SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 293.79 286.06 -7.73 -2.6% 280.74
High 294.24 287.19 -7.05 -2.4% 292.95
Low 286.52 278.97 -7.56 -2.6% 279.13
Close 286.67 281.60 -5.07 -1.8% 292.44
Range 7.72 8.23 0.51 6.5% 13.82
ATR 7.48 7.53 0.05 0.7% 0.00
Volume 95,870,704 144,721,104 48,850,400 51.0% 385,948,200
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 307.26 302.66 286.12
R3 299.04 294.43 283.86
R2 290.81 290.81 283.11
R1 286.21 286.21 282.35 284.40
PP 282.59 282.59 282.59 281.68
S1 277.98 277.98 280.85 276.17
S2 274.36 274.36 280.09
S3 266.14 269.76 279.34
S4 257.91 261.53 277.08
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 329.63 324.86 300.04
R3 315.81 311.04 296.24
R2 301.99 301.99 294.97
R1 297.22 297.22 293.71 299.61
PP 288.17 288.17 288.17 289.37
S1 283.40 283.40 291.17 285.79
S2 274.35 274.35 289.91
S3 260.53 269.58 288.64
S4 246.71 255.76 284.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 294.24 278.97 15.28 5.4% 5.16 1.8% 17% False True 94,395,700
10 294.24 278.97 15.28 5.4% 5.47 1.9% 17% False True 95,413,590
20 294.88 272.02 22.86 8.1% 5.19 1.8% 42% False False 102,221,290
40 294.88 218.26 76.62 27.2% 8.31 3.0% 83% False False 158,108,723
60 339.08 218.26 120.82 42.9% 9.61 3.4% 52% False False 184,331,018
80 339.08 218.26 120.82 42.9% 7.91 2.8% 52% False False 154,336,913
100 339.08 218.26 120.82 42.9% 6.70 2.4% 52% False False 135,733,445
120 339.08 218.26 120.82 42.9% 5.88 2.1% 52% False False 122,687,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.50
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 322.15
2.618 308.72
1.618 300.50
1.000 295.42
0.618 292.27
HIGH 287.19
0.618 284.05
0.500 283.08
0.382 282.11
LOW 278.97
0.618 273.88
1.000 270.74
1.618 265.66
2.618 257.43
4.250 244.01
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 283.08 286.60
PP 282.59 284.94
S1 282.09 283.27

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

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