SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Aug-2021

Day Change Summary
	Previous	Current
	20-Aug-2021	23-Aug-2021	Change	Change %	Previous Week
Open	440.23	445.16	4.93	1.1%	444.53
High	443.71	448.23	4.52	1.0%	447.11
Low	439.71	443.44	3.73	0.8%	436.12
Close	443.36	447.26	3.90	0.9%	443.36
Range	4.00	4.79	0.79	19.9%	10.99
ATR	3.56	3.65	0.09	2.6%	0.00
Volume	72,008,704	54,973,000	-17,035,704	-23.7%	420,777,512

Daily Pivots for day following 23-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	460.69	458.77	449.90
R3	455.90	453.98	448.58
R2	451.10	451.10	448.14
R1	449.18	449.18	447.70	450.14
PP	446.31	446.31	446.31	446.79
S1	444.39	444.39	446.82	445.35
S2	441.51	441.51	446.38
S3	436.72	439.59	445.94
S4	431.93	434.80	444.62

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	448.23	436.12	12.11	2.7%	4.73	1.1%	92%	True	False	80,363,942
10	448.23	436.12	12.11	2.7%	3.42	0.8%	92%	True	False	64,153,661
20	448.23	435.99	12.24	2.7%	3.06	0.7%	92%	True	False	58,424,190
40	448.23	421.97	26.26	5.9%	3.30	0.7%	96%	True	False	62,707,232
60	448.23	414.70	33.53	7.5%	3.11	0.7%	97%	True	False	61,583,383
80	448.23	404.00	44.23	9.9%	3.35	0.7%	98%	True	False	65,867,089
100	448.23	398.18	50.05	11.2%	3.27	0.7%	98%	True	False	66,460,123
120	448.23	371.88	76.35	17.1%	3.62	0.8%	99%	True	False	72,858,403

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	0.85
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	468.61
2.618	460.78
1.618	455.99
1.000	453.02
0.618	451.19
HIGH	448.23
0.618	446.40
0.500	445.83
0.382	445.27
LOW	443.44
0.618	440.47
1.000	438.64
1.618	435.68
2.618	430.88
4.250	423.06

Fisher Pivots for day following 23-Aug-2021
Pivot	1 day	3 day
R1	446.78	445.57
PP	446.31	443.87
S1	445.83	442.18

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