SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 320.95 321.63 0.68 0.2% 321.43
High 321.99 323.41 1.42 0.4% 327.23
Low 319.25 320.78 1.53 0.5% 319.25
Close 320.88 323.22 2.34 0.7% 320.88
Range 2.74 2.64 -0.11 -4.0% 7.98
ATR 5.12 4.94 -0.18 -3.5% 0.00
Volume 73,766,496 48,292,900 -25,473,596 -34.5% 321,105,000
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 330.37 329.43 324.67
R3 327.74 326.80 323.94
R2 325.10 325.10 323.70
R1 324.16 324.16 323.46 324.63
PP 322.47 322.47 322.47 322.70
S1 321.53 321.53 322.98 322.00
S2 319.83 319.83 322.74
S3 317.20 318.89 322.50
S4 314.56 316.26 321.77
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 346.40 341.63 325.27
R3 338.42 333.64 323.08
R2 330.44 330.44 322.34
R1 325.66 325.66 321.61 324.06
PP 322.45 322.45 322.45 321.65
S1 317.67 317.67 320.15 316.07
S2 314.47 314.47 319.42
S3 306.48 309.69 318.68
S4 298.50 301.71 316.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 327.23 319.25 7.98 2.5% 3.36 1.0% 50% False False 62,617,820
10 327.23 312.00 15.23 4.7% 3.79 1.2% 74% False False 66,764,869
20 327.23 298.93 28.30 8.8% 4.35 1.3% 86% False False 72,286,064
40 327.23 296.74 30.49 9.4% 5.04 1.6% 87% False False 90,306,205
60 327.23 272.99 54.24 16.8% 5.15 1.6% 93% False False 92,067,198
80 327.23 244.59 82.64 25.6% 5.61 1.7% 95% False False 101,934,346
100 327.23 218.26 108.97 33.7% 7.26 2.2% 96% False False 135,555,555
120 339.08 218.26 120.82 37.4% 7.13 2.2% 87% False False 135,420,521
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.74
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 334.61
2.618 330.31
1.618 327.67
1.000 326.05
0.618 325.04
HIGH 323.41
0.618 322.40
0.500 322.09
0.382 321.78
LOW 320.78
0.618 319.15
1.000 318.14
1.618 316.51
2.618 313.88
4.250 309.58
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 322.84 323.24
PP 322.47 323.23
S1 322.09 323.23

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

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