SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 333.97 333.09 -0.88 -0.3% 325.70
High 334.77 338.29 3.52 1.1% 331.20
Low 331.62 332.88 1.26 0.4% 319.80
Close 332.37 334.89 2.52 0.8% 328.73
Range 3.15 5.41 2.26 71.8% 11.40
ATR 6.14 6.12 -0.02 -0.3% 0.00
Volume 51,531,500 104,081,104 52,549,604 102.0% 403,925,796
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 351.58 348.65 337.87
R3 346.17 343.24 336.38
R2 340.76 340.76 335.88
R1 337.83 337.83 335.39 339.30
PP 335.35 335.35 335.35 336.09
S1 332.42 332.42 334.39 333.89
S2 329.94 329.94 333.90
S3 324.53 327.01 333.40
S4 319.12 321.60 331.91
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
5 338.29 319.80 18.49 5.5% 5.26 1.6% 82% True False 73,589,580
10 338.29 319.80 18.49 5.5% 5.81 1.7% 82% True False 82,152,420
20 358.75 319.80 38.95 11.6% 6.78 2.0% 39% False False 88,007,309
40 358.75 319.80 38.95 11.6% 4.86 1.5% 39% False False 69,148,312
60 358.75 310.68 48.07 14.4% 4.61 1.4% 50% False False 68,002,309
80 358.75 296.74 62.01 18.5% 4.94 1.5% 62% False False 77,532,791
100 358.75 272.99 85.76 25.6% 4.94 1.5% 72% False False 81,268,533
120 358.75 271.41 87.34 26.1% 5.02 1.5% 73% False False 85,182,753
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 361.28
2.618 352.45
1.618 347.04
1.000 343.70
0.618 341.63
HIGH 338.29
0.618 336.22
0.500 335.59
0.382 334.95
LOW 332.88
0.618 329.54
1.000 327.47
1.618 324.13
2.618 318.72
4.250 309.89
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 335.59 334.96
PP 335.35 334.93
S1 335.12 334.91

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

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