SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	335.06	336.85	1.79	0.5%	328.32
High	335.77	337.54	1.77	0.5%	334.88
Low	332.96	332.01	-0.95	-0.3%	327.73
Close	335.57	332.80	-2.77	-0.8%	334.57
Range	2.82	5.53	2.72	96.4%	7.15
ATR	4.09	4.20	0.10	2.5%	0.00
Volume	44,282,000	69,601,000	25,319,000	57.2%	238,849,600

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	350.71	347.28	335.84
R3	345.18	341.75	334.32
R2	339.65	339.65	333.81
R1	336.22	336.22	333.31	335.17
PP	334.12	334.12	334.12	333.59
S1	330.69	330.69	332.29	329.64
S2	328.59	328.59	331.79
S3	323.06	325.16	331.28
S4	317.53	319.63	329.76

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	353.84	351.36	338.50
R3	346.69	344.21	336.54
R2	339.54	339.54	335.88
R1	337.06	337.06	335.23	338.30
PP	332.39	332.39	332.39	333.02
S1	329.91	329.91	333.91	331.15
S2	325.24	325.24	333.26
S3	318.09	322.76	332.60
S4	310.94	315.61	330.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	337.54	331.13	6.41	1.9%	3.09	0.9%	26%	True	False	51,547,380
10	337.54	319.64	17.90	5.4%	3.33	1.0%	74%	True	False	54,825,910
20	337.54	319.09	18.45	5.5%	3.31	1.0%	74%	True	False	58,987,290
40	337.54	298.93	38.61	11.6%	4.35	1.3%	88%	True	False	74,556,070
60	337.54	291.95	45.59	13.7%	4.64	1.4%	90%	True	False	84,423,795
80	337.54	272.02	65.52	19.7%	4.87	1.5%	93%	True	False	88,306,181
100	337.54	218.26	119.28	35.8%	5.92	1.8%	96%	True	False	110,059,816
120	337.54	218.26	119.28	35.8%	7.21	2.2%	96%	True	False	135,295,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.67
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	361.04
2.618	352.02
1.618	346.49
1.000	343.07
0.618	340.96
HIGH	337.54
0.618	335.43
0.500	334.78
0.382	334.12
LOW	332.01
0.618	328.59
1.000	326.48
1.618	323.06
2.618	317.53
4.250	308.51

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	334.78	334.78
PP	334.12	334.12
S1	333.46	333.46

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