SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	441.44	442.81	1.37	0.3%	434.88
High	444.67	444.05	-0.62	-0.1%	444.89
Low	441.21	441.90	0.69	0.2%	428.86
Close	443.91	442.64	-1.27	-0.3%	443.91
Range	3.46	2.15	-1.31	-37.9%	16.03
ATR	4.67	4.49	-0.18	-3.9%	0.00
Volume	62,094,800	61,371,100	-723,700	-1.2%	499,812,400

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	449.31	448.13	443.82
R3	447.16	445.98	443.23
R2	445.01	445.01	443.03
R1	443.83	443.83	442.84	443.35
PP	442.86	442.86	442.86	442.62
S1	441.68	441.68	442.44	441.20
S2	440.71	440.71	442.25
S3	438.56	439.53	442.05
S4	436.41	437.38	441.46

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	487.31	481.64	452.73
R3	471.28	465.61	448.32
R2	455.25	455.25	446.85
R1	449.58	449.58	445.38	452.42
PP	439.22	439.22	439.22	440.64
S1	433.55	433.55	442.44	436.39
S2	423.19	423.19	440.97
S3	407.16	417.52	439.50
S4	391.13	401.49	435.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	444.89	433.07	11.82	2.7%	4.40	1.0%	81%	False	False	78,947,600
10	448.41	428.86	19.55	4.4%	4.85	1.1%	70%	False	False	91,438,450
20	454.05	428.86	25.19	5.7%	3.90	0.9%	55%	False	False	75,016,945
40	454.05	428.86	25.19	5.7%	3.43	0.8%	55%	False	False	66,172,645
60	454.05	421.97	32.08	7.2%	3.54	0.8%	64%	False	False	66,926,140
80	454.05	414.70	39.35	8.9%	3.29	0.7%	71%	False	False	64,871,356
100	454.05	404.00	50.05	11.3%	3.43	0.8%	77%	False	False	66,685,141
120	454.05	404.00	50.05	11.3%	3.37	0.8%	77%	False	False	67,095,547

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	0.96
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	453.19
2.618	449.68
1.618	447.53
1.000	446.20
0.618	445.38
HIGH	444.05
0.618	443.23
0.500	442.98
0.382	442.72
LOW	441.90
0.618	440.57
1.000	439.75
1.618	438.42
2.618	436.27
4.250	432.76

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	442.98	442.51
PP	442.86	442.38
S1	442.75	442.25

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