SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 444.01 435.70 -8.31 -1.9% 448.24
High 444.44 435.97 -8.47 -1.9% 451.08
Low 438.43 431.23 -7.20 -1.6% 442.92
Close 438.64 431.39 -7.25 -1.7% 443.37
Range 6.01 4.74 -1.27 -21.1% 8.16
ATR 4.28 4.50 0.22 5.2% 0.00
Volume 82,562,600 104,095,800 21,533,200 26.1% 383,224,300
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 447.08 443.98 434.00
R3 442.34 439.24 432.69
R2 437.60 437.60 432.26
R1 434.50 434.50 431.82 433.68
PP 432.86 432.86 432.86 432.46
S1 429.76 429.76 430.96 428.94
S2 428.12 428.12 430.52
S3 423.38 425.02 430.09
S4 418.64 420.28 428.78
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 470.27 464.98 447.86
R3 462.11 456.82 445.61
R2 453.95 453.95 444.87
R1 448.66 448.66 444.12 447.23
PP 445.79 445.79 445.79 445.07
S1 440.50 440.50 442.62 439.07
S2 437.63 437.63 441.87
S3 429.47 432.34 441.13
S4 421.31 424.18 438.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 447.48 431.23 16.25 3.8% 4.21 1.0% 1% False True 84,154,800
10 451.08 431.23 19.85 4.6% 3.51 0.8% 1% False True 75,421,790
20 453.67 431.23 22.44 5.2% 3.96 0.9% 1% False True 74,004,995
40 459.44 431.23 28.21 6.5% 4.23 1.0% 1% False True 74,975,072
60 459.44 431.23 28.21 6.5% 3.80 0.9% 1% False True 73,133,543
80 459.44 416.22 43.22 10.0% 3.83 0.9% 35% False False 75,906,441
100 459.44 403.74 55.70 12.9% 3.86 0.9% 50% False False 76,703,953
120 459.44 403.74 55.70 12.9% 3.86 0.9% 50% False False 76,485,315
Crabel Price Patterns
NR True
NR4 False
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 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 456.12
2.618 448.38
1.618 443.64
1.000 440.71
0.618 438.90
HIGH 435.97
0.618 434.16
0.500 433.60
0.382 433.04
LOW 431.23
0.618 428.30
1.000 426.49
1.618 423.56
2.618 418.82
4.250 411.09
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 433.60 437.83
PP 432.86 435.69
S1 432.13 433.54

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

View Archives - Comment on this page... - Back to Index of Symbols