SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 371.78 375.31 3.53 0.9% 371.74
High 374.66 375.45 0.79 0.2% 374.66
Low 371.23 364.82 -6.41 -1.7% 370.83
Close 373.88 368.79 -5.09 -1.4% 373.88
Range 3.43 10.63 7.20 210.1% 3.83
ATR 4.09 4.56 0.47 11.4% 0.00
Volume 78,520,704 110,210,800 31,690,096 40.4% 220,656,704
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 401.58 395.81 374.64
R3 390.95 385.18 371.71
R2 380.32 380.32 370.74
R1 374.55 374.55 369.76 372.12
PP 369.69 369.69 369.69 368.47
S1 363.92 363.92 367.82 361.49
S2 359.06 359.06 366.84
S3 348.43 353.29 365.87
S4 337.80 342.66 362.94
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 384.61 383.08 375.99
R3 380.78 379.25 374.93
R2 376.95 376.95 374.58
R1 375.42 375.42 374.23 376.19
PP 373.12 373.12 373.12 373.51
S1 371.59 371.59 373.53 372.36
S2 369.29 369.29 373.18
S3 365.46 367.76 372.83
S4 361.63 363.93 371.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 375.45 364.82 10.63 2.9% 4.06 1.1% 37% True True 66,173,500
10 378.46 362.03 16.43 4.5% 4.71 1.3% 41% False False 68,484,411
20 378.46 362.03 16.43 4.5% 3.97 1.1% 41% False False 63,617,810
40 378.46 347.65 30.81 8.4% 3.91 1.1% 69% False False 67,130,644
60 378.46 322.60 55.86 15.1% 4.45 1.2% 83% False False 70,833,066
80 378.46 319.80 58.66 15.9% 4.75 1.3% 84% False False 72,730,832
100 378.46 319.80 58.66 15.9% 4.71 1.3% 84% False False 71,291,507
120 378.46 319.09 59.37 16.1% 4.47 1.2% 84% False False 69,240,804
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 420.63
2.618 403.28
1.618 392.65
1.000 386.08
0.618 382.02
HIGH 375.45
0.618 371.39
0.500 370.14
0.382 368.88
LOW 364.82
0.618 358.25
1.000 354.19
1.618 347.62
2.618 336.99
4.250 319.64
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 370.14 370.14
PP 369.69 369.69
S1 369.24 369.24

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

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