SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	333.56	335.37	1.81	0.5%	337.49
High	337.70	335.49	-2.21	-0.7%	343.06
Low	332.99	327.97	-5.02	-1.5%	327.97
Close	335.84	330.65	-5.19	-1.5%	330.65
Range	4.71	7.52	2.81	59.7%	15.09
ATR	5.67	5.83	0.16	2.8%	0.00
Volume	91,523,296	105,877,904	14,354,608	15.7%	398,138,800

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	353.93	349.81	334.79
R3	346.41	342.29	332.72
R2	338.89	338.89	332.03
R1	334.77	334.77	331.34	333.07
PP	331.37	331.37	331.37	330.52
S1	327.25	327.25	329.96	325.55
S2	323.85	323.85	329.27
S3	316.33	319.73	328.58
S4	308.81	312.21	326.51

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	379.16	370.00	338.95
R3	364.07	354.91	334.80
R2	348.98	348.98	333.42
R1	339.82	339.82	332.03	336.86
PP	333.89	333.89	333.89	332.41
S1	324.73	324.73	329.27	321.77
S2	318.80	318.80	327.88
S3	303.71	309.64	326.50
S4	288.62	294.55	322.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	343.06	327.97	15.09	4.6%	5.30	1.6%	18%	False	True	79,627,760
10	347.83	327.97	19.86	6.0%	7.07	2.1%	13%	False	True	91,847,208
20	358.75	327.97	30.78	9.3%	5.64	1.7%	9%	False	True	77,834,664
40	358.75	319.25	39.50	11.9%	4.36	1.3%	29%	False	False	65,297,149
60	358.75	298.93	59.82	18.1%	4.49	1.4%	53%	False	False	69,216,279
80	358.75	296.74	62.01	18.8%	4.76	1.4%	55%	False	False	78,901,354
100	358.75	272.99	85.76	25.9%	4.87	1.5%	67%	False	False	82,555,057
120	358.75	243.90	114.85	34.7%	5.32	1.6%	76%	False	False	91,908,416

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.44
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	367.45
2.618	355.18
1.618	347.66
1.000	343.01
0.618	340.14
HIGH	335.49
0.618	332.62
0.500	331.73
0.382	330.84
LOW	327.97
0.618	323.32
1.000	320.45
1.618	315.80
2.618	308.28
4.250	296.01

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	331.73	335.52
PP	331.37	333.89
S1	331.01	332.27

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