SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 316.84 314.31 -2.53 -0.8% 316.37
High 317.10 317.88 0.78 0.2% 317.88
Low 310.68 312.76 2.08 0.7% 310.68
Close 314.38 317.59 3.21 1.0% 317.59
Range 6.42 5.12 -1.30 -20.2% 7.20
ATR 6.01 5.95 -0.06 -1.1% 0.00
Volume 83,354,096 57,550,300 -25,803,796 -31.0% 340,166,600
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 331.44 329.63 320.41
R3 326.32 324.51 319.00
R2 321.20 321.20 318.53
R1 319.39 319.39 318.06 320.30
PP 316.08 316.08 316.08 316.53
S1 314.27 314.27 317.12 315.18
S2 310.96 310.96 316.65
S3 305.84 309.15 316.18
S4 300.72 304.03 314.77
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 336.98 334.49 321.55
R3 329.78 327.29 319.57
R2 322.58 322.58 318.91
R1 320.09 320.09 318.25 321.34
PP 315.38 315.38 315.38 316.01
S1 312.89 312.89 316.93 314.14
S2 308.18 308.18 316.27
S3 300.98 305.69 315.61
S4 293.78 298.49 313.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 317.88 310.68 7.20 2.3% 4.28 1.3% 96% True False 68,033,320
10 317.88 298.93 18.95 6.0% 4.75 1.5% 98% True False 80,303,620
20 317.88 296.74 21.14 6.7% 5.68 1.8% 99% True False 96,815,210
40 323.41 272.99 50.42 15.9% 5.32 1.7% 88% False False 98,053,790
60 323.41 272.02 51.39 16.2% 5.28 1.7% 89% False False 99,442,957
80 323.41 218.26 105.15 33.1% 6.82 2.1% 94% False False 128,081,257
100 339.08 218.26 120.82 38.0% 7.89 2.5% 82% False False 149,820,127
120 339.08 218.26 120.82 38.0% 7.04 2.2% 82% False False 135,575,872
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 1.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 339.64
2.618 331.28
1.618 326.16
1.000 323.00
0.618 321.04
HIGH 317.88
0.618 315.92
0.500 315.32
0.382 314.72
LOW 312.76
0.618 309.60
1.000 307.64
1.618 304.48
2.618 299.36
4.250 291.00
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 316.83 316.49
PP 316.08 315.38
S1 315.32 314.28

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

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