SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 366.41 368.02 1.61 0.4% 382.26
High 370.21 370.40 0.19 0.1% 389.31
Low 363.03 360.87 -2.16 -0.6% 363.29
Close 364.31 363.38 -0.93 -0.3% 367.95
Range 7.18 9.53 2.35 32.7% 26.02
ATR 7.75 7.87 0.13 1.6% 0.00
Volume 92,581,200 108,294,000 15,712,800 17.0% 469,119,200
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 393.47 387.96 368.62
R3 383.94 378.43 366.00
R2 374.41 374.41 365.13
R1 368.90 368.90 364.25 366.89
PP 364.88 364.88 364.88 363.88
S1 359.37 359.37 362.51 357.36
S2 355.35 355.35 361.63
S3 345.82 349.84 360.76
S4 336.29 340.31 358.14
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 451.58 435.78 382.26
R3 425.56 409.76 375.11
R2 399.54 399.54 372.72
R1 383.74 383.74 370.34 378.63
PP 373.52 373.52 373.52 370.96
S1 357.72 357.72 365.56 352.61
S2 347.50 347.50 363.18
S3 321.48 331.70 360.79
S4 295.46 305.68 353.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 389.31 360.87 28.44 7.8% 8.17 2.2% 9% False True 103,888,240
10 396.20 360.87 35.33 9.7% 6.85 1.9% 7% False True 94,573,670
20 411.73 360.87 50.86 14.0% 7.06 1.9% 5% False True 89,156,205
40 431.73 360.87 70.86 19.5% 6.06 1.7% 4% False True 74,874,450
60 431.73 360.87 70.86 19.5% 6.20 1.7% 4% False True 73,798,050
80 431.73 360.87 70.86 19.5% 6.49 1.8% 4% False True 78,690,988
100 431.73 360.87 70.86 19.5% 7.10 2.0% 4% False True 84,773,635
120 450.69 360.87 89.82 24.7% 7.36 2.0% 3% False True 87,615,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.86
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 410.90
2.618 395.35
1.618 385.82
1.000 379.93
0.618 376.29
HIGH 370.40
0.618 366.76
0.500 365.64
0.382 364.51
LOW 360.87
0.618 354.98
1.000 351.34
1.618 345.45
2.618 335.92
4.250 320.37
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 365.64 365.75
PP 364.88 364.96
S1 364.13 364.17

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

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