SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 333.69 340.86 7.17 2.1% 342.13
High 338.25 347.94 9.69 2.9% 342.98
Low 330.29 339.59 9.30 2.8% 322.60
Close 336.03 343.54 7.51 2.2% 326.54
Range 7.96 8.35 0.39 4.9% 20.38
ATR 6.29 6.70 0.40 6.4% 0.00
Volume 93,294,096 126,959,696 33,665,600 36.1% 495,607,604
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 368.74 364.49 348.13
R3 360.39 356.14 345.84
R2 352.04 352.04 345.07
R1 347.79 347.79 344.31 349.92
PP 343.69 343.69 343.69 344.75
S1 339.44 339.44 342.77 341.57
S2 335.34 335.34 342.01
S3 326.99 331.09 341.24
S4 318.64 322.74 338.95
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 391.85 379.57 337.75
R3 371.47 359.19 332.14
R2 351.09 351.09 330.28
R1 338.81 338.81 328.41 334.76
PP 330.71 330.71 330.71 328.68
S1 318.43 318.43 324.67 314.38
S2 310.33 310.33 322.80
S3 289.95 298.05 320.94
S4 269.57 277.67 315.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 347.94 322.60 25.34 7.4% 7.36 2.1% 83% True False 103,473,659
10 347.94 322.60 25.34 7.4% 6.59 1.9% 83% True False 90,647,280
20 354.02 322.60 31.42 9.1% 5.54 1.6% 67% False False 78,237,910
40 354.02 319.80 34.22 10.0% 5.59 1.6% 69% False False 78,331,020
60 358.75 319.80 38.95 11.3% 5.24 1.5% 61% False False 74,065,416
80 358.75 319.09 39.66 11.5% 4.76 1.4% 62% False False 70,295,885
100 358.75 298.93 59.82 17.4% 4.89 1.4% 75% False False 74,261,678
120 358.75 291.95 66.80 19.4% 4.94 1.4% 77% False False 79,244,606
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 1.96
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 383.43
2.618 369.80
1.618 361.45
1.000 356.29
0.618 353.10
HIGH 347.94
0.618 344.75
0.500 343.77
0.382 342.78
LOW 339.59
0.618 334.43
1.000 331.24
1.618 326.08
2.618 317.73
4.250 304.10
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 343.77 341.56
PP 343.69 339.57
S1 343.62 337.59

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

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