SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 350.75 343.71 -7.04 -2.0% 336.06
High 351.93 348.02 -3.91 -1.1% 347.35
Low 347.14 343.13 -4.01 -1.2% 334.38
Close 347.93 347.50 -0.43 -0.1% 346.85
Range 4.79 4.89 0.10 2.1% 12.97
ATR 5.61 5.56 -0.05 -0.9% 0.00
Volume 57,958,700 60,357,600 2,398,900 4.1% 297,612,400
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 360.89 359.08 350.19
R3 356.00 354.19 348.84
R2 351.11 351.11 348.40
R1 349.30 349.30 347.95 350.21
PP 346.22 346.22 346.22 346.67
S1 344.41 344.41 347.05 345.32
S2 341.33 341.33 346.60
S3 336.44 339.52 346.16
S4 331.55 334.63 344.81
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 381.77 377.28 353.98
R3 368.80 364.31 350.42
R2 355.83 355.83 349.23
R1 351.34 351.34 348.04 353.59
PP 342.86 342.86 342.86 343.98
S1 338.37 338.37 345.66 340.62
S2 329.89 329.89 344.47
S3 316.92 325.40 343.28
S4 303.95 312.43 339.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 354.02 343.13 10.89 3.1% 4.10 1.2% 40% False True 66,297,780
10 354.02 331.19 22.83 6.6% 4.36 1.3% 71% False False 65,900,380
20 354.02 319.80 34.22 9.8% 5.03 1.4% 81% False False 73,885,170
40 358.75 319.80 38.95 11.2% 5.24 1.5% 71% False False 74,268,165
60 358.75 319.25 39.50 11.4% 4.56 1.3% 72% False False 67,657,490
80 358.75 298.93 59.82 17.2% 4.64 1.3% 81% False False 70,720,197
100 358.75 296.74 62.01 17.8% 4.81 1.4% 82% False False 77,887,512
120 358.75 272.99 85.76 24.7% 4.89 1.4% 87% False False 81,105,009
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 368.80
2.618 360.82
1.618 355.93
1.000 352.91
0.618 351.04
HIGH 348.02
0.618 346.15
0.500 345.58
0.382 345.00
LOW 343.13
0.618 340.11
1.000 338.24
1.618 335.22
2.618 330.33
4.250 322.35
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 346.86 347.80
PP 346.22 347.70
S1 345.58 347.60

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

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