SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 302.12 304.65 2.53 0.8% 293.05
High 303.57 306.84 3.27 1.1% 297.87
Low 296.87 302.24 5.37 1.8% 291.95
Close 303.53 302.97 -0.56 -0.2% 295.44
Range 6.70 4.60 -2.10 -31.3% 5.92
ATR 6.86 6.70 -0.16 -2.4% 0.00
Volume 104,817,400 90,767,800 -14,049,600 -13.4% 443,623,200
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 317.82 314.99 305.50
R3 313.22 310.39 304.24
R2 308.62 308.62 303.81
R1 305.79 305.79 303.39 304.91
PP 304.02 304.02 304.02 303.57
S1 301.19 301.19 302.55 300.31
S2 299.42 299.42 302.13
S3 294.82 296.59 301.71
S4 290.22 291.99 300.44
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 312.85 310.06 298.70
R3 306.93 304.14 297.07
R2 301.01 301.01 296.53
R1 298.22 298.22 295.98 299.62
PP 295.09 295.09 295.09 295.78
S1 292.30 292.30 294.90 293.70
S2 289.17 289.17 294.35
S3 283.25 286.38 293.81
S4 277.33 280.46 292.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 306.84 293.22 13.62 4.5% 4.88 1.6% 72% True False 85,357,740
10 306.84 272.99 33.85 11.2% 5.21 1.7% 89% True False 96,128,380
20 306.84 272.99 33.85 11.2% 5.34 1.8% 89% True False 95,770,985
40 306.84 243.90 62.94 20.8% 6.38 2.1% 94% True False 115,319,710
60 313.10 218.26 94.84 31.3% 8.81 2.9% 89% False False 166,677,583
80 339.08 218.26 120.82 39.9% 8.14 2.7% 70% False False 157,269,022
100 339.08 218.26 120.82 39.9% 7.04 2.3% 70% False False 139,091,106
120 339.08 218.26 120.82 39.9% 6.17 2.0% 70% False False 126,134,994
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 True
Stretch 1.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 326.39
2.618 318.88
1.618 314.28
1.000 311.44
0.618 309.68
HIGH 306.84
0.618 305.08
0.500 304.54
0.382 304.00
LOW 302.24
0.618 299.40
1.000 297.64
1.618 294.80
2.618 290.20
4.250 282.69
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 304.54 302.36
PP 304.02 301.76
S1 303.49 301.15

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

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