SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 333.09 337.69 4.60 1.4% 325.70
High 338.29 338.74 0.45 0.1% 331.20
Low 332.88 335.01 2.13 0.6% 319.80
Close 334.89 337.04 2.15 0.6% 328.73
Range 5.41 3.73 -1.68 -31.1% 11.40
ATR 6.12 5.96 -0.16 -2.7% 0.00
Volume 104,081,104 88,698,704 -15,382,400 -14.8% 403,925,796
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 348.12 346.31 339.09
R3 344.39 342.58 338.07
R2 340.66 340.66 337.72
R1 338.85 338.85 337.38 337.89
PP 336.93 336.93 336.93 336.45
S1 335.12 335.12 336.70 334.16
S2 333.20 333.20 336.36
S3 329.47 331.39 336.01
S4 325.74 327.66 334.99
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
5 338.74 321.64 17.10 5.1% 4.61 1.4% 90% True False 75,993,061
10 338.74 319.80 18.94 5.6% 5.71 1.7% 91% True False 81,869,960
20 356.38 319.80 36.58 10.9% 6.70 2.0% 47% False False 88,965,244
40 358.75 319.80 38.95 11.6% 4.92 1.5% 44% False False 70,294,122
60 358.75 310.68 48.07 14.3% 4.61 1.4% 55% False False 68,569,979
80 358.75 296.74 62.01 18.4% 4.94 1.5% 65% False False 77,673,035
100 358.75 272.99 85.76 25.4% 4.94 1.5% 75% False False 81,360,378
120 358.75 272.02 86.73 25.7% 5.00 1.5% 75% False False 84,964,917
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 False
Bull Hook False
Stretch 0.97
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 354.59
2.618 348.51
1.618 344.78
1.000 342.47
0.618 341.05
HIGH 338.74
0.618 337.32
0.500 336.88
0.382 336.43
LOW 335.01
0.618 332.70
1.000 331.28
1.618 328.97
2.618 325.24
4.250 319.16
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 336.99 336.42
PP 336.93 335.80
S1 336.88 335.18

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

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