SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 336.06 339.91 3.85 1.1% 333.22
High 339.96 342.17 2.21 0.7% 338.74
Low 336.01 334.38 -1.63 -0.5% 331.19
Close 339.76 334.93 -4.83 -1.4% 333.84
Range 3.95 7.79 3.84 97.2% 7.55
ATR 5.96 6.10 0.13 2.2% 0.00
Volume 45,713,100 90,128,800 44,415,700 97.2% 398,327,012
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 360.53 355.52 339.21
R3 352.74 347.73 337.07
R2 344.95 344.95 336.36
R1 339.94 339.94 335.64 338.55
PP 337.16 337.16 337.16 336.47
S1 332.15 332.15 334.22 330.76
S2 329.37 329.37 333.50
S3 321.58 324.36 332.79
S4 313.79 316.57 330.65
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
5 342.17 331.19 10.98 3.3% 5.34 1.6% 34% True False 83,610,562
10 342.17 319.80 22.37 6.7% 5.67 1.7% 68% True False 77,503,180
20 343.06 319.80 23.26 6.9% 5.76 1.7% 65% False False 80,147,265
40 358.75 319.80 38.95 11.6% 5.14 1.5% 39% False False 72,294,207
60 358.75 312.00 46.75 14.0% 4.57 1.4% 49% False False 68,259,499
80 358.75 296.74 62.01 18.5% 4.82 1.4% 62% False False 74,252,410
100 358.75 281.34 77.41 23.1% 4.83 1.4% 69% False False 79,987,412
120 358.75 272.02 86.73 25.9% 4.96 1.5% 73% False False 83,611,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 375.28
2.618 362.56
1.618 354.77
1.000 349.96
0.618 346.98
HIGH 342.17
0.618 339.19
0.500 338.28
0.382 337.36
LOW 334.38
0.618 329.57
1.000 326.59
1.618 321.78
2.618 313.99
4.250 301.27
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 338.28 336.68
PP 337.16 336.10
S1 336.05 335.51

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.