SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 342.13 339.76 -2.37 -0.7% 348.65
High 342.98 340.12 -2.86 -0.8% 349.33
Low 335.62 337.99 2.37 0.7% 340.65
Close 339.39 338.22 -1.17 -0.3% 345.78
Range 7.36 2.13 -5.23 -71.1% 8.68
ATR 5.70 5.45 -0.26 -4.5% 0.00
Volume 91,473,000 65,994,100 -25,478,900 -27.9% 296,595,400
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 345.17 343.82 339.39
R3 343.04 341.69 338.81
R2 340.91 340.91 338.61
R1 339.56 339.56 338.42 339.17
PP 338.78 338.78 338.78 338.58
S1 337.43 337.43 338.02 337.04
S2 336.65 336.65 337.83
S3 334.52 335.30 337.63
S4 332.39 333.17 337.05
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 371.29 367.22 350.55
R3 362.61 358.54 348.17
R2 353.93 353.93 347.37
R1 349.86 349.86 346.58 347.56
PP 345.25 345.25 345.25 344.10
S1 341.18 341.18 344.98 338.88
S2 336.57 336.57 344.19
S3 327.89 332.50 343.39
S4 319.21 323.82 341.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 348.68 335.62 13.06 3.9% 4.64 1.4% 20% False False 65,117,020
10 351.93 335.62 16.31 4.8% 4.91 1.5% 16% False False 66,188,060
20 354.02 331.19 22.83 6.8% 4.61 1.4% 31% False False 69,767,395
40 358.75 319.80 38.95 11.5% 5.65 1.7% 47% False False 77,660,307
60 358.75 319.80 38.95 11.5% 4.72 1.4% 47% False False 68,318,618
80 358.75 310.68 48.07 14.2% 4.59 1.4% 57% False False 68,178,941
100 358.75 296.74 62.01 18.3% 4.86 1.4% 67% False False 75,675,313
120 358.75 272.99 85.76 25.4% 4.87 1.4% 76% False False 79,122,851
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.95
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 349.17
2.618 345.70
1.618 343.57
1.000 342.25
0.618 341.44
HIGH 340.12
0.618 339.31
0.500 339.06
0.382 338.80
LOW 337.99
0.618 336.67
1.000 335.86
1.618 334.54
2.618 332.41
4.250 328.94
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 339.06 340.81
PP 338.78 339.94
S1 338.50 339.08

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

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