SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-May-2020
Day Change Summary
Previous Current
13-May-2020 14-May-2020 Change Change % Previous Week
Open 286.06 278.95 -7.11 -2.5% 280.74
High 287.19 285.11 -2.08 -0.7% 292.95
Low 278.97 272.99 -5.98 -2.1% 279.13
Close 281.60 284.97 3.37 1.2% 292.44
Range 8.23 12.12 3.90 47.4% 13.82
ATR 7.53 7.86 0.33 4.3% 0.00
Volume 144,721,104 121,977,800 -22,743,304 -15.7% 385,948,200
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 317.38 313.30 291.64
R3 305.26 301.18 288.30
R2 293.14 293.14 287.19
R1 289.06 289.06 286.08 291.10
PP 281.02 281.02 281.02 282.05
S1 276.94 276.94 283.86 278.98
S2 268.90 268.90 282.75
S3 256.78 264.82 281.64
S4 244.66 252.70 278.30
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
5 294.24 272.99 21.25 7.5% 7.06 2.5% 56% False True 103,741,180
10 294.24 272.99 21.25 7.5% 6.20 2.2% 56% False True 95,321,200
20 294.88 272.02 22.86 8.0% 5.59 2.0% 57% False False 101,730,265
40 294.88 218.26 76.62 26.9% 8.11 2.8% 87% False False 152,968,241
60 338.64 218.26 120.38 42.2% 9.78 3.4% 55% False False 185,550,405
80 339.08 218.26 120.82 42.4% 8.04 2.8% 55% False False 154,889,856
100 339.08 218.26 120.82 42.4% 6.80 2.4% 55% False False 136,099,339
120 339.08 218.26 120.82 42.4% 5.96 2.1% 55% False False 123,039,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.93
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 336.62
2.618 316.84
1.618 304.72
1.000 297.23
0.618 292.60
HIGH 285.11
0.618 280.48
0.500 279.05
0.382 277.62
LOW 272.99
0.618 265.50
1.000 260.87
1.618 253.38
2.618 241.26
4.250 221.48
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 283.00 284.52
PP 281.02 284.07
S1 279.05 283.62

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

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