SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Oct-2020

Day Change Summary
	Previous	Current
	12-Oct-2020	13-Oct-2020	Change	Change %	Previous Week
Open	349.59	352.28	2.69	0.8%	336.06
High	354.02	352.47	-1.55	-0.4%	347.35
Low	349.06	349.09	0.03	0.0%	334.38
Close	352.43	350.13	-2.30	-0.7%	346.85
Range	4.96	3.38	-1.58	-32.0%	12.97
ATR	5.85	5.68	-0.18	-3.0%	0.00
Volume	80,388,496	73,255,504	-7,132,992	-8.9%	297,612,400

Daily Pivots for day following 13-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	360.69	358.78	351.99
R3	357.31	355.41	351.06
R2	353.94	353.94	350.75
R1	352.03	352.03	350.44	351.30
PP	350.56	350.56	350.56	350.19
S1	348.66	348.66	349.82	347.92
S2	347.19	347.19	349.51
S3	343.81	345.28	349.20
S4	340.44	341.91	348.27

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	381.77	377.28	353.98
R3	368.80	364.31	350.42
R2	355.83	355.83	349.23
R1	351.34	351.34	348.04	353.59
PP	342.86	342.86	342.86	343.98
S1	338.37	338.37	345.66	340.62
S2	329.89	329.89	344.47
S3	316.92	325.40	343.28
S4	303.95	312.43	339.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	354.02	338.09	15.93	4.5%	3.27	0.9%	76%	False	False	63,082,900
10	354.02	331.19	22.83	6.5%	4.30	1.2%	83%	False	False	73,346,731
20	354.02	319.80	34.22	9.8%	5.01	1.4%	89%	False	False	76,656,080
40	358.75	319.80	38.95	11.1%	5.13	1.5%	78%	False	False	73,979,960
60	358.75	319.25	39.50	11.3%	4.49	1.3%	78%	False	False	67,607,081
80	358.75	298.93	59.82	17.1%	4.61	1.3%	86%	False	False	71,030,250
100	358.75	293.22	65.53	18.7%	4.80	1.4%	87%	False	False	78,233,445
120	358.75	272.99	85.76	24.5%	4.88	1.4%	90%	False	False	81,477,894

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.65
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	366.81
2.618	361.30
1.618	357.93
1.000	355.84
0.618	354.55
HIGH	352.47
0.618	351.18
0.500	350.78
0.382	350.38
LOW	349.09
0.618	347.00
1.000	345.71
1.618	343.63
2.618	340.25
4.250	334.75

Fisher Pivots for day following 13-Oct-2020
Pivot	1 day	3 day
R1	350.78	349.91
PP	350.56	349.68
S1	350.35	349.46

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