SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 354.67 355.87 1.20 0.3% 342.12
High 358.75 356.38 -2.37 -0.7% 350.72
Low 353.43 342.59 -10.84 -3.1% 339.45
Close 357.70 345.39 -12.31 -3.4% 350.58
Range 5.32 13.79 8.47 159.2% 11.27
ATR 3.52 4.35 0.83 23.5% 0.00
Volume 69,540,000 148,011,104 78,471,104 112.8% 244,465,100
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 389.49 381.23 352.97
R3 375.70 367.44 349.18
R2 361.91 361.91 347.92
R1 353.65 353.65 346.65 350.89
PP 348.12 348.12 348.12 346.74
S1 339.86 339.86 344.13 337.10
S2 334.33 334.33 342.86
S3 320.54 326.07 341.60
S4 306.75 312.28 337.81
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 380.73 376.92 356.78
R3 369.46 365.65 353.68
R2 358.19 358.19 352.65
R1 354.38 354.38 351.61 356.28
PP 346.92 346.92 346.92 347.87
S1 343.11 343.11 349.55 345.02
S2 335.65 335.65 348.51
S3 324.38 331.84 347.48
S4 313.11 320.57 344.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358.75 342.59 16.16 4.7% 5.48 1.6% 17% False True 77,447,680
10 358.75 337.55 21.20 6.1% 4.21 1.2% 37% False False 63,822,120
20 358.75 332.01 26.74 7.7% 3.66 1.1% 50% False False 56,839,585
40 358.75 312.00 46.75 13.5% 3.75 1.1% 71% False False 59,988,772
60 358.75 296.74 62.01 18.0% 4.51 1.3% 78% False False 74,792,471
80 358.75 272.99 85.76 24.8% 4.57 1.3% 84% False False 80,110,916
100 358.75 272.02 86.73 25.1% 4.70 1.4% 85% False False 84,303,530
120 358.75 218.26 140.49 40.7% 5.91 1.7% 90% False False 107,088,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 414.99
2.618 392.48
1.618 378.69
1.000 370.17
0.618 364.90
HIGH 356.38
0.618 351.11
0.500 349.49
0.382 347.86
LOW 342.59
0.618 334.07
1.000 328.80
1.618 320.28
2.618 306.49
4.250 283.98
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 349.49 350.67
PP 348.12 348.91
S1 346.76 347.15

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

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