SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 344.76 348.51 3.75 1.1% 337.94
High 347.86 349.90 2.04 0.6% 339.72
Low 344.17 346.53 2.36 0.7% 335.22
Close 347.57 348.33 0.76 0.2% 339.48
Range 3.69 3.37 -0.32 -8.7% 4.50
ATR 3.46 3.45 -0.01 -0.2% 0.00
Volume 50,790,200 58,034,100 7,243,900 14.3% 239,583,400
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 358.36 356.72 350.18
R3 354.99 353.35 349.26
R2 351.62 351.62 348.95
R1 349.98 349.98 348.64 349.12
PP 348.25 348.25 348.25 347.82
S1 346.61 346.61 348.02 345.75
S2 344.88 344.88 347.71
S3 341.51 343.24 347.40
S4 338.14 339.87 346.48
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 351.64 350.06 341.96
R3 347.14 345.56 340.72
R2 342.64 342.64 340.31
R1 341.06 341.06 339.89 341.85
PP 338.14 338.14 338.14 338.54
S1 336.56 336.56 339.07 337.35
S2 333.64 333.64 338.66
S3 329.14 332.06 338.24
S4 324.64 327.56 337.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 349.90 337.55 12.35 3.5% 2.94 0.8% 87% True False 50,196,560
10 349.90 335.22 14.68 4.2% 2.71 0.8% 89% True False 48,271,990
20 349.90 321.33 28.57 8.2% 2.99 0.9% 95% True False 50,815,270
40 349.90 310.68 39.22 11.3% 3.58 1.0% 96% True False 59,106,824
60 349.90 296.74 53.16 15.3% 4.38 1.3% 97% True False 76,212,498
80 349.90 272.99 76.91 22.1% 4.51 1.3% 98% True False 80,281,561
100 349.90 264.89 85.01 24.4% 4.85 1.4% 98% True False 88,375,811
120 349.90 218.26 131.64 37.8% 6.41 1.8% 99% True False 116,793,503
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 364.22
2.618 358.72
1.618 355.35
1.000 353.27
0.618 351.98
HIGH 349.90
0.618 348.61
0.500 348.22
0.382 347.82
LOW 346.53
0.618 344.45
1.000 343.16
1.618 341.08
2.618 337.71
4.250 332.21
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 348.29 347.58
PP 348.25 346.83
S1 348.22 346.09

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

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