SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 335.37 325.70 -9.67 -2.9% 337.49
High 335.49 327.13 -8.36 -2.5% 343.06
Low 327.97 321.73 -6.24 -1.9% 327.97
Close 330.65 326.97 -3.68 -1.1% 330.65
Range 7.52 5.40 -2.12 -28.2% 15.09
ATR 5.83 6.05 0.22 3.8% 0.00
Volume 105,877,904 99,450,800 -6,427,104 -6.1% 398,138,800
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 341.48 339.62 329.94
R3 336.08 334.22 328.46
R2 330.68 330.68 327.96
R1 328.82 328.82 327.47 329.75
PP 325.28 325.28 325.28 325.74
S1 323.42 323.42 326.48 324.35
S2 319.88 319.88 325.98
S3 314.48 318.02 325.49
S4 309.08 312.62 324.00
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
5 343.06 321.73 21.33 6.5% 5.14 1.6% 25% False True 86,396,800
10 343.06 321.73 21.33 6.5% 6.31 1.9% 25% False True 87,876,669
20 358.75 321.73 37.02 11.3% 5.80 1.8% 14% False True 80,051,874
40 358.75 319.64 39.11 12.0% 4.43 1.4% 19% False False 65,939,257
60 358.75 298.93 59.82 18.3% 4.47 1.4% 47% False False 69,382,661
80 358.75 296.74 62.01 19.0% 4.77 1.5% 49% False False 79,009,891
100 358.75 272.99 85.76 26.2% 4.88 1.5% 63% False False 82,362,110
120 358.75 243.90 114.85 35.1% 5.31 1.6% 72% False False 91,113,164
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 350.08
2.618 341.27
1.618 335.87
1.000 332.53
0.618 330.47
HIGH 327.13
0.618 325.07
0.500 324.43
0.382 323.79
LOW 321.73
0.618 318.39
1.000 316.33
1.618 312.99
2.618 307.59
4.250 298.78
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 326.12 329.71
PP 325.28 328.80
S1 324.43 327.88

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

View Archives - Comment on this page... - Back to Index of Symbols