SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Mar-2020
Day Change Summary
Previous Current
20-Mar-2020 23-Mar-2020 Change Change % Previous Week
Open 242.53 228.78 -13.75 -5.7% 241.18
High 244.47 229.68 -14.79 -6.0% 256.90
Low 228.50 218.26 -10.24 -4.5% 228.02
Close 228.80 222.95 -5.85 -2.6% 228.80
Range 15.97 11.42 -4.55 -28.5% 28.88
ATR 14.99 14.73 -0.25 -1.7% 0.00
Volume 347,158,784 326,025,088 -21,133,696 -6.1% 1,523,388,256
Daily Pivots for day following 23-Mar-2020
Classic Woodie Camarilla DeMark
R4 257.90 251.85 229.23
R3 246.48 240.43 226.09
R2 235.05 235.05 225.04
R1 229.00 229.00 224.00 226.32
PP 223.63 223.63 223.63 222.29
S1 217.58 217.58 221.90 214.89
S2 212.21 212.21 220.86
S3 200.78 206.16 219.81
S4 189.36 194.73 216.67
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 324.55 305.55 244.68
R3 295.67 276.67 236.74
R2 266.79 266.79 234.09
R1 247.79 247.79 231.45 242.85
PP 237.91 237.91 237.91 235.44
S1 218.91 218.91 226.15 213.97
S2 209.03 209.03 223.51
S3 180.15 190.03 220.86
S4 151.27 161.15 212.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 256.17 218.26 37.91 17.0% 16.40 7.4% 12% False True 310,434,668
10 288.52 218.26 70.26 31.5% 16.96 7.6% 7% False True 310,406,056
20 324.61 218.26 106.35 47.7% 14.24 6.4% 4% False True 281,388,030
40 339.08 218.26 120.82 54.2% 8.79 3.9% 4% False True 176,162,715
60 339.08 218.26 120.82 54.2% 6.58 3.0% 4% False True 137,184,771
80 339.08 218.26 120.82 54.2% 5.37 2.4% 4% False True 118,253,203
100 339.08 218.26 120.82 54.2% 4.63 2.1% 4% False True 105,444,501
120 339.08 218.26 120.82 54.2% 4.31 1.9% 4% False True 98,289,605
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.02
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 278.23
2.618 259.59
1.618 248.17
1.000 241.11
0.618 236.74
HIGH 229.68
0.618 225.32
0.500 223.97
0.382 222.62
LOW 218.26
0.618 211.20
1.000 206.84
1.618 199.78
2.618 188.35
4.250 169.71
Fisher Pivots for day following 23-Mar-2020
Pivot 1 day 3 day
R1 223.97 232.82
PP 223.63 229.53
S1 223.29 226.24

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

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