SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 343.33 342.96 -0.37 -0.1% 349.59
High 348.68 345.24 -3.44 -1.0% 354.02
Low 342.40 340.65 -1.75 -0.5% 343.13
Close 342.73 344.61 1.88 0.5% 347.29
Range 6.28 4.59 -1.69 -27.0% 10.89
ATR 5.63 5.55 -0.07 -1.3% 0.00
Volume 63,574,900 55,399,200 -8,175,700 -12.9% 361,462,100
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 357.27 355.53 347.13
R3 352.68 350.94 345.87
R2 348.09 348.09 345.45
R1 346.35 346.35 345.03 347.22
PP 343.50 343.50 343.50 343.94
S1 341.76 341.76 344.19 342.63
S2 338.91 338.91 343.77
S3 334.32 337.17 343.35
S4 329.73 332.58 342.09
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 380.82 374.94 353.28
R3 369.93 364.05 350.28
R2 359.04 359.04 349.29
R1 353.16 353.16 348.29 350.66
PP 348.15 348.15 348.15 346.89
S1 342.27 342.27 346.29 339.77
S2 337.26 337.26 345.29
S3 326.37 331.38 344.30
S4 315.48 320.49 341.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 350.75 340.65 10.10 2.9% 5.41 1.6% 39% False True 67,390,660
10 354.02 340.65 13.37 3.9% 4.75 1.4% 30% False True 66,844,220
20 354.02 321.64 32.38 9.4% 4.68 1.4% 71% False False 68,796,120
40 358.75 319.80 38.95 11.3% 5.54 1.6% 64% False False 76,813,085
60 358.75 319.64 39.11 11.3% 4.71 1.4% 64% False False 68,210,940
80 358.75 309.07 49.68 14.4% 4.55 1.3% 72% False False 68,139,484
100 358.75 296.74 62.01 18.0% 4.85 1.4% 77% False False 76,798,067
120 358.75 272.99 85.76 24.9% 4.87 1.4% 84% False False 79,304,867
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 0.96
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 364.75
2.618 357.26
1.618 352.67
1.000 349.83
0.618 348.08
HIGH 345.24
0.618 343.49
0.500 342.95
0.382 342.40
LOW 340.65
0.618 337.81
1.000 336.06
1.618 333.22
2.618 328.63
4.250 321.14
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 344.06 344.67
PP 343.50 344.65
S1 342.95 344.63

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

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