SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 341.12 341.51 0.39 0.1% 336.71
High 342.02 343.06 1.04 0.3% 342.64
Low 338.47 338.52 0.05 0.0% 331.00
Close 340.17 338.82 -1.35 -0.4% 334.06
Range 3.55 4.54 0.99 27.8% 11.64
ATR 5.75 5.66 -0.09 -1.5% 0.00
Volume 52,920,800 82,211,200 29,290,400 55.3% 381,177,096
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 353.75 350.83 341.32
R3 349.21 346.29 340.07
R2 344.67 344.67 339.65
R1 341.75 341.75 339.24 340.94
PP 340.13 340.13 340.13 339.73
S1 337.21 337.21 338.40 336.40
S2 335.59 335.59 337.99
S3 331.05 332.67 337.57
S4 326.51 328.13 336.32
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
5 343.06 331.00 12.06 3.6% 5.98 1.8% 65% True False 75,197,440
10 358.75 331.00 27.75 8.2% 7.76 2.3% 28% False False 93,862,199
20 358.75 331.00 27.75 8.2% 5.36 1.6% 28% False False 73,477,704
40 358.75 319.25 39.50 11.7% 4.27 1.3% 50% False False 63,700,389
60 358.75 298.93 59.82 17.7% 4.47 1.3% 67% False False 69,281,004
80 358.75 295.46 63.29 18.7% 4.77 1.4% 69% False False 78,855,949
100 358.75 272.99 85.76 25.3% 4.85 1.4% 77% False False 82,412,710
120 358.75 243.90 114.85 33.9% 5.38 1.6% 83% False False 93,557,597
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 1.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 362.36
2.618 354.95
1.618 350.41
1.000 347.60
0.618 345.87
HIGH 343.06
0.618 341.33
0.500 340.79
0.382 340.25
LOW 338.52
0.618 335.71
1.000 333.98
1.618 331.17
2.618 326.63
4.250 319.23
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 340.79 338.76
PP 340.13 338.70
S1 339.48 338.64

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

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