SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jul-2020

Day Change Summary
	Previous	Current
	30-Jul-2020	31-Jul-2020	Change	Change %	Previous Week
Open	321.90	325.86	3.96	1.2%	321.63
High	324.41	326.63	2.22	0.7%	326.63
Low	319.64	321.33	1.69	0.5%	319.64
Close	323.96	326.52	2.56	0.8%	326.52
Range	4.77	5.30	0.53	11.1%	6.99
ATR	4.82	4.86	0.03	0.7%	0.00
Volume	61,861,700	85,210,704	23,349,004	37.7%	301,314,304

Daily Pivots for day following 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	340.73	338.92	329.44
R3	335.43	333.62	327.98
R2	330.13	330.13	327.49
R1	328.32	328.32	327.01	329.23
PP	324.83	324.83	324.83	325.28
S1	323.02	323.02	326.03	323.93
S2	319.53	319.53	325.55
S3	314.23	317.72	325.06
S4	308.93	312.42	323.61

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	345.23	342.87	330.36
R3	338.24	335.88	328.44
R2	331.25	331.25	327.80
R1	328.89	328.89	327.16	330.07
PP	324.26	324.26	324.26	324.86
S1	321.90	321.90	325.88	323.08
S2	317.27	317.27	325.24
S3	310.28	314.91	324.60
S4	303.29	307.92	322.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	326.63	319.64	6.99	2.1%	3.83	1.2%	98%	True	False	60,262,860
10	327.23	319.25	7.98	2.4%	3.78	1.2%	91%	False	False	62,241,930
20	327.23	310.68	16.55	5.1%	4.22	1.3%	96%	False	False	68,191,704
40	327.23	296.74	30.49	9.3%	5.12	1.6%	98%	False	False	89,146,523
60	327.23	272.99	54.24	16.6%	5.02	1.5%	99%	False	False	90,296,627
80	327.23	265.25	61.98	19.0%	5.25	1.6%	99%	False	False	96,313,241
100	327.23	218.26	108.97	33.4%	7.00	2.1%	99%	False	False	128,076,816
120	339.08	218.26	120.82	37.0%	7.19	2.2%	90%	False	False	135,674,699

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.84
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	349.16
2.618	340.51
1.618	335.21
1.000	331.93
0.618	329.91
HIGH	326.63
0.618	324.61
0.500	323.98
0.382	323.35
LOW	321.33
0.618	318.05
1.000	316.03
1.618	312.75
2.618	307.45
4.250	298.81

Fisher Pivots for day following 31-Jul-2020
Pivot	1 day	3 day
R1	325.67	325.39
PP	324.83	324.26
S1	323.98	323.14

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols