SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 320.13 313.30 -6.83 -2.1% 316.37
High 322.71 319.76 -2.95 -0.9% 317.88
Low 314.13 312.00 -2.13 -0.7% 310.68
Close 314.84 318.92 4.08 1.3% 317.59
Range 8.58 7.76 -0.82 -9.6% 7.20
ATR 6.13 6.25 0.12 1.9% 0.00
Volume 102,997,400 93,656,896 -9,340,504 -9.1% 340,166,600
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 340.17 337.31 323.19
R3 332.41 329.55 321.05
R2 324.65 324.65 320.34
R1 321.79 321.79 319.63 323.22
PP 316.89 316.89 316.89 317.61
S1 314.03 314.03 318.21 315.46
S2 309.13 309.13 317.50
S3 301.37 306.27 316.79
S4 293.61 298.51 314.65
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 336.98 334.49 321.55
R3 329.78 327.29 319.57
R2 322.58 322.58 318.91
R1 320.09 320.09 318.25 321.34
PP 315.38 315.38 315.38 316.01
S1 312.89 312.89 316.93 314.14
S2 308.18 308.18 316.27
S3 300.98 305.69 315.61
S4 293.78 298.49 313.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 322.71 310.68 12.03 3.8% 6.30 2.0% 68% False False 78,439,438
10 322.71 303.82 18.89 5.9% 5.11 1.6% 80% False False 79,195,629
20 322.71 298.93 23.78 7.5% 5.39 1.7% 84% False False 90,124,850
40 323.41 291.95 31.46 9.9% 5.30 1.7% 86% False False 97,142,048
60 323.41 272.02 51.39 16.1% 5.40 1.7% 91% False False 98,079,145
80 323.41 218.26 105.15 33.0% 6.58 2.1% 96% False False 122,827,947
100 335.81 218.26 117.55 36.9% 7.99 2.5% 86% False False 150,556,891
120 339.08 218.26 120.82 37.9% 7.15 2.2% 83% False False 136,159,182
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 True
Bear Hook True
Bull Hook False
Stretch 1.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 352.74
2.618 340.08
1.618 332.32
1.000 327.52
0.618 324.56
HIGH 319.76
0.618 316.80
0.500 315.88
0.382 314.96
LOW 312.00
0.618 307.20
1.000 304.24
1.618 299.44
2.618 291.68
4.250 279.02
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 317.91 318.40
PP 316.89 317.88
S1 315.88 317.36

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

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