SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 355.87 346.13 -9.74 -2.7% 350.35
High 356.38 347.83 -8.55 -2.4% 358.75
Low 342.59 334.87 -7.72 -2.3% 334.87
Close 345.39 342.57 -2.82 -0.8% 342.57
Range 13.79 12.96 -0.83 -6.0% 23.88
ATR 4.35 4.96 0.62 14.1% 0.00
Volume 148,011,104 139,156,192 -8,854,912 -6.0% 477,805,696
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 380.64 374.56 349.70
R3 367.68 361.60 346.13
R2 354.72 354.72 344.95
R1 348.64 348.64 343.76 345.20
PP 341.76 341.76 341.76 340.04
S1 335.68 335.68 341.38 332.24
S2 328.80 328.80 340.19
S3 315.84 322.72 339.01
S4 302.88 309.76 335.44
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 417.04 403.68 355.70
R3 393.16 379.80 349.14
R2 369.28 369.28 346.95
R1 355.92 355.92 344.76 350.66
PP 345.40 345.40 345.40 342.77
S1 332.04 332.04 340.38 326.78
S2 321.52 321.52 338.19
S3 297.64 308.16 336.00
S4 273.76 284.28 329.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358.75 334.87 23.88 7.0% 7.56 2.2% 32% False True 95,561,139
10 358.75 334.87 23.88 7.0% 5.29 1.5% 32% False True 72,227,079
20 358.75 332.01 26.74 7.8% 4.18 1.2% 39% False False 60,931,984
40 358.75 312.00 46.75 13.6% 3.95 1.2% 65% False False 62,028,919
60 358.75 296.74 62.01 18.1% 4.52 1.3% 74% False False 73,624,350
80 358.75 272.99 85.76 25.0% 4.63 1.4% 81% False False 80,041,355
100 358.75 272.02 86.73 25.3% 4.74 1.4% 81% False False 84,477,342
120 358.75 218.26 140.49 41.0% 5.86 1.7% 88% False False 106,063,811
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 1.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 402.91
2.618 381.76
1.618 368.80
1.000 360.79
0.618 355.84
HIGH 347.83
0.618 342.88
0.500 341.35
0.382 339.82
LOW 334.87
0.618 326.86
1.000 321.91
1.618 313.90
2.618 300.94
4.250 279.79
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 342.16 346.81
PP 341.76 345.40
S1 341.35 343.98

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

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