SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 335.82 337.49 1.67 0.5% 336.71
High 336.97 340.38 3.41 1.0% 342.64
Low 331.00 334.22 3.22 1.0% 331.00
Close 334.06 338.46 4.40 1.3% 334.06
Range 5.97 6.16 0.19 3.2% 11.64
ATR 5.89 5.92 0.03 0.5% 0.00
Volume 84,680,096 65,605,600 -19,074,496 -22.5% 381,177,096
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 356.16 353.47 341.85
R3 350.01 347.31 340.15
R2 343.85 343.85 339.59
R1 341.15 341.15 339.02 342.50
PP 337.69 337.69 337.69 338.36
S1 334.99 334.99 337.90 336.34
S2 331.53 331.53 337.33
S3 325.37 328.83 336.77
S4 319.21 322.68 335.07
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
5 342.64 331.00 11.64 3.4% 7.48 2.2% 64% False False 89,356,539
10 358.75 331.00 27.75 8.2% 7.52 2.2% 27% False False 92,458,839
20 358.75 331.00 27.75 8.2% 5.15 1.5% 27% False False 70,431,844
40 358.75 319.25 39.50 11.7% 4.25 1.3% 49% False False 63,167,282
60 358.75 298.93 59.82 17.7% 4.54 1.3% 66% False False 70,532,119
80 358.75 293.22 65.53 19.4% 4.75 1.4% 69% False False 78,944,950
100 358.75 272.99 85.76 25.3% 4.87 1.4% 76% False False 82,960,146
120 358.75 239.75 119.00 35.2% 5.56 1.6% 83% False False 97,073,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 366.56
2.618 356.50
1.618 350.35
1.000 346.54
0.618 344.19
HIGH 340.38
0.618 338.03
0.500 337.30
0.382 336.57
LOW 334.22
0.618 330.41
1.000 328.06
1.618 324.26
2.618 318.10
4.250 308.04
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 338.07 337.90
PP 337.69 337.33
S1 337.30 336.77

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

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