SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Sep-2020

Day Change Summary
	Previous	Current
	29-Sep-2020	30-Sep-2020	Change	Change %	Previous Week
Open	333.97	333.09	-0.88	-0.3%	325.70
High	334.77	338.29	3.52	1.1%	331.20
Low	331.62	332.88	1.26	0.4%	319.80
Close	332.37	334.89	2.52	0.8%	328.73
Range	3.15	5.41	2.26	71.8%	11.40
ATR	6.14	6.12	-0.02	-0.3%	0.00
Volume	51,531,500	104,081,104	52,549,604	102.0%	403,925,796

Daily Pivots for day following 30-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	351.58	348.65	337.87
R3	346.17	343.24	336.38
R2	340.76	340.76	335.88
R1	337.83	337.83	335.39	339.30
PP	335.35	335.35	335.35	336.09
S1	332.42	332.42	334.39	333.89
S2	329.94	329.94	333.90
S3	324.53	327.01	333.40
S4	319.12	321.60	331.91

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	360.78	356.15	335.00
R3	349.38	344.75	331.87
R2	337.98	337.98	330.82
R1	333.35	333.35	329.78	335.67
PP	326.58	326.58	326.58	327.73
S1	321.95	321.95	327.69	324.27
S2	315.18	315.18	326.64
S3	303.78	310.55	325.60
S4	292.38	299.15	322.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	338.29	319.80	18.49	5.5%	5.26	1.6%	82%	True	False	73,589,580
10	338.29	319.80	18.49	5.5%	5.81	1.7%	82%	True	False	82,152,420
20	358.75	319.80	38.95	11.6%	6.78	2.0%	39%	False	False	88,007,309
40	358.75	319.80	38.95	11.6%	4.86	1.5%	39%	False	False	69,148,312
60	358.75	310.68	48.07	14.4%	4.61	1.4%	50%	False	False	68,002,309
80	358.75	296.74	62.01	18.5%	4.94	1.5%	62%	False	False	77,532,791
100	358.75	272.99	85.76	25.6%	4.94	1.5%	72%	False	False	81,268,533
120	358.75	271.41	87.34	26.1%	5.02	1.5%	73%	False	False	85,182,753

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.92
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	361.28
2.618	352.45
1.618	347.04
1.000	343.70
0.618	341.63
HIGH	338.29
0.618	336.22
0.500	335.59
0.382	334.95
LOW	332.88
0.618	329.54
1.000	327.47
1.618	324.13
2.618	318.72
4.250	309.89

Fisher Pivots for day following 30-Sep-2020
Pivot	1 day	3 day
R1	335.59	334.96
PP	335.35	334.93
S1	335.12	334.91

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