SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 343.71 348.96 5.25 1.5% 349.59
High 348.02 350.75 2.73 0.8% 354.02
Low 343.13 347.10 3.97 1.2% 343.13
Close 347.50 347.29 -0.21 -0.1% 347.29
Range 4.89 3.65 -1.24 -25.4% 10.89
ATR 5.56 5.43 -0.14 -2.5% 0.00
Volume 60,357,600 89,501,800 29,144,200 48.3% 361,462,100
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 359.33 356.96 349.30
R3 355.68 353.31 348.29
R2 352.03 352.03 347.96
R1 349.66 349.66 347.62 349.02
PP 348.38 348.38 348.38 348.06
S1 346.01 346.01 346.96 345.37
S2 344.73 344.73 346.62
S3 341.08 342.36 346.29
S4 337.43 338.71 345.28
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 380.82 374.94 353.28
R3 369.93 364.05 350.28
R2 359.04 359.04 349.29
R1 353.16 353.16 348.29 350.66
PP 348.15 348.15 348.15 346.89
S1 342.27 342.27 346.29 339.77
S2 337.26 337.26 345.29
S3 326.37 331.38 344.30
S4 315.48 320.49 341.30
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% 4.33 1.2% 38% False False 72,292,420
10 354.02 334.38 19.64 5.7% 4.14 1.2% 66% False False 65,907,450
20 354.02 319.80 34.22 9.9% 4.84 1.4% 80% False False 73,066,365
40 358.75 319.80 38.95 11.2% 5.24 1.5% 71% False False 75,450,515
60 358.75 319.25 39.50 11.4% 4.52 1.3% 71% False False 67,886,888
80 358.75 298.93 59.82 17.2% 4.58 1.3% 81% False False 70,178,801
100 358.75 296.74 62.01 17.9% 4.78 1.4% 82% False False 77,734,356
120 358.75 272.99 85.76 24.7% 4.87 1.4% 87% False False 80,973,608
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 True
Stretch 0.83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 366.26
2.618 360.31
1.618 356.66
1.000 354.40
0.618 353.01
HIGH 350.75
0.618 349.36
0.500 348.93
0.382 348.49
LOW 347.10
0.618 344.84
1.000 343.45
1.618 341.19
2.618 337.54
4.250 331.59
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 348.93 347.53
PP 348.38 347.45
S1 347.84 347.37

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

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