SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 282.37 293.05 10.68 3.8% 290.34
High 286.33 296.75 10.42 3.6% 294.24
Low 281.34 292.70 11.36 4.0% 272.99
Close 286.28 295.00 8.72 3.0% 286.28
Range 4.99 4.05 -0.94 -18.8% 21.25
ATR 7.66 7.86 0.20 2.6% 0.00
Volume 111,146,200 120,320,200 9,174,000 8.3% 553,230,008
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 306.97 305.03 297.23
R3 302.92 300.98 296.11
R2 298.87 298.87 295.74
R1 296.93 296.93 295.37 297.90
PP 294.82 294.82 294.82 295.30
S1 292.88 292.88 294.63 293.85
S2 290.77 290.77 294.26
S3 286.72 288.83 293.89
S4 282.67 284.78 292.77
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
5 296.75 272.99 23.76 8.1% 7.42 2.5% 93% True False 118,807,201
10 296.75 272.99 23.76 8.1% 5.72 1.9% 93% True False 97,862,520
20 296.75 272.02 24.73 8.4% 5.52 1.9% 93% True False 100,963,890
40 296.75 218.26 78.49 26.6% 7.56 2.6% 98% True False 142,842,882
60 333.56 218.26 115.30 39.1% 9.80 3.3% 67% False False 186,275,653
80 339.08 218.26 120.82 41.0% 8.10 2.7% 64% False False 156,522,215
100 339.08 218.26 120.82 41.0% 6.86 2.3% 64% False False 136,390,465
120 339.08 218.26 120.82 41.0% 6.01 2.0% 64% False False 124,139,242
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 313.96
2.618 307.35
1.618 303.30
1.000 300.80
0.618 299.25
HIGH 296.75
0.618 295.20
0.500 294.73
0.382 294.25
LOW 292.70
0.618 290.20
1.000 288.65
1.618 286.15
2.618 282.10
4.250 275.49
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 294.91 291.62
PP 294.82 288.25
S1 294.73 284.87

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

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