SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Aug-2019

Day Change Summary
	Previous	Current
	28-Aug-2019	29-Aug-2019	Change	Change %	Previous Week
Open	286.14	291.72	5.58	2.0%	292.19
High	289.07	293.16	4.09	1.4%	293.93
Low	285.25	290.61	5.36	1.9%	283.47
Close	288.89	292.58	3.69	1.3%	284.85
Range	3.82	2.55	-1.27	-33.2%	10.46
ATR	4.30	4.30	0.00	0.0%	0.00
Volume	59,852,300	57,998,900	-1,853,400	-3.1%	356,073,496

Daily Pivots for day following 29-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	299.77	298.72	293.98
R3	297.22	296.17	293.28
R2	294.67	294.67	293.05
R1	293.62	293.62	292.81	294.15
PP	292.12	292.12	292.12	292.38
S1	291.07	291.07	292.35	291.60
S2	289.57	289.57	292.11
S3	287.02	288.52	291.88
S4	284.47	285.97	291.18

Weekly Pivots for week ending 23-Aug-2019
	Classic	Woodie	Camarilla	DeMark
R4	318.80	312.28	290.60
R3	308.34	301.82	287.73
R2	297.88	297.88	286.77
R1	291.36	291.36	285.81	289.39
PP	287.42	287.42	287.42	286.43
S1	280.90	280.90	283.89	278.93
S2	276.96	276.96	282.93
S3	266.50	270.44	281.97
S4	256.04	259.98	279.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	293.16	283.47	9.69	3.3%	4.40	1.5%	94%	True	False	81,610,558
10	293.93	283.47	10.46	3.6%	3.53	1.2%	87%	False	False	70,063,339
20	294.15	281.72	12.43	4.2%	4.36	1.5%	87%	False	False	91,819,324
40	302.23	281.72	20.51	7.0%	3.33	1.1%	53%	False	False	73,327,819
60	302.23	281.72	20.51	7.0%	2.91	1.0%	53%	False	False	70,170,481
80	302.23	273.09	29.14	10.0%	2.96	1.0%	67%	False	False	73,129,563
100	302.23	273.09	29.14	10.0%	2.82	1.0%	67%	False	False	71,576,257
120	302.23	273.09	29.14	10.0%	2.72	0.9%	67%	False	False	71,812,616

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.92
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	304.00
2.618	299.84
1.618	297.29
1.000	295.71
0.618	294.74
HIGH	293.16
0.618	292.19
0.500	291.89
0.382	291.58
LOW	290.61
0.618	289.03
1.000	288.06
1.618	286.48
2.618	283.93
4.250	279.77

Fisher Pivots for day following 29-Aug-2019
Pivot	1 day	3 day
R1	292.35	291.46
PP	292.12	290.33
S1	291.89	289.21

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