Daily OHLCV price data for the SPDR S&P 500 ETF (SPY), covering 2023-01-01 to 2024-12-31. A widely used benchmark for U.S. equity market performance and a common test case for technical analysis strategies.
Format
A matrix with 501 rows and 5 columns.
- open
Opening price for the trading day.
- high
Highest price reached during the trading day.
- low
Lowest price reached during the trading day.
- close
Closing price for the trading day.
- volume
Total trading volume for the day.
Source
Loaded using quantmod.
Examples
## Load the dataset
data(SPY, package = "talib")
## Compute Bollinger Bands on SPY
talib::bollinger_bands(SPY)
#> UpperBand MiddleBand LowerBand
#> 1 NA NA NA
#> 2 NA NA NA
#> 3 NA NA NA
#> 4 NA NA NA
#> 5 391.0826 383.980 376.8774
#> 6 393.8101 385.932 378.0539
#> 7 398.7581 388.284 377.8099
#> 8 399.3532 391.800 384.2467
#> 9 401.9165 393.884 385.8515
#> 10 401.5102 395.866 390.2218
#> 11 401.0170 396.048 391.0790
#> 12 402.4692 394.672 386.8748
#> 13 402.0448 394.456 386.8672
#> 14 403.5003 394.882 386.2637
#> 15 404.8170 395.368 385.9190
#> 16 406.3350 397.140 387.9450
#> 17 405.9792 400.362 394.7448
#> 18 407.0907 402.322 397.5533
#> 19 407.0942 402.314 397.5338
#> 20 408.7516 403.570 398.3884
#> 21 412.2098 405.660 399.1102
#> 22 418.9291 408.066 397.2029
#> 23 420.4007 409.400 398.3993
#> 24 417.9867 411.248 404.5093
#> 25 418.2356 412.990 407.7444
#> 26 418.2568 412.960 407.6632
#> 27 416.4002 411.022 405.6438
#> 28 415.7863 410.160 404.5337
#> 29 416.7459 410.760 404.7741
#> 30 414.9317 410.250 405.5683
#> 31 416.4969 410.916 405.3351
#> 32 416.1308 411.154 406.1772
#> 33 416.3872 410.998 405.6088
#> 34 418.7187 408.250 397.7813
#> 35 417.1685 405.430 393.6915
#> 36 411.0802 402.766 394.4518
#> 37 407.7867 400.386 392.9853
#> 38 401.3226 398.480 395.6374
#> 39 401.1457 397.914 394.6823
#> 40 401.1389 397.154 393.1691
#> 41 398.8403 396.584 394.3277
#> 42 404.5942 398.146 391.6978
#> 43 407.6283 399.494 391.3597
#> 44 407.5348 399.896 392.2572
#> 45 406.6524 400.732 394.8116
#> 46 408.9303 399.482 390.0337
#> 47 408.6881 395.826 382.9639
#> 48 403.6168 392.004 380.3912
#> 49 400.5277 390.696 380.8643
#> 50 394.1801 388.768 383.3559
#> 51 397.6068 389.678 381.7492
#> 52 397.4884 390.494 383.4995
#> 53 397.1729 392.170 387.1671
#> 54 400.8839 393.606 386.3281
#> 55 400.3773 394.172 387.9667
#> 56 399.4934 393.584 387.6746
#> 57 399.5352 394.736 389.9368
#> 58 400.1327 395.286 390.4393
#> 59 397.9869 394.624 391.2611
#> 60 401.8371 396.472 391.1069
#> 61 405.2200 398.578 391.9360
#> 62 411.3792 401.306 391.2328
#> 63 415.3275 404.198 393.0685
#> 64 414.1190 406.812 399.5051
#> 65 412.9376 408.062 403.1864
#> 66 411.3384 409.160 406.9816
#> 67 411.4079 409.204 407.0001
#> 68 410.5037 408.958 407.4123
#> 69 410.5431 408.834 407.1249
#> 70 413.6664 410.008 406.3496
#> 71 414.6554 410.662 406.6686
#> 72 416.0732 411.528 406.9828
#> 73 416.9617 412.426 407.8903
#> 74 414.9359 413.644 412.3521
#> 75 415.2572 413.326 411.3948
#> 76 415.3070 413.274 411.2410
#> 77 414.9704 413.012 411.0536
#> 78 416.9136 411.386 405.8584
#> 79 416.4067 409.430 402.4533
#> 80 416.6727 409.536 402.3993
#> 81 418.9846 410.282 401.5794
