SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jan-2021

Day Change Summary
	Previous	Current
	11-Jan-2021	12-Jan-2021	Change	Change %	Previous Week
Open	377.85	378.89	1.04	0.3%	375.31
High	380.58	379.86	-0.72	-0.2%	381.49
Low	377.72	376.36	-1.36	-0.4%	364.82
Close	378.69	378.77	0.08	0.0%	381.26
Range	2.86	3.50	0.64	22.3%	16.67
ATR	4.77	4.68	-0.09	-1.9%	0.00
Volume	51,176,700	52,547,700	1,371,000	2.7%	425,078,600

Daily Pivots for day following 12-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	388.83	387.30	380.70
R3	385.33	383.80	379.73
R2	381.83	381.83	379.41
R1	380.30	380.30	379.09	379.32
PP	378.33	378.33	378.33	377.84
S1	376.80	376.80	378.45	375.82
S2	374.83	374.83	378.13
S3	371.33	373.30	377.81
S4	367.83	369.80	376.85

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	425.87	420.23	390.43
R3	409.20	403.56	385.84
R2	392.53	392.53	384.32
R1	386.89	386.89	382.79	389.71
PP	375.86	375.86	375.86	377.27
S1	370.22	370.22	379.73	373.04
S2	359.19	359.19	378.20
S3	342.52	353.55	376.68
S4	325.85	336.88	372.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	381.49	369.12	12.37	3.3%	4.52	1.2%	78%	False	False	70,433,200
10	381.49	364.82	16.67	4.4%	4.58	1.2%	84%	False	False	71,045,930
20	381.49	362.03	19.46	5.1%	4.34	1.1%	86%	False	False	67,963,170
40	381.49	354.15	27.34	7.2%	3.83	1.0%	90%	False	False	64,054,542
60	381.49	322.60	58.89	15.5%	4.53	1.2%	95%	False	False	71,530,748
80	381.49	319.80	61.69	16.3%	4.65	1.2%	96%	False	False	72,119,353
100	381.49	319.80	61.69	16.3%	4.81	1.3%	96%	False	False	72,625,714
120	381.49	319.25	62.24	16.4%	4.54	1.2%	96%	False	False	69,594,119

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	394.74
2.618	389.02
1.618	385.52
1.000	383.36
0.618	382.02
HIGH	379.86
0.618	378.52
0.500	378.11
0.382	377.70
LOW	376.36
0.618	374.20
1.000	372.86
1.618	370.70
2.618	367.20
4.250	361.49

Fisher Pivots for day following 12-Jan-2021
Pivot	1 day	3 day
R1	378.55	378.93
PP	378.33	378.87
S1	378.11	378.82

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