SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 444.90 448.24 3.34 0.8% 450.73
High 447.11 448.77 1.66 0.4% 451.06
Low 444.53 446.47 1.94 0.4% 442.75
Close 445.52 448.45 2.93 0.7% 445.52
Range 2.58 2.30 -0.28 -10.8% 8.31
ATR 4.30 4.23 -0.08 -1.7% 0.00
Volume 62,068,400 60,180,100 -1,888,300 -3.0% 258,348,500
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 454.80 453.92 449.72
R3 452.50 451.62 449.08
R2 450.20 450.20 448.87
R1 449.32 449.32 448.66 449.76
PP 447.90 447.90 447.90 448.11
S1 447.02 447.02 448.24 447.46
S2 445.60 445.60 448.03
S3 443.30 444.72 447.82
S4 441.00 442.42 447.18
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 471.37 466.76 450.09
R3 463.06 458.45 447.81
R2 454.75 454.75 447.04
R1 450.14 450.14 446.28 448.29
PP 446.44 446.44 446.44 445.52
S1 441.83 441.83 444.76 439.98
S2 438.13 438.13 444.00
S3 429.82 433.52 443.23
S4 421.51 425.21 440.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.06 442.75 8.31 1.9% 2.85 0.6% 69% False False 63,705,720
10 453.67 439.97 13.70 3.1% 3.42 0.8% 62% False False 65,728,820
20 453.67 433.01 20.66 4.6% 4.24 0.9% 75% False False 72,429,925
40 459.44 433.01 26.43 5.9% 4.10 0.9% 58% False False 72,212,105
60 459.44 431.19 28.25 6.3% 3.83 0.9% 61% False False 74,033,390
80 459.44 409.88 49.56 11.1% 3.87 0.9% 78% False False 76,874,215
100 459.44 403.74 55.70 12.4% 3.87 0.9% 80% False False 76,678,980
120 459.44 389.40 70.04 15.6% 3.96 0.9% 84% False False 77,174,002
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 458.55
2.618 454.79
1.618 452.49
1.000 451.07
0.618 450.19
HIGH 448.77
0.618 447.89
0.500 447.62
0.382 447.35
LOW 446.47
0.618 445.05
1.000 444.17
1.618 442.75
2.618 440.45
4.250 436.69
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 448.17 447.55
PP 447.90 446.66
S1 447.62 445.76

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

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