SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	331.70	336.06	4.36	1.3%	333.22
High	337.01	339.96	2.95	0.9%	338.74
Low	331.19	336.01	4.82	1.5%	331.19
Close	333.84	339.76	5.92	1.8%	333.84
Range	5.82	3.95	-1.87	-32.2%	7.55
ATR	5.95	5.96	0.01	0.2%	0.00
Volume	89,431,104	45,713,100	-43,718,004	-48.9%	398,327,012

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	350.43	349.04	341.93
R3	346.48	345.09	340.85
R2	342.53	342.53	340.48
R1	341.14	341.14	340.12	341.84
PP	338.58	338.58	338.58	338.92
S1	337.19	337.19	339.40	337.89
S2	334.63	334.63	339.04
S3	330.68	333.24	338.67
S4	326.73	329.29	337.59

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	357.24	353.09	337.99
R3	349.69	345.54	335.92
R2	342.14	342.14	335.22
R1	337.99	337.99	334.53	340.07
PP	334.59	334.59	334.59	335.63
S1	330.44	330.44	333.15	332.52
S2	327.04	327.04	332.46
S3	319.49	322.89	331.76
S4	311.94	315.34	329.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	339.96	331.19	8.77	2.6%	4.41	1.3%	98%	True	False	75,891,102
10	339.96	319.80	20.16	5.9%	5.39	1.6%	99%	True	False	74,851,510
20	343.06	319.80	23.26	6.8%	5.85	1.7%	86%	False	False	81,364,090
40	358.75	319.80	38.95	11.5%	5.02	1.5%	51%	False	False	71,148,037
60	358.75	312.00	46.75	13.8%	4.58	1.3%	59%	False	False	68,473,976
80	358.75	296.74	62.01	18.3%	4.86	1.4%	69%	False	False	75,559,285
100	358.75	272.99	85.76	25.2%	4.88	1.4%	78%	False	False	80,305,902
120	358.75	272.02	86.73	25.5%	4.93	1.5%	78%	False	False	83,958,467

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	0.87
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	356.75
2.618	350.30
1.618	346.35
1.000	343.91
0.618	342.40
HIGH	339.96
0.618	338.45
0.500	337.99
0.382	337.52
LOW	336.01
0.618	333.57
1.000	332.06
1.618	329.62
2.618	325.67
4.250	319.22

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	339.17	338.37
PP	338.58	336.97
S1	337.99	335.58

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