SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 278.95 282.37 3.42 1.2% 290.34
High 285.11 286.33 1.22 0.4% 294.24
Low 272.99 281.34 8.35 3.1% 272.99
Close 284.97 286.28 1.31 0.5% 286.28
Range 12.12 4.99 -7.13 -58.8% 21.25
ATR 7.86 7.66 -0.21 -2.6% 0.00
Volume 121,977,800 111,146,200 -10,831,600 -8.9% 553,230,008
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 299.62 297.94 289.02
R3 294.63 292.95 287.65
R2 289.64 289.64 287.19
R1 287.96 287.96 286.74 288.80
PP 284.65 284.65 284.65 285.07
S1 282.97 282.97 285.82 283.81
S2 279.66 279.66 285.37
S3 274.67 277.98 284.91
S4 269.68 272.99 283.54
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 348.25 338.52 297.97
R3 327.00 317.27 292.12
R2 305.75 305.75 290.18
R1 296.02 296.02 288.23 290.26
PP 284.50 284.50 284.50 281.63
S1 274.77 274.77 284.33 269.01
S2 263.25 263.25 282.38
S3 242.00 253.52 280.44
S4 220.75 232.27 274.59
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 7.4% 7.44 2.6% 63% False False 110,646,001
10 294.24 272.99 21.25 7.4% 5.79 2.0% 63% False False 93,917,820
20 294.88 272.02 22.86 8.0% 5.59 2.0% 62% False False 99,953,340
40 294.88 218.26 76.62 26.8% 7.85 2.7% 89% False False 148,513,847
60 335.81 218.26 117.55 41.1% 9.79 3.4% 58% False False 186,166,786
80 339.08 218.26 120.82 42.2% 8.08 2.8% 56% False False 155,667,748
100 339.08 218.26 120.82 42.2% 6.83 2.4% 56% False False 135,717,419
120 339.08 218.26 120.82 42.2% 5.99 2.1% 56% False False 123,510,326
Crabel Price Patterns
NR True
NR4 True
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 1.66
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 307.54
2.618 299.39
1.618 294.40
1.000 291.32
0.618 289.41
HIGH 286.33
0.618 284.42
0.500 283.84
0.382 283.25
LOW 281.34
0.618 278.26
1.000 276.35
1.618 273.27
2.618 268.28
4.250 260.13
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 285.47 284.22
PP 284.65 282.15
S1 283.84 280.09

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

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