SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 291.09 290.34 -0.75 -0.3% 280.74
High 292.95 294.00 1.05 0.4% 292.95
Low 289.86 289.88 0.02 0.0% 279.13
Close 292.44 292.50 0.06 0.0% 292.44
Range 3.09 4.12 1.03 33.3% 13.82
ATR 7.72 7.46 -0.26 -3.3% 0.00
Volume 76,622,096 79,514,200 2,892,104 3.8% 385,948,200
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 304.49 302.61 294.77
R3 300.37 298.49 293.63
R2 296.25 296.25 293.26
R1 294.37 294.37 292.88 295.31
PP 292.13 292.13 292.13 292.60
S1 290.25 290.25 292.12 291.19
S2 288.01 288.01 291.74
S3 283.89 286.13 291.37
S4 279.77 282.01 290.23
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 329.63 324.86 300.04
R3 315.81 311.04 296.24
R2 301.99 301.99 294.97
R1 297.22 297.22 293.71 299.61
PP 288.17 288.17 288.17 289.37
S1 283.40 283.40 291.17 285.79
S2 274.35 274.35 289.91
S3 260.53 269.58 288.64
S4 246.71 255.76 284.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 294.00 283.71 10.29 3.5% 4.02 1.4% 85% True False 76,917,840
10 294.88 279.13 15.75 5.4% 4.92 1.7% 85% False False 93,755,950
20 294.88 272.02 22.86 7.8% 5.29 1.8% 90% False False 102,987,615
40 294.88 218.26 76.62 26.2% 8.88 3.0% 97% False False 166,076,688
60 339.08 218.26 120.82 41.3% 9.41 3.2% 61% False False 182,353,233
80 339.08 218.26 120.82 41.3% 7.74 2.6% 61% False False 153,203,220
100 339.08 218.26 120.82 41.3% 6.55 2.2% 61% False False 134,420,843
120 339.08 218.26 120.82 41.3% 5.77 2.0% 61% False False 121,659,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 311.51
2.618 304.79
1.618 300.67
1.000 298.12
0.618 296.55
HIGH 294.00
0.618 292.43
0.500 291.94
0.382 291.45
LOW 289.88
0.618 287.33
1.000 285.76
1.618 283.21
2.618 279.09
4.250 272.37
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 292.31 291.86
PP 292.13 291.21
S1 291.94 290.57

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

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