SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 429.09 427.09 -2.00 -0.5% 443.05
High 429.82 427.67 -2.15 -0.5% 444.97
Low 425.02 422.29 -2.73 -0.6% 429.99
Close 425.88 426.05 0.17 0.0% 430.42
Range 4.80 5.38 0.58 12.1% 14.98
ATR 4.61 4.66 0.06 1.2% 0.00
Volume 96,168,400 104,705,800 8,537,400 8.9% 409,754,800
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 441.48 439.14 429.01
R3 436.10 433.76 427.53
R2 430.72 430.72 427.04
R1 428.38 428.38 426.54 426.86
PP 425.34 425.34 425.34 424.58
S1 423.00 423.00 425.56 421.48
S2 419.96 419.96 425.06
S3 414.58 417.62 424.57
S4 409.20 412.24 423.09
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 480.07 470.22 438.66
R3 465.09 455.24 434.54
R2 450.11 450.11 433.17
R1 440.26 440.26 431.79 437.70
PP 435.13 435.13 435.13 433.84
S1 425.28 425.28 429.05 422.72
S2 420.15 420.15 427.67
S3 405.17 410.30 426.30
S4 390.19 395.32 422.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 435.97 422.29 13.68 3.2% 4.52 1.1% 27% False True 95,334,820
10 451.08 422.29 28.79 6.8% 4.23 1.0% 13% False True 87,678,310
20 453.67 422.29 31.38 7.4% 3.59 0.8% 12% False True 75,857,935
40 453.67 422.29 31.38 7.4% 4.25 1.0% 12% False True 77,045,815
60 459.44 422.29 37.15 8.7% 3.92 0.9% 10% False True 74,655,256
80 459.44 422.29 37.15 8.7% 3.83 0.9% 10% False True 76,022,186
100 459.44 408.64 50.80 11.9% 3.85 0.9% 34% False False 76,904,195
120 459.44 403.74 55.70 13.1% 3.88 0.9% 40% False False 76,996,339
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 450.54
2.618 441.75
1.618 436.37
1.000 433.05
0.618 430.99
HIGH 427.67
0.618 425.61
0.500 424.98
0.382 424.35
LOW 422.29
0.618 418.97
1.000 416.91
1.618 413.59
2.618 408.21
4.250 399.43
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 425.69 427.28
PP 425.34 426.87
S1 424.98 426.46

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

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