SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	448.40	443.11	-5.29	-1.2%	442.24
High	448.51	445.55	-2.96	-0.7%	453.67
Low	443.81	442.75	-1.06	-0.2%	439.97
Close	446.22	444.85	-1.37	-0.3%	451.19
Range	4.70	2.80	-1.90	-40.4%	13.70
ATR	4.51	4.43	-0.07	-1.6%	0.00
Volume	70,758,500	70,355,400	-403,100	-0.6%	338,759,600

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.78	451.62	446.39
R3	449.98	448.82	445.62
R2	447.18	447.18	445.36
R1	446.02	446.02	445.11	446.60
PP	444.38	444.38	444.38	444.68
S1	443.22	443.22	444.59	443.80
S2	441.58	441.58	444.34
S3	438.78	440.42	444.08
S4	435.98	437.62	443.31

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	489.37	483.98	458.72
R3	475.67	470.28	454.96
R2	461.97	461.97	453.70
R1	456.58	456.58	452.45	459.28
PP	448.28	448.28	448.28	449.63
S1	442.89	442.89	449.93	445.58
S2	434.58	434.58	448.68
S3	420.88	429.19	447.42
S4	407.19	415.49	443.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	453.67	442.75	10.92	2.5%	3.21	0.7%	19%	False	True	64,261,720
10	453.67	435.00	18.67	4.2%	4.40	1.0%	53%	False	False	72,588,200
20	453.67	433.01	20.66	4.6%	4.52	1.0%	57%	False	False	74,402,320
40	459.44	433.01	26.43	5.9%	4.12	0.9%	45%	False	False	72,711,917
60	459.44	431.19	28.25	6.4%	3.89	0.9%	48%	False	False	75,271,110
80	459.44	409.88	49.56	11.1%	3.88	0.9%	71%	False	False	76,746,042
100	459.44	403.74	55.70	12.5%	3.88	0.9%	74%	False	False	76,756,458
120	459.44	388.55	70.89	15.9%	4.00	0.9%	79%	False	False	78,102,007

Crabel Price Patterns
NR	True
NR4	False
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	False
Stretch	0.77
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	457.45
2.618	452.88
1.618	450.08
1.000	448.35
0.618	447.28
HIGH	445.55
0.618	444.48
0.500	444.15
0.382	443.82
LOW	442.75
0.618	441.02
1.000	439.95
1.618	438.22
2.618	435.42
4.250	430.85

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	444.62	446.91
PP	444.38	446.22
S1	444.15	445.54

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