SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Mar-2020
Day Change Summary
Previous Current
23-Mar-2020 24-Mar-2020 Change Change % Previous Week
Open 228.78 234.42 5.64 2.5% 241.18
High 229.68 244.10 14.42 6.3% 256.90
Low 218.26 233.80 15.54 7.1% 228.02
Close 222.95 243.15 20.20 9.1% 228.80
Range 11.42 10.30 -1.12 -9.8% 28.88
ATR 14.73 15.19 0.46 3.1% 0.00
Volume 326,025,088 235,494,400 -90,530,688 -27.8% 1,523,388,256
Daily Pivots for day following 24-Mar-2020
Classic Woodie Camarilla DeMark
R4 271.25 267.50 248.82
R3 260.95 257.20 245.98
R2 250.65 250.65 245.04
R1 246.90 246.90 244.09 248.78
PP 240.35 240.35 240.35 241.29
S1 236.60 236.60 242.21 238.48
S2 230.05 230.05 241.26
S3 219.75 226.30 240.32
S4 209.45 216.00 237.49
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
5 248.37 218.26 30.11 12.4% 14.64 6.0% 83% False False 305,119,468
10 281.94 218.26 63.68 26.2% 16.48 6.8% 39% False False 306,311,096
20 318.11 218.26 99.85 41.1% 14.11 5.8% 25% False False 282,217,095
40 339.08 218.26 120.82 49.7% 8.99 3.7% 21% False False 179,948,515
60 339.08 218.26 120.82 49.7% 6.73 2.8% 21% False False 140,592,610
80 339.08 218.26 120.82 49.7% 5.48 2.3% 21% False False 120,725,285
100 339.08 218.26 120.82 49.7% 4.72 1.9% 21% False False 107,356,596
120 339.08 218.26 120.82 49.7% 4.35 1.8% 21% False False 99,502,889
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 4.70
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 287.88
2.618 271.07
1.618 260.77
1.000 254.40
0.618 250.47
HIGH 244.10
0.618 240.17
0.500 238.95
0.382 237.73
LOW 233.80
0.618 227.43
1.000 223.50
1.618 217.13
2.618 206.83
4.250 190.03
Fisher Pivots for day following 24-Mar-2020
Pivot 1 day 3 day
R1 241.75 239.22
PP 240.35 235.29
S1 238.95 231.37

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

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