SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 328.57 330.90 2.33 0.7% 337.49
High 330.90 331.20 0.30 0.1% 343.06
Low 325.86 322.10 -3.76 -1.2% 327.97
Close 330.30 322.64 -7.66 -2.3% 330.65
Range 5.04 9.10 4.06 80.6% 15.09
ATR 5.98 6.20 0.22 3.7% 0.00
Volume 63,612,100 92,573,031 28,960,931 45.5% 398,138,800
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 352.61 346.73 327.65
R3 343.51 337.63 325.14
R2 334.41 334.41 324.31
R1 328.53 328.53 323.47 326.92
PP 325.31 325.31 325.31 324.51
S1 319.43 319.43 321.81 317.82
S2 316.21 316.21 320.97
S3 307.11 310.33 320.14
S4 298.01 301.23 317.64
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 379.16 370.00 338.95
R3 364.07 354.91 334.80
R2 348.98 348.98 333.42
R1 339.82 339.82 332.03 336.86
PP 333.89 333.89 333.89 332.41
S1 324.73 324.73 329.27 321.77
S2 318.80 318.80 327.88
S3 303.71 309.64 326.50
S4 288.62 294.55 322.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 337.70 321.73 15.97 4.9% 6.35 2.0% 6% False False 90,607,426
10 343.06 321.73 21.33 6.6% 6.17 1.9% 4% False False 82,902,433
20 358.75 321.73 37.02 11.5% 6.23 1.9% 2% False False 83,508,536
40 358.75 319.64 39.11 12.1% 4.65 1.4% 8% False False 67,199,190
60 358.75 303.82 54.93 17.0% 4.50 1.4% 34% False False 68,523,510
80 358.75 296.74 62.01 19.2% 4.84 1.5% 42% False False 78,761,636
100 358.75 272.99 85.76 26.6% 4.89 1.5% 58% False False 81,443,144
120 358.75 245.22 113.53 35.2% 5.24 1.6% 68% False False 89,354,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.19
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 369.88
2.618 355.02
1.618 345.92
1.000 340.30
0.618 336.82
HIGH 331.20
0.618 327.72
0.500 326.65
0.382 325.58
LOW 322.10
0.618 316.48
1.000 313.00
1.618 307.38
2.618 298.28
4.250 283.43
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 326.65 326.47
PP 325.31 325.19
S1 323.98 323.92

These figures are updated between 7pm and 10pm EST after a trading day.

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