#> 82 420.4425 410.858 401.2735
#> 83 420.1751 411.810 403.4449
#> 84 418.4513 412.542 406.6327
#> 85 419.4751 411.086 402.6969
#> 86 417.6211 410.426 403.2309
#> 87 415.7157 409.872 404.0283
#> 88 415.7460 409.890 404.0340
#> 89 416.7528 410.856 404.9592
#> 90 413.6705 412.256 410.8415
#> 91 413.4870 412.048 410.6090
#> 92 413.6565 412.102 410.5475
#> 93 413.9629 411.966 409.9691
#> 94 415.7555 412.442 409.1285
#> 95 420.1626 413.862 407.5614
#> 96 422.0334 415.268 408.5026
#> 97 423.2262 416.424 409.6218
#> 98 421.4080 417.192 412.9760
#> 99 422.8247 416.364 409.9033
#> 100 421.2929 415.448 409.6031
#> 101 422.2489 415.728 409.2071
#> 102 423.1172 416.006 408.8948
#> 103 423.6927 416.758 409.8233
#> 104 423.8504 418.904 413.9576
#> 105 428.4024 421.558 414.7136
#> 106 430.8165 422.974 415.1315
#> 107 432.6588 424.544 416.4292
#> 108 430.8787 426.284 421.6893
#> 109 429.5065 427.746 425.9855
#> 110 430.6239 428.142 425.6601
#> 111 434.3522 429.482 424.6118
#> 112 438.3728 431.208 424.0431
#> 113 439.9996 433.334 426.6684
#> 114 444.3915 436.028 427.6645
#> 115 443.8311 437.940 432.0489
#> 116 443.0463 438.616 434.1857
#> 117 443.4589 438.272 433.0851
#> 118 443.4636 438.138 432.8124
#> 119 440.4737 436.260 432.0463
#> 120 438.8818 434.656 430.4302
#> 121 438.2529 434.454 430.6551
#> 122 438.8556 434.744 430.6324
#> 123 439.8665 435.064 430.2615
#> 124 444.6998 437.078 429.4562
#> 125 446.2038 439.548 432.8922
#> 126 447.0788 440.940 434.8012
#> 127 446.1462 441.594 437.0418
#> 128 445.9708 441.682 437.3932
#> 129 445.1443 440.958 436.7717
#> 130 444.2459 440.692 437.1381
#> 131 446.6782 441.270 435.8618
#> 132 451.4031 443.250 435.0969
#> 133 453.1076 445.396 437.6844
#> 134 453.7031 447.632 441.5609
#> 135 455.2553 449.978 444.7007
#> 136 456.6770 451.814 446.9510
#> 137 456.6500 452.338 448.0260
#> 138 456.0463 452.918 449.7897
#> 139 456.0067 453.590 451.1733
#> 140 456.6756 453.840 451.0044
#> 141 456.8645 453.902 450.9395
#> 142 456.7896 453.964 451.1384
#> 143 457.8841 454.912 451.9399
#> 144 459.2344 455.630 452.0256
#> 145 459.4942 455.838 452.1818
#> 146 460.6540 454.762 448.8700
#> 147 461.5494 454.032 446.5146
#> 148 460.6824 452.010 443.3376
#> 149 457.0605 450.594 444.1275
#> 150 451.7422 449.048 446.3538
#> 151 451.6295 448.172 444.7145
#> 152 451.3698 447.586 443.8022
#> 153 451.4306 447.354 443.2774
#> 154 449.4767 446.834 444.1913
#> 155 448.9781 445.662 442.3459
#> 156 450.2734 444.440 438.6066
#> 157 450.9202 442.516 434.1118
#> 158 449.5365 440.686 431.8355
#> 159 443.7676 438.932 434.0964
#> 160 440.7669 437.984 435.2011
#> 161 443.5693 438.662 433.7547
#> 162 443.4761 438.782 434.0879
#> 163 443.6077 439.476 435.3443
#> 164 445.0398 440.160 435.2802
#> 165 450.4851 442.362 434.2389
#> 166 454.6944 443.958 433.2216
#> 167 455.5384 446.650 437.7616
#> 168 455.1910 448.894 442.5970
#> 169 451.9015 450.190 448.4785
#> 170 453.2498 449.602 445.9542
#> 171 453.2397 448.370 443.5003
#> 172 452.2355 447.404 442.5725
#> 173 450.2546 446.856 443.4574
#> 174 448.6378 446.206 443.7742
#> 175 448.7081 446.264 443.8199
#> 176 450.9630 447.366 443.7690
#> 177 451.6527 446.936 442.2193
#> 178 451.0158 445.972 440.9282
