SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jul-2021

Day Change Summary
	Previous	Current
	23-Jul-2021	26-Jul-2021	Change	Change %	Previous Week
Open	437.52	439.31	1.79	0.4%	426.19
High	440.30	441.03	0.73	0.2%	440.30
Low	436.79	439.26	2.47	0.6%	421.97
Close	439.94	441.02	1.08	0.2%	439.94
Range	3.51	1.77	-1.74	-49.6%	18.33
ATR	4.09	3.92	-0.17	-4.0%	0.00
Volume	63,766,600	43,719,100	-20,047,500	-31.4%	423,964,504

Daily Pivots for day following 26-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	445.75	445.15	441.99
R3	443.98	443.38	441.51
R2	442.21	442.21	441.34
R1	441.61	441.61	441.18	441.91
PP	440.44	440.44	440.44	440.59
S1	439.84	439.84	440.86	440.14
S2	438.67	438.67	440.70
S3	436.90	438.07	440.53
S4	435.13	436.30	440.05

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	489.06	482.83	450.02
R3	470.73	464.50	444.98
R2	452.40	452.40	443.30
R1	446.17	446.17	441.62	449.29
PP	434.07	434.07	434.07	435.63
S1	427.84	427.84	438.26	430.96
S2	415.74	415.74	436.58
S3	397.41	409.51	434.90
S4	379.08	391.18	429.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	441.03	424.83	16.20	3.7%	3.72	0.8%	100%	True	False	63,939,319
10	441.03	421.97	19.06	4.3%	4.15	0.9%	100%	True	False	71,572,610
20	441.03	421.97	19.06	4.3%	3.53	0.8%	100%	True	False	66,990,275
40	441.03	414.70	26.33	6.0%	3.14	0.7%	100%	True	False	63,162,980
60	441.03	404.00	37.03	8.4%	3.44	0.8%	100%	True	False	68,348,055
80	441.03	398.18	42.85	9.7%	3.33	0.8%	100%	True	False	68,469,106
100	441.03	371.88	69.15	15.7%	3.74	0.8%	100%	True	False	75,745,246
120	441.03	371.88	69.15	15.7%	3.90	0.9%	100%	True	False	75,395,513

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	1.04
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	448.55
2.618	445.66
1.618	443.89
1.000	442.80
0.618	442.12
HIGH	441.03
0.618	440.35
0.500	440.15
0.382	439.94
LOW	439.26
0.618	438.17
1.000	437.49
1.618	436.40
2.618	434.63
4.250	431.74

Fisher Pivots for day following 26-Jul-2021
Pivot	1 day	3 day
R1	440.73	439.80
PP	440.44	438.58
S1	440.15	437.36

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