SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Oct-2020
Day Change Summary
Previous Current
06-Oct-2020 07-Oct-2020 Change Change % Previous Week
Open 339.91 338.12 -1.79 -0.5% 333.22
High 342.17 341.63 -0.54 -0.2% 338.74
Low 334.38 338.09 3.71 1.1% 331.19
Close 334.93 340.76 5.83 1.7% 333.84
Range 7.79 3.54 -4.25 -54.6% 7.55
ATR 6.10 6.14 0.04 0.7% 0.00
Volume 90,128,800 56,999,500 -33,129,300 -36.8% 398,327,012
Daily Pivots for day following 07-Oct-2020
Classic Woodie Camarilla DeMark
R4 350.78 349.31 342.71
R3 347.24 345.77 341.73
R2 343.70 343.70 341.41
R1 342.23 342.23 341.08 342.97
PP 340.16 340.16 340.16 340.53
S1 338.69 338.69 340.44 339.43
S2 336.62 336.62 340.11
S3 333.08 335.15 339.79
S4 329.54 331.61 338.81
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 3.2% 4.97 1.5% 87% False False 74,194,241
10 342.17 319.80 22.37 6.6% 5.11 1.5% 94% False False 73,891,910
20 343.06 319.80 23.26 6.8% 5.64 1.7% 90% False False 78,424,130
40 358.75 319.80 38.95 11.4% 5.09 1.5% 54% False False 71,979,170
60 358.75 319.09 39.66 11.6% 4.50 1.3% 55% False False 67,648,543
80 358.75 298.93 59.82 17.6% 4.72 1.4% 70% False False 73,267,620
100 358.75 291.95 66.80 19.6% 4.82 1.4% 73% False False 79,445,945
120 358.75 272.02 86.73 25.5% 4.95 1.5% 79% False False 82,863,844
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 356.68
2.618 350.90
1.618 347.36
1.000 345.17
0.618 343.82
HIGH 341.63
0.618 340.28
0.500 339.86
0.382 339.44
LOW 338.09
0.618 335.90
1.000 334.55
1.618 332.36
2.618 328.82
4.250 323.05
Fisher Pivots for day following 07-Oct-2020
Pivot 1 day 3 day
R1 340.46 339.93
PP 340.16 339.10
S1 339.86 338.28

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

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