#> 179 450.9932 445.316 439.6388
#> 180 451.2809 443.742 436.2031
#> 181 449.2365 439.948 430.6595
#> 182 448.4351 437.358 426.2809
#> 183 444.6423 435.078 425.5137
#> 184 439.9121 431.712 423.5120
#> 185 434.5911 429.194 423.7969
#> 186 433.5511 428.620 423.6889
#> 187 432.6559 428.032 423.4081
#> 188 429.0040 427.048 425.0920
#> 189 431.0502 426.190 421.3298
#> 190 430.9289 425.912 420.8951
#> 191 429.4367 425.108 420.7793
#> 192 430.9303 425.520 420.1097
#> 193 434.2236 426.516 418.8084
#> 194 437.1477 429.106 421.0643
#> 195 439.7288 431.438 423.1473
#> 196 437.8255 433.270 428.7145
#> 197 437.0552 433.662 430.2688
#> 198 437.9166 434.412 430.9074
#> 199 438.4479 434.708 430.9681
#> 200 438.1893 433.486 428.7827
#> 201 439.3586 432.040 424.7214
#> 202 441.4016 429.978 418.5543
#> 203 438.4696 426.862 415.2544
#> 204 431.5560 424.384 417.2120
#> 205 427.8522 421.852 415.8518
#> 206 426.6676 419.076 411.4844
#> 207 426.6061 416.974 407.3419
#> 208 424.9885 416.000 407.0114
#> 209 420.6911 414.914 409.1369
#> 210 424.4000 415.936 407.4720
#> 211 433.1872 419.578 405.9688
#> 212 438.9516 424.380 409.8084
#> 213 442.1191 428.400 414.6810
#> 214 442.4929 432.146 421.7991
#> 215 439.7388 435.064 430.3893
#> 216 438.2712 435.680 433.0888
#> 217 441.3100 436.864 432.4180
#> 218 442.6909 437.764 432.8371
#> 219 450.0054 440.124 430.2426
#> 220 454.4154 442.610 430.8046
#> 221 454.9050 445.888 436.8710
#> 222 455.7766 447.924 440.0714
#> 223 454.5134 450.738 446.9626
#> 224 455.2319 451.646 448.0601
#> 225 456.4970 452.714 448.9310
#> 226 456.9856 453.728 450.4704
#> 227 455.8733 454.466 453.0587
#> 228 456.0307 454.600 453.1693
#> 229 455.4550 454.868 454.2810
#> 230 456.5220 455.144 453.7660
#> 231 459.3809 455.904 452.4271
#> 232 459.5366 456.346 453.1554
#> 233 459.5402 456.680 453.8197
#> 234 459.4846 456.710 453.9354
#> 235 460.0650 457.076 454.0870
#> 236 460.9389 457.296 453.6531
#> 237 463.4657 458.356 453.2463
#> 238 466.2621 459.856 453.4500
#> 239 471.4455 463.004 454.5625
#> 240 475.1157 465.760 456.4043
#> 241 475.3098 467.586 459.8622
#> 242 475.4168 469.582 463.7472
#> 243 475.4266 471.730 468.0334
#> 244 475.8955 471.282 466.6685
#> 245 476.1521 471.420 466.6879
#> 246 476.7439 472.284 467.8241
#> 247 478.1881 473.020 467.8519
#> 248 479.1295 473.354 467.5785
#> 249 478.2229 475.040 471.8571
#> 250 477.7342 475.562 473.3898
#> 251 478.2633 475.362 472.4607
#> 252 479.9377 473.990 468.0423
#> 253 479.4023 472.144 464.8857
#> 254 476.5639 470.390 464.2161
#> 255 475.9796 470.248 464.5164
#> 256 476.7026 470.494 464.2854
#> 257 479.5314 472.048 464.5646
#> 258 480.1435 473.862 467.5805
#> 259 477.9132 475.614 473.3148
#> 260 477.8756 475.680 473.4844
#> 261 478.6813 475.362 472.0427
#> 262 478.6475 475.348 472.0485
#> 263 483.2193 476.564 469.9087
#> 264 486.5715 477.918 469.2645
#> 265 489.4180 479.904 470.3900
#> 266 488.9081 482.524 476.1399
#> 267 488.6497 484.832 481.0143
#> 268 489.1908 485.828 482.4652
#> 269 491.9409 487.392 482.8431
#> 270 493.0178 488.598 484.1782
#> 271 494.1334 488.096 482.0586
#> 272 494.4294 488.330 482.2306
#> 273 497.3214 489.718 482.1146
#> 274 497.8505 489.974 482.0976
