SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jan-2021

Day Change Summary
	Previous	Current
	04-Jan-2021	05-Jan-2021	Change	Change %	Previous Week
Open	375.31	368.10	-7.21	-1.9%	371.74
High	375.45	372.50	-2.95	-0.8%	374.66
Low	364.82	368.05	3.23	0.9%	370.83
Close	368.79	371.33	2.54	0.7%	373.88
Range	10.63	4.45	-6.18	-58.1%	3.83
ATR	4.56	4.55	-0.01	-0.2%	0.00
Volume	110,210,800	66,426,200	-43,784,600	-39.7%	220,656,704

Daily Pivots for day following 05-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	383.98	382.10	373.78
R3	379.53	377.65	372.55
R2	375.08	375.08	372.15
R1	373.20	373.20	371.74	374.14
PP	370.63	370.63	370.63	371.10
S1	368.75	368.75	370.92	369.69
S2	366.18	366.18	370.51
S3	361.73	364.30	370.11
S4	357.28	359.85	368.88

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	384.61	383.08	375.99
R3	380.78	379.25	374.93
R2	376.95	376.95	374.58
R1	375.42	375.42	374.23	376.19
PP	373.12	373.12	373.12	373.51
S1	371.59	371.59	373.53	372.36
S2	369.29	369.29	373.18
S3	365.46	367.76	372.83
S4	361.63	363.93	371.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	375.45	364.82	10.63	2.9%	4.64	1.2%	61%	False	False	71,658,660
10	378.46	362.03	16.43	4.4%	4.74	1.3%	57%	False	False	61,472,800
20	378.46	362.03	16.43	4.4%	4.06	1.1%	57%	False	False	64,401,630
40	378.46	347.65	30.81	8.3%	3.93	1.1%	77%	False	False	66,740,307
60	378.46	322.60	55.86	15.0%	4.49	1.2%	87%	False	False	71,186,129
80	378.46	319.80	58.66	15.8%	4.68	1.3%	88%	False	False	72,429,041
100	378.46	319.80	58.66	15.8%	4.70	1.3%	88%	False	False	71,417,508
120	378.46	319.09	59.37	16.0%	4.48	1.2%	88%	False	False	69,067,719

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	0.71
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	391.41
2.618	384.15
1.618	379.70
1.000	376.95
0.618	375.25
HIGH	372.50
0.618	370.80
0.500	370.28
0.382	369.75
LOW	368.05
0.618	365.30
1.000	363.60
1.618	360.85
2.618	356.40
4.250	349.14

Fisher Pivots for day following 05-Jan-2021
Pivot	1 day	3 day
R1	370.98	370.93
PP	370.63	370.53
S1	370.28	370.14

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