SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Mar-2020
Day Change Summary
Previous Current
26-Mar-2020 27-Mar-2020 Change Change % Previous Week
Open 249.05 253.27 4.22 1.7% 228.78
High 262.80 260.81 -1.99 -0.8% 262.80
Low 249.05 251.05 2.00 0.8% 218.26
Close 261.20 253.42 -7.78 -3.0% 253.42
Range 13.75 9.76 -3.99 -29.0% 44.54
ATR 15.34 14.97 -0.37 -2.4% 0.00
Volume 257,632,800 224,341,200 -33,291,600 -12.9% 1,342,923,696
Daily Pivots for day following 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 284.37 278.66 258.79
R3 274.61 268.90 256.10
R2 264.85 264.85 255.21
R1 259.14 259.14 254.31 262.00
PP 255.09 255.09 255.09 256.52
S1 249.38 249.38 252.53 252.24
S2 245.33 245.33 251.63
S3 235.57 239.62 250.74
S4 225.81 229.86 248.05
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 378.45 360.47 277.92
R3 333.91 315.93 265.67
R2 289.37 289.37 261.59
R1 271.39 271.39 257.50 280.38
PP 244.83 244.83 244.83 249.32
S1 226.85 226.85 249.34 235.84
S2 200.29 200.29 245.25
S3 155.75 182.31 241.17
S4 111.21 137.77 228.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 262.80 218.26 44.54 17.6% 12.37 4.9% 79% False False 268,584,739
10 262.80 218.26 44.54 17.6% 15.20 6.0% 79% False False 286,631,195
20 313.84 218.26 95.58 37.7% 14.42 5.7% 37% False False 278,043,324
40 339.08 218.26 120.82 47.7% 9.72 3.8% 29% False False 194,649,457
60 339.08 218.26 120.82 47.7% 7.30 2.9% 29% False False 151,125,271
80 339.08 218.26 120.82 47.7% 5.91 2.3% 29% False False 128,524,140
100 339.08 218.26 120.82 47.7% 5.05 2.0% 29% False False 113,272,247
120 339.08 218.26 120.82 47.7% 4.56 1.8% 29% False False 103,705,163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.64
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 302.29
2.618 286.36
1.618 276.60
1.000 270.57
0.618 266.84
HIGH 260.81
0.618 257.08
0.500 255.93
0.382 254.78
LOW 251.05
0.618 245.02
1.000 241.29
1.618 235.26
2.618 225.50
4.250 209.57
Fisher Pivots for day following 27-Mar-2020
Pivot 1 day 3 day
R1 255.93 252.71
PP 255.09 251.99
S1 254.26 251.28

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

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