SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 327.86 331.47 3.61 1.1% 321.63
High 330.06 332.39 2.33 0.7% 326.63
Low 327.86 331.18 3.32 1.0% 319.64
Close 330.06 332.11 2.05 0.6% 326.52
Range 2.20 1.21 -0.99 -45.0% 6.99
ATR 4.55 4.39 -0.16 -3.5% 0.00
Volume 41,917,800 42,866,300 948,500 2.3% 301,314,304
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 335.52 335.03 332.78
R3 334.31 333.82 332.44
R2 333.10 333.10 332.33
R1 332.61 332.61 332.22 332.86
PP 331.89 331.89 331.89 332.02
S1 331.40 331.40 332.00 331.65
S2 330.68 330.68 331.89
S3 329.47 330.19 331.78
S4 328.26 328.98 331.44
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 345.23 342.87 330.36
R3 338.24 335.88 328.44
R2 331.25 331.25 327.80
R1 328.89 328.89 327.16 330.07
PP 324.26 324.26 324.26 324.86
S1 321.90 321.90 325.88 323.08
S2 317.27 317.27 325.24
S3 310.28 314.91 324.60
S4 303.29 307.92 322.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 332.39 319.64 12.75 3.8% 3.07 0.9% 98% True False 56,986,880
10 332.39 319.25 13.14 4.0% 3.29 1.0% 98% True False 58,868,070
20 332.39 310.68 21.71 6.5% 3.99 1.2% 99% True False 65,121,694
40 332.39 296.74 35.65 10.7% 4.95 1.5% 99% True False 85,051,947
60 332.39 272.99 59.40 17.9% 4.95 1.5% 100% True False 88,737,882
80 332.39 272.02 60.37 18.2% 5.03 1.5% 100% True False 92,300,315
100 332.39 218.26 114.13 34.4% 6.52 2.0% 100% True False 119,673,404
120 339.08 218.26 120.82 36.4% 7.18 2.2% 94% False False 135,545,557
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 False
Bear Hook False
Bull Hook False
Stretch 0.78
Narrowest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 337.53
2.618 335.56
1.618 334.35
1.000 333.60
0.618 333.14
HIGH 332.39
0.618 331.93
0.500 331.79
0.382 331.64
LOW 331.18
0.618 330.43
1.000 329.97
1.618 329.22
2.618 328.01
4.250 326.04
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 332.00 331.43
PP 331.89 330.74
S1 331.79 330.06

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

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