SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 301.93 302.12 0.19 0.1% 293.05
High 302.19 303.57 1.38 0.5% 297.87
Low 295.46 296.87 1.41 0.5% 291.95
Close 299.08 303.53 4.45 1.5% 295.44
Range 6.73 6.70 -0.03 -0.4% 5.92
ATR 6.87 6.86 -0.01 -0.2% 0.00
Volume 88,951,400 104,817,400 15,866,000 17.8% 443,623,200
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 321.42 319.18 307.22
R3 314.72 312.48 305.37
R2 308.02 308.02 304.76
R1 305.78 305.78 304.14 306.90
PP 301.32 301.32 301.32 301.89
S1 299.08 299.08 302.92 300.20
S2 294.62 294.62 302.30
S3 287.92 292.38 301.69
S4 281.22 285.68 299.85
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 312.85 310.06 298.70
R3 306.93 304.14 297.07
R2 301.01 301.01 296.53
R1 298.22 298.22 295.98 299.62
PP 295.09 295.09 295.09 295.78
S1 292.30 292.30 294.90 293.70
S2 289.17 289.17 294.35
S3 283.25 286.38 293.81
S4 277.33 280.46 292.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 303.57 293.22 10.35 3.4% 4.42 1.5% 100% True False 84,376,500
10 303.57 272.99 30.58 10.1% 5.58 1.8% 100% True False 101,523,710
20 303.57 272.99 30.58 10.1% 5.33 1.8% 100% True False 97,169,870
40 303.57 243.90 59.67 19.7% 6.45 2.1% 100% True False 117,922,540
60 313.84 218.26 95.58 31.5% 9.01 3.0% 89% False False 170,167,104
80 339.08 218.26 120.82 39.8% 8.12 2.7% 71% False False 156,999,952
100 339.08 218.26 120.82 39.8% 7.02 2.3% 71% False False 138,961,259
120 339.08 218.26 120.82 39.8% 6.14 2.0% 71% False False 125,788,515
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 1.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 332.05
2.618 321.11
1.618 314.41
1.000 310.27
0.618 307.71
HIGH 303.57
0.618 301.01
0.500 300.22
0.382 299.43
LOW 296.87
0.618 292.73
1.000 290.17
1.618 286.03
2.618 279.33
4.250 268.40
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 302.43 301.82
PP 301.32 300.11
S1 300.22 298.40

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.