SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 430.95 425.98 -4.97 -1.2% 433.82
High 432.82 426.54 -6.28 -1.5% 438.14
Low 425.73 421.08 -4.65 -1.1% 421.08
Close 426.43 421.19 -5.24 -1.2% 421.19
Range 7.10 5.46 -1.64 -23.0% 17.06
ATR 5.59 5.59 -0.01 -0.2% 0.00
Volume 121,322,900 123,919,800 2,596,900 2.1% 489,560,200
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 439.32 435.71 424.19
R3 433.86 430.25 422.69
R2 428.40 428.40 422.19
R1 424.79 424.79 421.69 423.87
PP 422.94 422.94 422.94 422.47
S1 419.33 419.33 420.69 418.41
S2 417.48 417.48 420.19
S3 412.02 413.87 419.69
S4 406.56 408.41 418.19
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 477.98 466.65 430.57
R3 460.92 449.59 425.88
R2 443.86 443.86 424.32
R1 432.53 432.53 422.75 429.67
PP 426.80 426.80 426.80 425.37
S1 415.47 415.47 419.63 412.61
S2 409.74 409.74 418.06
S3 392.68 398.41 416.50
S4 375.62 381.35 411.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 438.14 421.08 17.06 4.1% 5.58 1.3% 1% False True 97,912,040
10 438.14 421.08 17.06 4.1% 5.45 1.3% 1% False True 88,734,870
20 438.14 420.18 17.96 4.3% 5.53 1.3% 6% False False 91,244,755
40 453.67 420.18 33.49 8.0% 4.63 1.1% 3% False False 82,932,685
60 458.16 420.18 37.98 9.0% 4.60 1.1% 3% False False 80,542,221
80 459.44 420.18 39.26 9.3% 4.24 1.0% 3% False False 77,976,267
100 459.44 416.22 43.22 10.3% 4.17 1.0% 11% False False 79,260,241
120 459.44 403.74 55.70 13.2% 4.15 1.0% 31% False False 79,449,981
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 0.76
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 449.75
2.618 440.83
1.618 435.37
1.000 432.00
0.618 429.91
HIGH 426.54
0.618 424.45
0.500 423.81
0.382 423.17
LOW 421.08
0.618 417.71
1.000 415.62
1.618 412.25
2.618 406.79
4.250 397.88
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 423.81 428.13
PP 422.94 425.82
S1 422.06 423.50

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

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