SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary
Previous Current
19-Oct-2021 20-Oct-2021 Change Change % Previous Week
Open 448.92 451.13 2.21 0.5% 437.16
High 450.71 452.73 2.02 0.4% 446.26
Low 448.27 451.01 2.74 0.6% 431.54
Close 450.64 452.41 1.77 0.4% 445.87
Range 2.44 1.72 -0.72 -29.4% 14.72
ATR 5.16 4.94 -0.22 -4.2% 0.00
Volume 46,996,800 49,571,500 2,574,700 5.5% 345,885,200
Daily Pivots for day following 20-Oct-2021
Classic Woodie Camarilla DeMark
R4 457.22 456.54 453.36
R3 455.49 454.81 452.88
R2 453.77 453.77 452.73
R1 453.09 453.09 452.57 453.43
PP 452.05 452.05 452.05 452.22
S1 451.37 451.37 452.25 451.71
S2 450.33 450.33 452.09
S3 448.61 449.65 451.94
S4 446.88 447.93 451.46
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 485.38 480.35 453.97
R3 470.66 465.63 449.92
R2 455.94 455.94 448.57
R1 450.91 450.91 447.22 453.43
PP 441.22 441.22 441.22 442.48
S1 436.19 436.19 444.52 438.71
S2 426.50 426.50 443.17
S3 411.78 421.47 441.82
S4 397.06 406.75 437.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 452.73 438.58 14.15 3.1% 2.94 0.6% 98% True False 59,055,700
10 452.73 431.54 21.19 4.7% 3.43 0.8% 98% True False 65,166,160
20 452.73 426.36 26.37 5.8% 4.68 1.0% 99% True False 83,315,975
40 454.05 426.36 27.69 6.1% 4.22 0.9% 94% False False 78,559,772
60 454.05 426.36 27.69 6.1% 3.78 0.8% 94% False False 71,370,371
80 454.05 421.97 32.08 7.1% 3.75 0.8% 95% False False 70,453,317
100 454.05 414.70 39.35 8.7% 3.55 0.8% 96% False False 68,176,185
120 454.05 404.00 50.05 11.1% 3.63 0.8% 97% False False 69,708,131
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 0.75
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 460.05
2.618 457.24
1.618 455.52
1.000 454.45
0.618 453.80
HIGH 452.73
0.618 452.07
0.500 451.87
0.382 451.67
LOW 451.01
0.618 449.95
1.000 449.29
1.618 448.22
2.618 446.50
4.250 443.69
Fisher Pivots for day following 20-Oct-2021
Pivot 1 day 3 day
R1 452.23 450.94
PP 452.05 449.47
S1 451.87 448.00

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.