250 155.90
Fisher Pivots for day following 17-Mar-2020
Pivot 1 day 3 day
R1 250.74 254.27
PP 248.68 253.78
S1 246.62 253.29

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

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