SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 330.90 321.22 -9.68 -2.9% 337.49
High 331.20 326.80 -4.40 -1.3% 343.06
Low 322.10 319.80 -2.30 -0.7% 327.97
Close 322.64 323.50 0.86 0.3% 330.65
Range 9.10 7.00 -2.10 -23.1% 15.09
ATR 6.20 6.26 0.06 0.9% 0.00
Volume 93,112,200 76,681,296 -16,430,904 -17.6% 398,138,800
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 344.36 340.93 327.35
R3 337.36 333.93 325.42
R2 330.36 330.36 324.78
R1 326.93 326.93 324.14 328.65
PP 323.37 323.37 323.37 324.22
S1 319.93 319.93 322.86 321.65
S2 316.37 316.37 322.22
S3 309.37 312.94 321.58
S4 302.37 305.94 319.65
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 379.16 370.00 338.95
R3 364.07 354.91 334.80
R2 348.98 348.98 333.42
R1 339.82 339.82 332.03 336.86
PP 333.89 333.89 333.89 332.41
S1 324.73 324.73 329.27 321.77
S2 318.80 318.80 327.88
S3 303.71 309.64 326.50
S4 288.62 294.55 322.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 335.49 319.80 15.69 4.9% 6.81 2.1% 24% False True 87,746,860
10 343.06 319.80 23.26 7.2% 5.90 1.8% 16% False True 81,567,529
20 358.75 319.80 38.95 12.0% 6.40 2.0% 9% False True 84,830,049
40 358.75 319.64 39.11 12.1% 4.73 1.5% 10% False False 67,918,349
60 358.75 309.07 49.68 15.4% 4.51 1.4% 29% False False 67,920,606
80 358.75 296.74 62.01 19.2% 4.89 1.5% 43% False False 78,798,553
100 358.75 272.99 85.76 26.5% 4.91 1.5% 59% False False 81,406,617
120 358.75 248.17 110.58 34.2% 5.23 1.6% 68% False False 88,868,410
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 True
Bull Hook False
Stretch 1.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 356.53
2.618 345.12
1.618 338.12
1.000 333.79
0.618 331.12
HIGH 326.80
0.618 324.12
0.500 323.30
0.382 322.47
LOW 319.80
0.618 315.48
1.000 312.80
1.618 308.48
2.618 301.48
4.250 290.06
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 323.43 325.50
PP 323.37 324.83
S1 323.30 324.17

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

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