SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 331.70 336.06 4.36 1.3% 333.22
High 337.01 339.96 2.95 0.9% 338.74
Low 331.19 336.01 4.82 1.5% 331.19
Close 333.84 339.76 5.92 1.8% 333.84
Range 5.82 3.95 -1.87 -32.2% 7.55
ATR 5.95 5.96 0.01 0.2% 0.00
Volume 89,431,104 45,713,100 -43,718,004 -48.9% 398,327,012
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 350.43 349.04 341.93
R3 346.48 345.09 340.85
R2 342.53 342.53 340.48
R1 341.14 341.14 340.12 341.84
PP 338.58 338.58 338.58 338.92
S1 337.19 337.19 339.40 337.89
S2 334.63 334.63 339.04
S3 330.68 333.24 338.67
S4 326.73 329.29 337.59
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 357.24 353.09 337.99
R3 349.69 345.54 335.92
R2 342.14 342.14 335.22
R1 337.99 337.99 334.53 340.07
PP 334.59 334.59 334.59 335.63
S1 330.44 330.44 333.15 332.52
S2 327.04 327.04 332.46
S3 319.49 322.89 331.76
S4 311.94 315.34 329.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 339.96 331.19 8.77 2.6% 4.41 1.3% 98% True False 75,891,102
10 339.96 319.80 20.16 5.9% 5.39 1.6% 99% True False 74,851,510
20 343.06 319.80 23.26 6.8% 5.85 1.7% 86% False False 81,364,090
40 358.75 319.80 38.95 11.5% 5.02 1.5% 51% False False 71,148,037
60 358.75 312.00 46.75 13.8% 4.58 1.3% 59% False False 68,473,976
80 358.75 296.74 62.01 18.3% 4.86 1.4% 69% False False 75,559,285
100 358.75 272.99 85.76 25.2% 4.88 1.4% 78% False False 80,305,902
120 358.75 272.02 86.73 25.5% 4.93 1.5% 78% False False 83,958,467
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 0.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 356.75
2.618 350.30
1.618 346.35
1.000 343.91
0.618 342.40
HIGH 339.96
0.618 338.45
0.500 337.99
0.382 337.52
LOW 336.01
0.618 333.57
1.000 332.06
1.618 329.62
2.618 325.67
4.250 319.22
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 339.17 338.37
PP 338.58 336.97
S1 337.99 335.58

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

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