SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 321.88 321.43 -0.45 -0.1% 320.13
High 322.57 325.13 2.56 0.8% 323.04
Low 319.74 320.62 0.89 0.3% 312.00
Close 321.72 324.32 2.60 0.8% 321.72
Range 2.84 4.51 1.68 59.1% 11.04
ATR 5.64 5.56 -0.08 -1.4% 0.00
Volume 62,774,900 56,308,800 -6,466,100 -10.3% 401,248,192
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 336.89 335.11 326.80
R3 332.38 330.60 325.56
R2 327.87 327.87 325.15
R1 326.09 326.09 324.73 326.98
PP 323.36 323.36 323.36 323.80
S1 321.58 321.58 323.91 322.47
S2 318.85 318.85 323.49
S3 314.34 317.07 323.08
S4 309.83 312.56 321.84
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 352.04 347.92 327.79
R3 341.00 336.88 324.76
R2 329.96 329.96 323.74
R1 325.84 325.84 322.73 327.90
PP 318.92 318.92 318.92 319.95
S1 314.80 314.80 320.71 316.86
S2 307.88 307.88 319.70
S3 296.84 303.76 318.68
S4 285.80 292.72 315.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 325.13 312.00 13.13 4.0% 4.21 1.3% 94% True False 70,911,918
10 325.13 310.68 14.45 4.5% 4.89 1.5% 94% True False 73,600,979
20 325.13 298.93 26.20 8.1% 4.95 1.5% 97% True False 81,299,754
40 325.13 293.22 31.91 9.8% 5.27 1.6% 97% True False 94,172,990
60 325.13 272.99 52.14 16.1% 5.27 1.6% 98% True False 95,348,707
80 325.13 243.90 81.23 25.0% 6.06 1.9% 99% True False 110,987,875
100 325.13 218.26 106.87 33.0% 7.76 2.4% 99% True False 146,280,399
120 339.08 218.26 120.82 37.3% 7.14 2.2% 88% False False 135,938,057
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 344.30
2.618 336.94
1.618 332.43
1.000 329.64
0.618 327.92
HIGH 325.13
0.618 323.41
0.500 322.88
0.382 322.34
LOW 320.62
0.618 317.83
1.000 316.11
1.618 313.32
2.618 308.81
4.250 301.45
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 323.84 323.58
PP 323.36 322.85
S1 322.88 322.11

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

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