SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 335.06 336.85 1.79 0.5% 328.32
High 335.77 337.54 1.77 0.5% 334.88
Low 332.96 332.01 -0.95 -0.3% 327.73
Close 335.57 332.80 -2.77 -0.8% 334.57
Range 2.82 5.53 2.72 96.4% 7.15
ATR 4.09 4.20 0.10 2.5% 0.00
Volume 44,282,000 69,601,000 25,319,000 57.2% 238,849,600
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 350.71 347.28 335.84
R3 345.18 341.75 334.32
R2 339.65 339.65 333.81
R1 336.22 336.22 333.31 335.17
PP 334.12 334.12 334.12 333.59
S1 330.69 330.69 332.29 329.64
S2 328.59 328.59 331.79
S3 323.06 325.16 331.28
S4 317.53 319.63 329.76
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 353.84 351.36 338.50
R3 346.69 344.21 336.54
R2 339.54 339.54 335.88
R1 337.06 337.06 335.23 338.30
PP 332.39 332.39 332.39 333.02
S1 329.91 329.91 333.91 331.15
S2 325.24 325.24 333.26
S3 318.09 322.76 332.60
S4 310.94 315.61 330.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 337.54 331.13 6.41 1.9% 3.09 0.9% 26% True False 51,547,380
10 337.54 319.64 17.90 5.4% 3.33 1.0% 74% True False 54,825,910
20 337.54 319.09 18.45 5.5% 3.31 1.0% 74% True False 58,987,290
40 337.54 298.93 38.61 11.6% 4.35 1.3% 88% True False 74,556,070
60 337.54 291.95 45.59 13.7% 4.64 1.4% 90% True False 84,423,795
80 337.54 272.02 65.52 19.7% 4.87 1.5% 93% True False 88,306,181
100 337.54 218.26 119.28 35.8% 5.92 1.8% 96% True False 110,059,816
120 337.54 218.26 119.28 35.8% 7.21 2.2% 96% True False 135,295,291
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 0.67
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 361.04
2.618 352.02
1.618 346.49
1.000 343.07
0.618 340.96
HIGH 337.54
0.618 335.43
0.500 334.78
0.382 334.12
LOW 332.01
0.618 328.59
1.000 326.48
1.618 323.06
2.618 317.53
4.250 308.51
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 334.78 334.78
PP 334.12 334.12
S1 333.46 333.46

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

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