SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 350.21 354.67 4.46 1.3% 342.12
High 352.71 358.75 6.04 1.7% 350.72
Low 349.24 353.43 4.19 1.2% 339.45
Close 352.60 357.70 5.10 1.4% 350.58
Range 3.47 5.32 1.85 53.3% 11.27
ATR 3.32 3.52 0.20 6.1% 0.00
Volume 54,999,300 69,540,000 14,540,700 26.4% 244,465,100
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 372.59 370.46 360.63
R3 367.27 365.14 359.16
R2 361.95 361.95 358.68
R1 359.82 359.82 358.19 360.89
PP 356.63 356.63 356.63 357.16
S1 354.50 354.50 357.21 355.57
S2 351.31 351.31 356.72
S3 345.99 349.18 356.24
S4 340.67 343.86 354.77
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 380.73 376.92 356.78
R3 369.46 365.65 353.68
R2 358.19 358.19 352.65
R1 354.38 354.38 351.61 356.28
PP 346.92 346.92 346.92 347.87
S1 343.11 343.11 349.55 345.02
S2 335.65 335.65 348.51
S3 324.38 331.84 347.48
S4 313.11 320.57 344.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358.75 346.53 12.22 3.4% 3.39 0.9% 91% True False 59,452,280
10 358.75 335.22 23.53 6.6% 3.19 0.9% 96% True False 53,241,790
20 358.75 331.13 27.62 7.7% 3.14 0.9% 96% True False 51,623,000
40 358.75 310.68 48.07 13.4% 3.57 1.0% 98% True False 58,372,347
60 358.75 296.74 62.01 17.3% 4.35 1.2% 98% True False 73,908,965
80 358.75 272.99 85.76 24.0% 4.50 1.3% 99% True False 79,459,161
100 358.75 272.02 86.73 24.2% 4.66 1.3% 99% True False 84,164,852
120 358.75 218.26 140.49 39.3% 5.96 1.7% 99% True False 108,331,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 381.36
2.618 372.68
1.618 367.36
1.000 364.07
0.618 362.04
HIGH 358.75
0.618 356.72
0.500 356.09
0.382 355.46
LOW 353.43
0.618 350.14
1.000 348.11
1.618 344.82
2.618 339.50
4.250 330.82
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 357.16 356.44
PP 356.63 355.17
S1 356.09 353.91

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

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