SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 337.49 341.12 3.63 1.1% 336.71
High 340.38 342.02 1.64 0.5% 342.64
Low 334.22 338.47 4.25 1.3% 331.00
Close 338.46 340.17 1.71 0.5% 334.06
Range 6.16 3.55 -2.61 -42.3% 11.64
ATR 5.92 5.75 -0.17 -2.8% 0.00
Volume 65,605,600 52,920,800 -12,684,800 -19.3% 381,177,096
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 350.87 349.07 342.12
R3 347.32 345.52 341.15
R2 343.77 343.77 340.82
R1 341.97 341.97 340.50 341.10
PP 340.22 340.22 340.22 339.78
S1 338.42 338.42 339.84 337.54
S2 336.67 336.67 339.52
S3 333.12 334.87 339.19
S4 329.56 331.32 338.22
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
5 342.53 331.00 11.53 3.4% 6.24 1.8% 80% False False 77,047,640
10 358.75 331.00 27.75 8.2% 7.65 2.2% 33% False False 91,141,009
20 358.75 331.00 27.75 8.2% 5.26 1.5% 33% False False 71,303,839
40 358.75 319.25 39.50 11.6% 4.23 1.2% 53% False False 63,082,582
60 358.75 298.93 59.82 17.6% 4.47 1.3% 69% False False 69,154,973
80 358.75 293.22 65.53 19.3% 4.75 1.4% 72% False False 78,627,786
100 358.75 272.99 85.76 25.2% 4.85 1.4% 78% False False 82,442,257
120 358.75 243.90 114.85 33.8% 5.45 1.6% 84% False False 95,019,444
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.48
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 357.11
2.618 351.32
1.618 347.77
1.000 345.57
0.618 344.21
HIGH 342.02
0.618 340.66
0.500 340.24
0.382 339.83
LOW 338.47
0.618 336.27
1.000 334.92
1.618 332.72
2.618 329.17
4.250 323.37
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 340.24 338.95
PP 340.22 337.73
S1 340.19 336.51

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

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