SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 324.62 326.47 1.85 0.6% 320.13
High 327.20 327.23 0.03 0.0% 323.04
Low 324.50 321.48 -3.02 -0.9% 312.00
Close 326.86 322.96 -3.90 -1.2% 321.72
Range 2.70 5.75 3.05 113.0% 11.04
ATR 5.19 5.23 0.04 0.8% 0.00
Volume 57,792,900 75,737,904 17,945,004 31.1% 401,248,192
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 341.14 337.80 326.12
R3 335.39 332.05 324.54
R2 329.64 329.64 324.01
R1 326.30 326.30 323.49 325.10
PP 323.89 323.89 323.89 323.29
S1 320.55 320.55 322.43 319.35
S2 318.14 318.14 321.91
S3 312.39 314.80 321.38
S4 306.64 309.05 319.80
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
5 327.23 319.74 7.50 2.3% 3.76 1.2% 43% True False 62,022,680
10 327.23 312.00 15.23 4.7% 4.62 1.4% 72% True False 70,613,699
20 327.23 298.93 28.30 8.8% 4.75 1.5% 85% True False 77,054,540
40 327.23 296.74 30.49 9.4% 5.16 1.6% 86% True False 92,505,558
60 327.23 272.99 54.24 16.8% 5.22 1.6% 92% True False 94,060,328
80 327.23 243.90 83.33 25.8% 5.80 1.8% 95% True False 105,214,049
100 327.23 218.26 108.97 33.7% 7.47 2.3% 96% True False 139,102,486
120 339.08 218.26 120.82 37.4% 7.13 2.2% 87% False False 135,501,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 351.67
2.618 342.28
1.618 336.53
1.000 332.98
0.618 330.78
HIGH 327.23
0.618 325.03
0.500 324.36
0.382 323.68
LOW 321.48
0.618 317.93
1.000 315.73
1.618 312.18
2.618 306.43
4.250 297.04
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 324.36 324.36
PP 323.89 323.89
S1 323.43 323.43

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

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