SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Aug-2020

Day Change Summary
	Previous	Current
	21-Aug-2020	24-Aug-2020	Change	Change %	Previous Week
Open	337.55	342.12	4.57	1.4%	337.94
High	339.72	343.00	3.28	1.0%	339.72
Low	337.55	339.45	1.90	0.6%	335.22
Close	339.48	342.92	3.44	1.0%	339.48
Range	2.17	3.55	1.38	63.6%	4.50
ATR	3.55	3.55	0.00	0.0%	0.00
Volume	55,106,600	48,588,600	-6,518,000	-11.8%	239,583,400

Daily Pivots for day following 24-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	352.44	351.23	344.87
R3	348.89	347.68	343.90
R2	345.34	345.34	343.57
R1	344.13	344.13	343.25	344.73
PP	341.79	341.79	341.79	342.09
S1	340.58	340.58	342.59	341.19
S2	338.24	338.24	342.27
S3	334.69	337.03	341.94
S4	331.14	333.48	340.97

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	351.64	350.06	341.96
R3	347.14	345.56	340.72
R2	342.64	342.64	340.31
R1	341.06	341.06	339.89	341.85
PP	338.14	338.14	338.14	338.54
S1	336.56	336.56	339.07	337.35
S2	333.64	333.64	338.66
S3	329.14	332.06	338.24
S4	324.64	327.56	337.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	343.00	335.22	7.78	2.3%	2.96	0.9%	99%	True	False	50,538,220
10	343.00	332.01	10.99	3.2%	3.15	0.9%	99%	True	False	50,067,550
20	343.00	319.64	23.36	6.8%	3.10	0.9%	100%	True	False	51,841,425
40	343.00	298.93	44.07	12.9%	3.72	1.1%	100%	True	False	62,063,744
60	343.00	296.74	46.26	13.5%	4.39	1.3%	100%	True	False	77,484,612
80	343.00	272.99	70.01	20.4%	4.64	1.4%	100%	True	False	82,010,755
100	343.00	244.59	98.41	28.7%	5.11	1.5%	100%	True	False	91,915,762
120	343.00	218.26	124.74	36.4%	6.57	1.9%	100%	True	False	121,603,200

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.76
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	358.09
2.618	352.29
1.618	348.74
1.000	346.55
0.618	345.19
HIGH	343.00
0.618	341.64
0.500	341.23
0.382	340.81
LOW	339.45
0.618	337.26
1.000	335.90
1.618	333.71
2.618	330.16
4.250	324.36

Fisher Pivots for day following 24-Aug-2020
Pivot	1 day	3 day
R1	342.36	341.65
PP	341.79	340.38
S1	341.23	339.11

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