SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 313.30 322.41 9.11 2.9% 316.37
High 319.76 323.04 3.28 1.0% 317.88
Low 312.00 319.27 7.27 2.3% 310.68
Close 318.92 321.85 2.93 0.9% 317.59
Range 7.76 3.78 -3.99 -51.4% 7.20
ATR 6.25 6.10 -0.15 -2.4% 0.00
Volume 93,656,896 87,196,496 -6,460,400 -6.9% 340,166,600
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 332.71 331.06 323.93
R3 328.94 327.28 322.89
R2 325.16 325.16 322.54
R1 323.51 323.51 322.20 322.45
PP 321.39 321.39 321.39 320.86
S1 319.73 319.73 321.50 318.67
S2 317.61 317.61 321.16
S3 313.84 315.96 320.81
S4 310.06 312.18 319.77
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
5 323.04 310.68 12.36 3.8% 6.33 2.0% 90% True False 84,951,037
10 323.04 309.07 13.97 4.3% 4.85 1.5% 91% True False 76,575,808
20 323.04 298.93 24.11 7.5% 5.18 1.6% 95% True False 87,603,299
40 323.41 291.95 31.46 9.8% 5.29 1.6% 95% False False 96,313,955
60 323.41 272.02 51.39 16.0% 5.37 1.7% 97% False False 97,863,933
80 323.41 218.26 105.15 32.7% 6.42 2.0% 99% False False 119,578,419
100 333.56 218.26 115.30 35.8% 8.00 2.5% 90% False False 150,290,974
120 339.08 218.26 120.82 37.5% 7.16 2.2% 86% False False 136,452,795
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.28
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 339.08
2.618 332.92
1.618 329.15
1.000 326.82
0.618 325.37
HIGH 323.04
0.618 321.60
0.500 321.15
0.382 320.71
LOW 319.27
0.618 316.93
1.000 315.49
1.618 313.16
2.618 309.38
4.250 303.22
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 321.62 320.41
PP 321.39 318.96
S1 321.15 317.52

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

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