SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 321.43 326.45 5.02 1.6% 320.13
High 325.13 326.93 1.80 0.6% 323.04
Low 320.62 323.94 3.32 1.0% 312.00
Close 324.32 325.01 0.69 0.2% 321.72
Range 4.51 2.99 -1.52 -33.7% 11.04
ATR 5.56 5.38 -0.18 -3.3% 0.00
Volume 56,308,800 57,498,900 1,190,100 2.1% 401,248,192
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 334.26 332.63 326.65
R3 331.27 329.64 325.83
R2 328.28 328.28 325.56
R1 326.65 326.65 325.28 325.97
PP 325.29 325.29 325.29 324.96
S1 323.66 323.66 324.74 322.98
S2 322.30 322.30 324.46
S3 319.31 320.67 324.19
S4 316.32 317.68 323.37
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 352.04 347.92 327.79
R3 341.00 336.88 324.76
R2 329.96 329.96 323.74
R1 325.84 325.84 322.73 327.90
PP 318.92 318.92 318.92 319.95
S1 314.80 314.80 320.71 316.86
S2 307.88 307.88 319.70
S3 296.84 303.76 318.68
S4 285.80 292.72 315.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 326.93 319.09 7.84 2.4% 3.26 1.0% 76% True False 63,680,319
10 326.93 310.68 16.25 5.0% 4.78 1.5% 88% True False 71,059,878
20 326.93 298.93 28.00 8.6% 4.89 1.5% 93% True False 80,442,235
40 326.93 295.46 31.47 9.7% 5.28 1.6% 94% True False 94,011,508
60 326.93 272.99 53.94 16.6% 5.24 1.6% 96% True False 94,887,590
80 326.93 243.90 83.03 25.5% 5.93 1.8% 98% True False 108,486,201
100 326.93 218.26 108.67 33.4% 7.65 2.4% 98% True False 144,011,854
120 339.08 218.26 120.82 37.2% 7.15 2.2% 88% False False 135,966,875
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 1.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 339.64
2.618 334.76
1.618 331.77
1.000 329.92
0.618 328.78
HIGH 326.93
0.618 325.79
0.500 325.44
0.382 325.08
LOW 323.94
0.618 322.09
1.000 320.95
1.618 319.10
2.618 316.11
4.250 311.23
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 325.44 324.45
PP 325.29 323.89
S1 325.15 323.33

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

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