SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 322.43 322.12 -0.31 -0.1% 321.43
High 323.64 325.73 2.09 0.6% 327.23
Low 320.85 322.08 1.23 0.4% 319.25
Close 321.17 325.12 3.95 1.2% 320.88
Range 2.79 3.66 0.87 31.0% 7.98
ATR 4.79 4.77 -0.02 -0.3% 0.00
Volume 57,494,900 48,454,100 -9,040,800 -15.7% 321,105,000
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 335.27 333.85 327.13
R3 331.62 330.20 326.13
R2 327.96 327.96 325.79
R1 326.54 326.54 325.46 327.25
PP 324.31 324.31 324.31 324.66
S1 322.89 322.89 324.78 323.60
S2 320.65 320.65 324.45
S3 317.00 319.23 324.11
S4 313.34 315.58 323.11
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% 3.51 1.1% 74% False False 60,749,260
10 327.23 319.09 8.14 2.5% 3.28 1.0% 74% False False 59,274,430
20 327.23 309.07 18.16 5.6% 4.07 1.3% 88% False False 67,925,119
40 327.23 296.74 30.49 9.4% 5.05 1.6% 93% False False 89,678,758
60 327.23 272.99 54.24 16.7% 5.03 1.5% 96% False False 90,398,795
80 327.23 248.17 79.06 24.3% 5.49 1.7% 97% False False 99,343,440
100 327.23 218.26 108.97 33.5% 7.16 2.2% 98% False False 132,464,706
120 339.08 218.26 120.82 37.2% 7.15 2.2% 88% False False 135,334,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.67
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 341.26
2.618 335.30
1.618 331.64
1.000 329.39
0.618 327.99
HIGH 325.73
0.618 324.33
0.500 323.90
0.382 323.47
LOW 322.08
0.618 319.82
1.000 318.42
1.618 316.16
2.618 312.51
4.250 306.54
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 324.71 324.50
PP 324.31 323.88
S1 323.90 323.25

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

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