SPDR S&P 500 ETF (SPY): RSI, moving averages, 52-week range · daily
On 2026-10-19, SPDR S&P 500 ETF (SPY) closed at 766.48 USD, up 0.42% on the day. At the 2026-10-19 close, SPDR S&P 500 ETF (SPY) traded at 90.1% of its 52-week range. At the 2026-10-19 close, SPDR S&P 500 ETF (SPY) had an RSI(14) of 47.12, in the 26th percentile of its history since 1993. Its 20-day return of -0.91% is in the 28th percentile of its history since 1993. The RSI(14) of SPDR S&P 500 ETF (SPY) last entered the overbought zone 146 days ago (2026-05-26) and the oversold zone 206 days ago (2026-03-27). It is trading above its 200-day but below its 20- and 50-day moving averages. At the 2026-10-19 close, the 20/50/200-day moving averages of SPDR S&P 500 ETF (SPY) were 770.83 / 768.37 / 725.44 USD, with price -0.56% / -0.25% / +5.66% against them. Ranked from highest to lowest, its moving averages are the 20-day, 50-day and 200-day. At the 2026-10-19 close, the 52-week range of SPDR S&P 500 ETF (SPY) was 629.28–781.62 USD; it closed 1.94% below the high (2.2× its typical daily range) and 21.80% above the low (19.5× its typical daily range). The high was set 13 days ago (2026-10-06) and the low 203 days ago (2026-03-30). At the 2026-10-19 close, SPDR S&P 500 ETF (SPY) was 1.94% below its all-time intraday high of 781.62 USD, set 13 days ago (2026-10-06). Its 20-day volatility is 0.562% daily, in the 19th percentile of its history since 1993. Its daily realised volatility is 0.743% over 5 days, 0.562% over 20 days, 0.691% over 60 days and 0.760% over 120 days. Annualised, these are 11.8%, 8.9%, 11.0% and 12.1% respectively. Its 14-day average true range (ATR) is 7.02 USD, 0.92% of price. It has returned -1.49% (18th percentile since 1993) over 5 days, -1.08% (26th) over 10 days, -0.91% (28th) over 20 days, +3.73% (55th) over 60 days, +7.70% (61st) over 120 days and +16.02% (63rd) over 252 days. Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.26 over 52 weeks and -0.03 over 26 weeks.
Figures reflect the official regular-session close for 2026-10-19.
=== SPDR S&P 500 ETF (SPY) (USD) ===
price & change (as of 2026-10-19, prior 2026-10-16)
close 766.48
change +3.23 (+0.423%)
vs market Nasdaq 100 +1.21% (same day)
listing Exchange: NYSE Arca, Currency: USD
range (as of 2026-10-19)
range 4.64
close pos 14.2% of range
moving averages (as of 2026-10-19)
20d MA 770.83 price below by -0.56%
50d MA 768.37 price below by -0.25%
200d MA 725.44 price above by +5.66%
200d MA slope +1.21% over 20 sessions (rising)
price mixed vs MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-04-23 (179d ago)
20d MA last crossed above 200d MA: 2026-04-17 (185d ago)
50d MA last crossed above 200d MA: 2025-07-01 (475d ago)
volatility (as of 2026-10-19)
20d stdev 0.562% daily ≈ 8.9% annualised (×√252) (19th pct of own history, since 1993 (8468 obs))
5d vol 0.743% daily ≈ 11.8% annualised (×√252) (48th pct of own history, since 1993 (8483 obs))
60d vol 0.691% daily ≈ 11.0% annualised (×√252) (26th pct of own history, since 1993 (8428 obs))
120d vol 0.760% daily ≈ 12.1% annualised (×√252) (35th pct of own history, since 1993 (8368 obs))
vs easing-2024 avg 0.58× (0.562% vs 0.975% era avg)
ATR (as of 2026-10-19)
ATR(14) 7.02
ATR% 0.92% (28th pct of own history, since 1993 (8474 obs))
range/ATR 66.1%
relative volume (as of 2026-10-19)
RVOL 0.92x (today vs prior 20-day average, excl. today)
pctile 47th pct of own history, since 1993 (8468 obs)
avg vol 63d 43,053,331 (≈3-month average daily share volume)
52-week range (as of 2026-10-19)
high 781.62 (-1.94% from high) [2026-10-06, 13d ago]
low 629.28 (+21.80% from low) [2026-03-30, 203d ago]
drawdown -1.94% from all-time intraday high, 13d ago (2026-10-06)
max drawdown (10-year, close-basis) -34.10% (2020-02-19 338.34 -> 2020-03-23 222.95, 33d peak-to-trough); recovered 2020-08-18 (148d after trough)
momentum (as of 2026-10-19)
RSI(14) 47.12 (26th pct of own history, since 1993 (8474 obs))
last overbought 146d ago (2026-05-26)
last oversold 206d ago (2026-03-27)
MACD (as of 2026-10-19)
MACD(12,26,9) +1.18 (below signal) signal +2.23 hist -1.06
returns (as of 2026-10-19)
5d return -1.49% from 778.10 on 2026-10-12 (18th pct of own history, since 1993 (8483 obs))
10d return -1.08% from 774.83 on 2026-10-05 (26th pct of own history, since 1993 (8478 obs))
20d return -0.91% from 773.50 on 2026-09-21 (28th pct of own history, since 1993 (8468 obs))
60d return +3.73% from 738.93 on 2026-07-24 (55th pct of own history, since 1993 (8428 obs))
120d return +7.70% from 711.69 on 2026-04-28 (61st pct of own history, since 1993 (8368 obs))
252d return +16.02% from 660.64 on 2025-10-16 (63rd pct of own history, since 1993 (8236 obs))
YTD return +12.40% from 681.92 on 2025-12-31
volatility by rate-era
pre-crisis (to 2008) 1.22% (from 1993-01-29)
ZIRP (2009–2015) 1.12%
tightening (2015–2018) 0.83%
ZIRP (2019–2021) 1.39%
tightening (2022–2023) 1.23%
easing (2024– ) 0.97%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-10-16)
vs real yield (Δ) -0.03 (26w)
vs real yield (Δ) -0.26 (52w)