SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 345.93 342.13 -3.80 -1.1% 348.65
High 345.99 342.98 -3.01 -0.9% 349.33
Low 343.13 335.62 -7.51 -2.2% 340.65
Close 345.78 339.39 -6.39 -1.8% 345.78
Range 2.86 7.36 4.50 157.3% 8.68
ATR 5.36 5.70 0.34 6.4% 0.00
Volume 49,143,900 91,473,000 42,329,100 86.1% 296,595,400
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 361.41 357.76 343.44
R3 354.05 350.40 341.41
R2 346.69 346.69 340.74
R1 343.04 343.04 340.06 341.19
PP 339.33 339.33 339.33 338.40
S1 335.68 335.68 338.72 333.83
S2 331.97 331.97 338.04
S3 324.61 328.32 337.37
S4 317.25 320.96 335.34
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
5 348.68 335.62 13.06 3.8% 5.07 1.5% 29% False True 63,928,560
10 352.47 335.62 16.85 5.0% 5.03 1.5% 22% False True 66,914,200
20 354.02 331.19 22.83 6.7% 4.66 1.4% 36% False False 69,044,265
40 358.75 319.80 38.95 11.5% 5.65 1.7% 50% False False 77,662,932
60 358.75 319.80 38.95 11.5% 4.72 1.4% 50% False False 68,103,348
80 358.75 310.68 48.07 14.2% 4.59 1.4% 60% False False 68,125,437
100 358.75 296.74 62.01 18.3% 4.88 1.4% 69% False False 76,520,618
120 358.75 272.99 85.76 25.3% 4.87 1.4% 77% False False 79,199,987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 374.26
2.618 362.25
1.618 354.89
1.000 350.34
0.618 347.53
HIGH 342.98
0.618 340.17
0.500 339.30
0.382 338.43
LOW 335.62
0.618 331.07
1.000 328.26
1.618 323.71
2.618 316.35
4.250 304.34
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 339.36 340.81
PP 339.33 340.33
S1 339.30 339.86

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.