SPDR S&P 500 ETF (SPY): RSI, moving averages, 52-week range · daily
On 2026-10-20, SPDR S&P 500 ETF (SPY) closed at 769.05 USD, up 0.34% on the day. At the 2026-10-20 close, SPDR S&P 500 ETF (SPY) traded at 91.7% of its 52-week range. Its 20-day return of -0.56% is in the 31st percentile of its history since 1993. At the 2026-10-20 close, SPDR S&P 500 ETF (SPY) had an RSI(14) of 49.68, in the 33rd percentile of its history since 1993. The RSI(14) of SPDR S&P 500 ETF (SPY) last entered the overbought zone 147 days ago (2026-05-26) and the oversold zone 207 days ago (2026-03-27). It is trading above its 50- and 200-day but below its 20-day moving averages. At the 2026-10-20 close, the 20/50/200-day moving averages of SPDR S&P 500 ETF (SPY) were 770.62 / 768.29 / 725.87 USD, with price -0.20% / +0.10% / +5.95% against them. Ranked from highest to lowest, its moving averages are the 20-day, 50-day and 200-day. At the 2026-10-20 close, the 52-week range of SPDR S&P 500 ETF (SPY) was 629.28–781.62 USD; it closed 1.61% below the high (1.8× its typical daily range) and 22.21% above the low (19.7× its typical daily range). The high was set 14 days ago (2026-10-06) and the low 204 days ago (2026-03-30). At the 2026-10-20 close, SPDR S&P 500 ETF (SPY) was 1.61% below its all-time intraday high of 781.62 USD, set 14 days ago (2026-10-06). Its 20-day volatility is 0.568% daily, in the 20th percentile of its history since 1993. Its daily realised volatility is 0.791% over 5 days, 0.568% over 20 days, 0.692% over 60 days and 0.760% over 120 days. Annualised, these are 12.6%, 9.0%, 11.0% and 12.1% respectively. Its 14-day average true range (ATR) is 7.09 USD, 0.92% of price. It has returned -1.15% (22nd percentile since 1993) over 5 days, -1.29% (23rd) over 10 days, -0.56% (31st) over 20 days, +4.05% (58th) over 60 days, +8.08% (62nd) over 120 days and +15.75% (62nd) over 252 days. Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.26 over 52 weeks and -0.02 over 26 weeks.
Figures reflect the official regular-session close for 2026-10-20.
=== SPDR S&P 500 ETF (SPY) (USD) ===
price & change (as of 2026-10-20, prior 2026-10-19)
close 769.05
change +2.57 (+0.335%)
vs market Nasdaq 100 -0.10% (same day)
listing Exchange: NYSE Arca, Currency: USD
range (as of 2026-10-20)
range 8.04
close pos 59.7% of range
moving averages (as of 2026-10-20)
20d MA 770.62 price below by -0.20%
50d MA 768.29 price above by +0.10%
200d MA 725.87 price above by +5.95%
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 (180d ago)
20d MA last crossed above 200d MA: 2026-04-17 (186d ago)
50d MA last crossed above 200d MA: 2025-07-01 (476d ago)
volatility (as of 2026-10-20)
20d stdev 0.568% daily ≈ 9.0% annualised (×√252) (20th pct of own history, since 1993 (8469 obs))
5d vol 0.791% daily ≈ 12.6% annualised (×√252) (52nd pct of own history, since 1993 (8484 obs))
60d vol 0.692% daily ≈ 11.0% annualised (×√252) (26th pct of own history, since 1993 (8429 obs))
120d vol 0.760% daily ≈ 12.1% annualised (×√252) (35th pct of own history, since 1993 (8369 obs))
vs easing-2024 avg 0.58× (0.568% vs 0.974% era avg)
ATR (as of 2026-10-20)
ATR(14) 7.09
ATR% 0.92% (29th pct of own history, since 1993 (8475 obs))
range/ATR 113.3%
relative volume (as of 2026-10-20)
RVOL 0.84x (today vs prior 20-day average, excl. today)
pctile 37th pct of own history, since 1993 (8469 obs)
avg vol 63d 43,087,333 (≈3-month average daily share volume)
52-week range (as of 2026-10-20)
high 781.62 (-1.61% from high) [2026-10-06, 14d ago]
low 629.28 (+22.21% from low) [2026-03-30, 204d ago]
drawdown -1.61% from all-time intraday high, 14d 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 2026-10-20)
RSI(14) 49.68 (33rd pct of own history, since 1993 (8475 obs))
last overbought 147d ago (2026-05-26)
last oversold 207d ago (2026-03-27)
MACD (as of 2026-10-20)
MACD(12,26,9) +0.96 (below signal) signal +1.98 hist -1.02
returns (as of 2026-10-20)
5d return -1.15% from 778.01 on 2026-10-13 (22nd pct of own history, since 1993 (8484 obs))
10d return -1.29% from 779.09 on 2026-10-06 (23rd pct of own history, since 1993 (8479 obs))
20d return -0.56% from 773.38 on 2026-09-22 (31st pct of own history, since 1993 (8469 obs))
60d return +4.05% from 739.09 on 2026-07-27 (58th pct of own history, since 1993 (8429 obs))
120d return +8.08% from 711.58 on 2026-04-29 (62nd pct of own history, since 1993 (8369 obs))
252d return +15.75% from 664.39 on 2025-10-17 (62nd pct of own history, since 1993 (8237 obs))
YTD return +12.78% 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 2026-10-19)
vs real yield (Δ) -0.02 (26w)
vs real yield (Δ) -0.26 (52w)