SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 342.96 345.93 2.97 0.9% 348.65
High 345.24 345.99 0.75 0.2% 349.33
Low 340.65 343.13 2.48 0.7% 340.65
Close 344.61 345.78 1.17 0.3% 345.78
Range 4.59 2.86 -1.73 -37.7% 8.68
ATR 5.55 5.36 -0.19 -3.5% 0.00
Volume 55,399,200 49,143,900 -6,255,300 -11.3% 296,595,400
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 353.55 352.52 347.35
R3 350.69 349.66 346.57
R2 347.83 347.83 346.30
R1 346.80 346.80 346.04 345.89
PP 344.97 344.97 344.97 344.51
S1 343.94 343.94 345.52 343.03
S2 342.11 342.11 345.26
S3 339.25 341.08 344.99
S4 336.39 338.22 344.21
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 371.29 367.22 350.55
R3 362.61 358.54 348.17
R2 353.93 353.93 347.37
R1 349.86 349.86 346.58 347.56
PP 345.25 345.25 345.25 344.10
S1 341.18 341.18 344.98 338.88
S2 336.57 336.57 344.19
S3 327.89 332.50 343.39
S4 319.21 323.82 341.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 349.33 340.65 8.68 2.5% 5.25 1.5% 59% False False 59,319,080
10 354.02 340.65 13.37 3.9% 4.79 1.4% 38% False False 65,805,750
20 354.02 331.19 22.83 6.6% 4.43 1.3% 64% False False 67,699,845
40 358.75 319.80 38.95 11.3% 5.53 1.6% 67% False False 76,590,830
60 358.75 319.80 38.95 11.3% 4.68 1.4% 67% False False 67,998,976
80 358.75 310.68 48.07 13.9% 4.55 1.3% 73% False False 67,848,827
100 358.75 296.74 62.01 17.9% 4.84 1.4% 79% False False 76,363,831
120 358.75 272.99 85.76 24.8% 4.85 1.4% 85% False False 79,051,317
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.90
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 358.15
2.618 353.48
1.618 350.62
1.000 348.85
0.618 347.76
HIGH 345.99
0.618 344.90
0.500 344.56
0.382 344.22
LOW 343.13
0.618 341.36
1.000 340.27
1.618 338.50
2.618 335.64
4.250 330.98
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 345.37 345.41
PP 344.97 345.04
S1 344.56 344.67

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.