SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 341.82 335.82 -6.00 -1.8% 336.71
High 342.53 336.97 -5.56 -1.6% 342.64
Low 332.85 331.00 -1.85 -0.6% 331.00
Close 333.89 334.06 0.17 0.1% 334.06
Range 9.68 5.97 -3.71 -38.3% 11.64
ATR 5.88 5.89 0.01 0.1% 0.00
Volume 90,569,504 84,680,096 -5,889,408 -6.5% 381,177,096
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 351.92 348.96 337.34
R3 345.95 342.99 335.70
R2 339.98 339.98 335.15
R1 337.02 337.02 334.61 335.52
PP 334.01 334.01 334.01 333.26
S1 331.05 331.05 333.51 329.55
S2 328.04 328.04 332.97
S3 322.07 325.08 332.42
S4 316.10 319.11 330.78
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 370.82 364.08 340.46
R3 359.18 352.44 337.26
R2 347.54 347.54 336.19
R1 340.80 340.80 335.13 338.35
PP 335.90 335.90 335.90 334.68
S1 329.16 329.16 332.99 326.71
S2 324.26 324.26 331.93
S3 312.62 317.52 330.86
S4 300.98 305.88 327.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 347.83 331.00 16.83 5.0% 8.84 2.6% 18% False True 104,066,657
10 358.75 331.00 27.75 8.3% 7.16 2.1% 11% False True 90,757,169
20 358.75 331.00 27.75 8.3% 4.93 1.5% 11% False True 69,514,579
40 358.75 319.25 39.50 11.8% 4.17 1.2% 38% False False 63,096,514
60 358.75 298.93 59.82 17.9% 4.49 1.3% 59% False False 70,785,836
80 358.75 293.22 65.53 19.6% 4.70 1.4% 62% False False 79,198,150
100 358.75 272.99 85.76 25.7% 4.85 1.5% 71% False False 83,239,335
120 358.75 233.80 124.95 37.4% 5.60 1.7% 80% False False 98,489,429
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 1.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 362.34
2.618 352.60
1.618 346.63
1.000 342.94
0.618 340.66
HIGH 336.97
0.618 334.69
0.500 333.99
0.382 333.28
LOW 331.00
0.618 327.31
1.000 325.03
1.618 321.34
2.618 315.37
4.250 305.63
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 334.04 336.77
PP 334.01 335.86
S1 333.99 334.96

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

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