SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	320.95	321.63	0.68	0.2%	321.43
High	321.99	323.41	1.42	0.4%	327.23
Low	319.25	320.78	1.53	0.5%	319.25
Close	320.88	323.22	2.34	0.7%	320.88
Range	2.74	2.64	-0.11	-4.0%	7.98
ATR	5.12	4.94	-0.18	-3.5%	0.00
Volume	73,766,496	48,292,900	-25,473,596	-34.5%	321,105,000

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	330.37	329.43	324.67
R3	327.74	326.80	323.94
R2	325.10	325.10	323.70
R1	324.16	324.16	323.46	324.63
PP	322.47	322.47	322.47	322.70
S1	321.53	321.53	322.98	322.00
S2	319.83	319.83	322.74
S3	317.20	318.89	322.50
S4	314.56	316.26	321.77

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	346.40	341.63	325.27
R3	338.42	333.64	323.08
R2	330.44	330.44	322.34
R1	325.66	325.66	321.61	324.06
PP	322.45	322.45	322.45	321.65
S1	317.67	317.67	320.15	316.07
S2	314.47	314.47	319.42
S3	306.48	309.69	318.68
S4	298.50	301.71	316.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	327.23	319.25	7.98	2.5%	3.36	1.0%	50%	False	False	62,617,820
10	327.23	312.00	15.23	4.7%	3.79	1.2%	74%	False	False	66,764,869
20	327.23	298.93	28.30	8.8%	4.35	1.3%	86%	False	False	72,286,064
40	327.23	296.74	30.49	9.4%	5.04	1.6%	87%	False	False	90,306,205
60	327.23	272.99	54.24	16.8%	5.15	1.6%	93%	False	False	92,067,198
80	327.23	244.59	82.64	25.6%	5.61	1.7%	95%	False	False	101,934,346
100	327.23	218.26	108.97	33.7%	7.26	2.2%	96%	False	False	135,555,555
120	339.08	218.26	120.82	37.4%	7.13	2.2%	87%	False	False	135,420,521

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.74
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	334.61
2.618	330.31
1.618	327.67
1.000	326.05
0.618	325.04
HIGH	323.41
0.618	322.40
0.500	322.09
0.382	321.78
LOW	320.78
0.618	319.15
1.000	318.14
1.618	316.51
2.618	313.88
4.250	309.58

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	322.84	323.24
PP	322.47	323.23
S1	322.09	323.23

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols