SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 340.86 349.24 8.38 2.5% 342.13
High 347.94 352.19 4.25 1.2% 342.98
Low 339.59 348.86 9.27 2.7% 322.60
Close 343.54 350.24 6.70 2.0% 326.54
Range 8.35 3.33 -5.02 -60.1% 20.38
ATR 6.70 6.84 0.14 2.1% 0.00
Volume 126,959,696 82,039,696 -44,920,000 -35.4% 495,607,604
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 360.42 358.66 352.07
R3 357.09 355.33 351.16
R2 353.76 353.76 350.85
R1 352.00 352.00 350.55 352.88
PP 350.43 350.43 350.43 350.87
S1 348.67 348.67 349.93 349.55
S2 347.10 347.10 349.63
S3 343.77 345.34 349.32
S4 340.44 342.01 348.41
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 391.85 379.57 337.75
R3 371.47 359.19 332.14
R2 351.09 351.09 330.28
R1 338.81 338.81 328.41 334.76
PP 330.71 330.71 330.71 328.68
S1 318.43 318.43 324.67 314.38
S2 310.33 310.33 322.80
S3 289.95 298.05 320.94
S4 269.57 277.67 315.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 352.19 322.60 29.59 8.4% 6.37 1.8% 93% True False 101,762,078
10 352.19 322.60 29.59 8.4% 6.46 1.8% 93% True False 93,311,329
20 354.02 322.60 31.42 9.0% 5.61 1.6% 88% False False 80,077,774
40 354.02 319.80 34.22 9.8% 5.43 1.6% 89% False False 78,117,775
60 358.75 319.80 38.95 11.1% 5.21 1.5% 78% False False 74,535,643
80 358.75 319.09 39.66 11.3% 4.75 1.4% 79% False False 70,231,425
100 358.75 298.93 59.82 17.1% 4.84 1.4% 86% False False 73,705,799
120 358.75 291.95 66.80 19.1% 4.93 1.4% 87% False False 78,925,601
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.77
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 366.34
2.618 360.91
1.618 357.58
1.000 355.52
0.618 354.25
HIGH 352.19
0.618 350.92
0.500 350.53
0.382 350.13
LOW 348.86
0.618 346.80
1.000 345.53
1.618 343.47
2.618 340.14
4.250 334.71
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 350.53 347.24
PP 350.43 344.24
S1 350.34 341.24

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

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