SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 343.46 343.33 -0.13 0.0% 349.59
High 346.88 348.68 1.80 0.5% 354.02
Low 342.64 342.40 -0.24 -0.1% 343.13
Close 343.38 342.73 -0.65 -0.2% 347.29
Range 4.24 6.28 2.04 48.2% 10.89
ATR 5.58 5.63 0.05 0.9% 0.00
Volume 60,051,800 63,574,900 3,523,100 5.9% 361,462,100
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 363.46 359.38 346.19
R3 357.17 353.09 344.46
R2 350.89 350.89 343.88
R1 346.81 346.81 343.31 345.71
PP 344.60 344.60 344.60 344.05
S1 340.53 340.53 342.15 339.42
S2 338.32 338.32 341.58
S3 332.04 334.24 341.00
S4 325.75 327.96 339.27
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
5 350.75 341.04 9.71 2.8% 5.47 1.6% 17% False False 68,382,340
10 354.02 341.04 12.98 3.8% 4.49 1.3% 13% False False 65,828,540
20 354.02 319.80 34.22 10.0% 4.80 1.4% 67% False False 69,860,225
40 358.75 319.80 38.95 11.4% 5.52 1.6% 59% False False 76,697,860
60 358.75 319.64 39.11 11.4% 4.70 1.4% 59% False False 68,095,188
80 358.75 303.82 54.93 16.0% 4.57 1.3% 71% False False 68,864,428
100 358.75 296.74 62.01 18.1% 4.83 1.4% 74% False False 76,986,746
120 358.75 272.99 85.76 25.0% 4.87 1.4% 81% False False 79,517,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 375.39
2.618 365.14
1.618 358.85
1.000 354.97
0.618 352.57
HIGH 348.68
0.618 346.28
0.500 345.54
0.382 344.80
LOW 342.40
0.618 338.52
1.000 336.12
1.618 332.23
2.618 325.95
4.250 315.69
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 345.54 345.19
PP 344.60 344.37
S1 343.67 343.55

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

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