SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 322.58 333.22 10.64 3.3% 325.70
High 329.58 334.96 5.38 1.6% 331.20
Low 321.64 332.15 10.51 3.3% 319.80
Close 328.73 334.19 5.46 1.7% 328.73
Range 7.94 2.81 -5.13 -64.6% 11.40
ATR 6.38 6.37 -0.01 -0.2% 0.00
Volume 71,069,400 64,584,600 -6,484,800 -9.1% 403,925,796
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 342.20 341.00 335.74
R3 339.39 338.19 334.96
R2 336.58 336.58 334.71
R1 335.38 335.38 334.45 335.98
PP 333.77 333.77 333.77 334.07
S1 332.57 332.57 333.93 333.17
S2 330.96 330.96 333.67
S3 328.15 329.76 333.42
S4 325.34 326.95 332.64
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 360.78 356.15 335.00
R3 349.38 344.75 331.87
R2 337.98 337.98 330.82
R1 333.35 333.35 329.78 335.67
PP 326.58 326.58 326.58 327.73
S1 321.95 321.95 327.69 324.27
S2 315.18 315.18 326.64
S3 303.78 310.55 325.60
S4 292.38 299.15 322.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 334.96 319.80 15.16 4.5% 6.38 1.9% 95% True False 73,811,919
10 343.06 319.80 23.26 7.0% 5.76 1.7% 62% False False 80,104,359
20 358.75 319.80 38.95 11.7% 6.64 2.0% 37% False False 86,281,599
40 358.75 319.80 38.95 11.7% 4.75 1.4% 37% False False 67,632,889
60 358.75 310.68 48.07 14.4% 4.57 1.4% 49% False False 67,819,161
80 358.75 296.74 62.01 18.6% 4.93 1.5% 60% False False 78,389,706
100 358.75 272.99 85.76 25.7% 4.91 1.5% 71% False False 81,231,132
120 358.75 265.25 93.50 28.0% 5.08 1.5% 74% False False 86,753,124
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 1.06
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 346.90
2.618 342.32
1.618 339.51
1.000 337.77
0.618 336.70
HIGH 334.96
0.618 333.89
0.500 333.56
0.382 333.22
LOW 332.15
0.618 330.41
1.000 329.34
1.618 327.60
2.618 324.79
4.250 320.21
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 333.98 331.92
PP 333.77 329.65
S1 333.56 327.38

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

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