SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Mar-2020
Day Change Summary
Previous Current
27-Mar-2020 30-Mar-2020 Change Change % Previous Week
Open 253.27 255.70 2.43 1.0% 228.78
High 260.81 262.43 1.62 0.6% 262.80
Low 251.05 253.53 2.48 1.0% 218.26
Close 253.42 261.65 8.23 3.2% 253.42
Range 9.76 8.90 -0.86 -8.8% 44.54
ATR 14.97 14.55 -0.43 -2.8% 0.00
Volume 224,341,200 170,961,792 -53,379,408 -23.8% 1,342,923,696
Daily Pivots for day following 30-Mar-2020
Classic Woodie Camarilla DeMark
R4 285.90 282.68 266.55
R3 277.00 273.78 264.10
R2 268.10 268.10 263.28
R1 264.88 264.88 262.47 266.49
PP 259.20 259.20 259.20 260.01
S1 255.98 255.98 260.83 257.59
S2 250.30 250.30 260.02
S3 241.40 247.08 259.20
S4 232.50 238.18 256.76
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
5 262.80 233.80 29.00 11.1% 11.86 4.5% 96% False False 237,572,080
10 262.80 218.26 44.54 17.0% 14.13 5.4% 97% False False 274,003,374
20 313.84 218.26 95.58 36.5% 14.13 5.4% 45% False False 274,656,234
40 339.08 218.26 120.82 46.2% 9.78 3.7% 36% False False 196,077,365
60 339.08 218.26 120.82 46.2% 7.40 2.8% 36% False False 152,987,071
80 339.08 218.26 120.82 46.2% 5.99 2.3% 36% False False 129,721,503
100 339.08 218.26 120.82 46.2% 5.13 2.0% 36% False False 114,375,796
120 339.08 218.26 120.82 46.2% 4.61 1.8% 36% False False 104,624,374
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.47
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 300.26
2.618 285.73
1.618 276.83
1.000 271.33
0.618 267.93
HIGH 262.43
0.618 259.03
0.500 257.98
0.382 256.93
LOW 253.53
0.618 248.03
1.000 244.63
1.618 239.13
2.618 230.23
4.250 215.71
Fisher Pivots for day following 30-Mar-2020
Pivot 1 day 3 day
R1 260.43 259.74
PP 259.20 257.83
S1 257.98 255.93

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

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