SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Aug-2020

Day Change Summary
	Previous	Current
	05-Aug-2020	06-Aug-2020	Change	Change %	Previous Week
Open	331.47	331.48	0.01	0.0%	321.63
High	332.39	334.46	2.07	0.6%	326.63
Low	331.18	331.13	-0.05	0.0%	319.64
Close	332.11	334.33	2.22	0.7%	326.52
Range	1.21	3.33	2.12	175.2%	6.99
ATR	4.39	4.32	-0.08	-1.7%	0.00
Volume	42,866,300	43,679,400	813,100	1.9%	301,314,304

Daily Pivots for day following 06-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	343.30	342.14	336.16
R3	339.97	338.81	335.25
R2	336.64	336.64	334.94
R1	335.48	335.48	334.64	336.06
PP	333.31	333.31	333.31	333.60
S1	332.15	332.15	334.02	332.73
S2	329.98	329.98	333.72
S3	326.65	328.82	333.41
S4	323.32	325.49	332.50

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	345.23	342.87	330.36
R3	338.24	335.88	328.44
R2	331.25	331.25	327.80
R1	328.89	328.89	327.16	330.07
PP	324.26	324.26	324.26	324.86
S1	321.90	321.90	325.88	323.08
S2	317.27	317.27	325.24
S3	310.28	314.91	324.60
S4	303.29	307.92	322.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	334.46	321.33	13.13	3.9%	2.79	0.8%	99%	True	False	53,350,420
10	334.46	319.25	15.21	4.6%	3.05	0.9%	99%	True	False	55,662,220
20	334.46	312.00	22.46	6.7%	3.84	1.1%	99%	True	False	63,137,959
40	334.46	296.74	37.72	11.3%	4.93	1.5%	100%	True	False	83,768,915
60	334.46	272.99	61.47	18.4%	4.88	1.5%	100%	True	False	87,868,027
80	334.46	272.02	62.44	18.7%	4.96	1.5%	100%	True	False	91,169,516
100	334.46	218.26	116.20	34.8%	6.36	1.9%	100%	True	False	117,137,798
120	339.08	218.26	120.82	36.1%	7.19	2.2%	96%	False	False	135,371,367

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

Fibonacci Retracements and Extensions
4.250	348.61
2.618	343.18
1.618	339.85
1.000	337.79
0.618	336.52
HIGH	334.46
0.618	333.19
0.500	332.80
0.382	332.40
LOW	331.13
0.618	329.07
1.000	327.80
1.618	325.74
2.618	322.41
4.250	316.98

Fisher Pivots for day following 06-Aug-2020
Pivot	1 day	3 day
R1	333.82	333.27
PP	333.31	332.22
S1	332.80	331.16

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