SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-May-2021

Day Change Summary
	Previous	Current
	20-May-2021	21-May-2021	Change	Change %	Previous Week
Open	411.80	416.87	5.07	1.2%	415.39
High	416.63	418.20	1.58	0.4%	418.20
Low	411.67	414.45	2.78	0.7%	405.33
Close	415.28	414.94	-0.34	-0.1%	414.94
Range	4.96	3.75	-1.21	-24.3%	12.87
ATR	5.05	4.96	-0.09	-1.8%	0.00
Volume	78,022,200	76,578,600	-1,443,600	-1.9%	386,007,200

Daily Pivots for day following 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	427.11	424.78	417.00
R3	423.36	421.03	415.97
R2	419.61	419.61	415.63
R1	417.28	417.28	415.28	416.57
PP	415.86	415.86	415.86	415.51
S1	413.53	413.53	414.60	412.82
S2	412.11	412.11	414.25
S3	408.36	409.78	413.91
S4	404.61	406.03	412.88

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	451.43	446.06	422.02
R3	438.56	433.19	418.48
R2	425.69	425.69	417.30
R1	420.32	420.32	416.12	416.57
PP	412.82	412.82	412.82	410.95
S1	407.45	407.45	413.76	403.70
S2	399.95	399.95	412.58
S3	387.08	394.58	411.40
S4	374.21	381.71	407.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	418.20	405.33	12.87	3.1%	4.35	1.0%	75%	True	False	77,201,440
10	422.74	404.00	18.74	4.5%	5.01	1.2%	58%	False	False	90,815,401
20	422.82	404.00	18.82	4.5%	4.05	1.0%	58%	False	False	79,950,415
40	422.82	390.29	32.53	7.8%	3.65	0.9%	76%	False	False	78,847,455
60	422.82	371.88	50.94	12.3%	4.43	1.1%	85%	False	False	88,282,785
80	422.82	368.27	54.55	13.1%	4.52	1.1%	86%	False	False	83,419,370
100	422.82	364.82	58.00	14.0%	4.45	1.1%	86%	False	False	80,360,416
120	422.82	359.17	63.65	15.3%	4.31	1.0%	88%	False	False	77,364,311

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0.82
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	434.14
2.618	428.02
1.618	424.27
1.000	421.95
0.618	420.52
HIGH	418.20
0.618	416.77
0.500	416.33
0.382	415.88
LOW	414.45
0.618	412.13
1.000	410.70
1.618	408.38
2.618	404.63
4.250	398.51

Fisher Pivots for day following 21-May-2021
Pivot	1 day	3 day
R1	416.33	413.88
PP	415.86	412.82
S1	415.40	411.77

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