SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Aug-2021

Day Change Summary
	Previous	Current
	19-Aug-2021	20-Aug-2021	Change	Change %	Previous Week
Open	436.27	440.23	3.96	0.9%	444.53
High	441.14	443.71	2.57	0.6%	447.11
Low	436.12	439.71	3.59	0.8%	436.12
Close	439.86	443.36	3.50	0.8%	443.36
Range	5.02	4.00	-1.02	-20.3%	10.99
ATR	3.53	3.56	0.03	1.0%	0.00
Volume	92,812,200	72,008,704	-20,803,496	-22.4%	420,777,512

Daily Pivots for day following 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	454.26	452.81	445.56
R3	450.26	448.81	444.46
R2	446.26	446.26	444.09
R1	444.81	444.81	443.73	445.54
PP	442.26	442.26	442.26	442.62
S1	440.81	440.81	442.99	441.54
S2	438.26	438.26	442.63
S3	434.26	436.81	442.26
S4	430.26	432.81	441.16

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	475.17	470.25	449.40
R3	464.18	459.26	446.38
R2	453.19	453.19	445.37
R1	448.27	448.27	444.37	445.24
PP	442.20	442.20	442.20	440.68
S1	437.28	437.28	442.35	434.25
S2	431.21	431.21	441.35
S3	420.22	426.29	440.34
S4	409.23	415.30	437.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	447.11	436.12	10.99	2.5%	4.62	1.0%	66%	False	False	84,155,502
10	447.11	436.12	10.99	2.5%	3.08	0.7%	66%	False	False	62,778,611
20	447.11	435.99	11.12	2.5%	2.91	0.7%	66%	False	False	57,861,495
40	447.11	421.97	25.14	5.7%	3.22	0.7%	85%	False	False	62,786,145
60	447.11	414.70	32.41	7.3%	3.06	0.7%	88%	False	False	61,612,293
80	447.11	404.00	43.11	9.7%	3.34	0.8%	91%	False	False	66,161,730
100	447.11	395.31	51.80	11.7%	3.25	0.7%	93%	False	False	67,037,735
120	447.11	371.88	75.23	17.0%	3.63	0.8%	95%	False	False	73,399,797

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Stretch	0.72
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	460.71
2.618	454.18
1.618	450.18
1.000	447.71
0.618	446.18
HIGH	443.71
0.618	442.18
0.500	441.71
0.382	441.24
LOW	439.71
0.618	437.24
1.000	435.71
1.618	433.24
2.618	429.24
4.250	422.71

Fisher Pivots for day following 20-Aug-2021
Pivot	1 day	3 day
R1	442.81	442.36
PP	442.26	441.37
S1	441.71	440.37

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