#> 275 499.1171 490.592 482.0669
#> 276 499.3919 493.636 487.8801
#> 277 500.1110 495.460 490.8090
#> 278 503.1147 496.830 490.5454
#> 279 503.7361 498.516 493.2959
#> 280 503.6868 498.536 493.3852
#> 281 503.7626 498.630 493.4974
#> 282 505.1324 499.368 493.6036
#> 283 504.5165 499.030 493.5435
#> 284 503.5089 498.186 492.8631
#> 285 502.5590 498.812 495.0650
#> 286 508.4478 500.598 492.7482
#> 287 511.5966 501.766 491.9354
#> 288 513.0682 503.062 493.0558
#> 289 513.0818 505.096 497.1102
#> 290 508.3205 506.906 505.4915
#> 291 508.6855 507.022 505.3585
#> 292 513.0609 508.022 502.9830
#> 293 514.7938 509.284 503.7742
#> 294 514.7614 509.334 503.9066
#> 295 514.5138 510.032 505.5502
#> 296 516.6747 511.378 506.0813
#> 297 516.2717 511.152 506.0323
#> 298 515.9483 510.948 505.9477
#> 299 517.9778 512.868 507.7583
#> 300 518.5662 514.112 509.6578
#> 301 518.6131 514.140 509.6669
#> 302 519.2038 513.762 508.3202
#> 303 519.0716 514.078 509.0844
#> 304 518.4513 513.864 509.2767
#> 305 521.7844 514.766 507.7476
#> 306 525.4373 516.216 506.9947
#> 307 525.6780 518.492 511.3060
#> 308 524.3383 519.874 515.4098
#> 309 522.8235 520.494 518.1645
#> 310 524.1939 521.032 517.8701
#> 311 524.6856 521.206 517.7264
#> 312 524.9585 521.396 517.8335
#> 313 525.1678 521.210 517.2522
#> 314 525.0166 521.330 517.6434
#> 315 526.3202 519.310 512.2998
#> 316 524.2987 518.382 512.4653
#> 317 522.3616 517.694 513.0264
#> 318 522.5664 517.790 513.0135
#> 319 521.9294 516.732 511.5346
#> 320 521.4169 517.718 514.0191
#> 321 522.6687 516.202 509.7352
#> 322 524.0556 513.348 502.6404
#> 323 521.2960 510.190 499.0840
#> 324 519.9607 507.476 494.9913
#> 325 511.7337 503.780 495.8263
#> 326 507.2245 500.642 494.0595
#> 327 505.0652 499.696 494.3268
#> 328 506.8065 500.120 493.4335
#> 329 509.0400 501.092 493.1440
#> 330 509.8403 501.886 493.9316
#> 331 510.1739 504.506 498.8381
#> 332 511.1970 506.574 501.9510
#> 333 511.7913 505.840 499.8887
#> 334 512.2634 504.828 497.3926
#> 335 512.4508 505.136 497.8212
#> 336 514.3749 505.742 497.1091
#> 337 519.1529 507.044 494.9351
#> 338 523.1482 510.076 497.0038
#> 339 522.9477 513.444 503.9403
#> 340 522.2339 516.472 510.7101
#> 341 521.9017 518.382 514.8623
#> 342 522.6939 519.250 515.8061
#> 343 524.3999 520.482 516.5641
#> 344 530.1050 523.000 515.8950
#> 345 532.3434 524.704 517.0646
#> 346 533.6768 526.426 519.1752
#> 347 533.2961 528.256 523.2159
#> 348 531.6191 529.868 528.1169
#> 349 531.6276 529.878 528.1284
#> 350 532.9403 529.332 525.7237
#> 351 532.9381 529.330 525.7219
#> 352 532.8530 529.280 525.7070
#> 353 531.8292 528.228 524.6269
#> 354 532.0589 526.784 521.5091
#> 355 532.2850 527.066 521.8470
#> 356 531.5055 526.738 521.9704
#> 357 530.5820 526.454 522.3260
#> 358 535.8616 528.168 520.4744
#> 359 537.2834 530.578 523.8726
#> 360 538.1588 531.906 525.6532
#> 361 538.6741 533.478 528.2819
#> 362 537.2418 535.190 533.1382
#> 363 541.7517 536.528 531.3042
#> 364 544.6314 538.086 531.5406
#> 365 545.7453 539.840 533.9347
#> 366 548.6180 542.128 535.6380
#> 367 550.0702 544.436 538.8018
#> 368 550.4980 545.564 540.6300
#> 369 550.0743 545.976 541.8777
#> 370 550.0914 545.968 541.8446
#> 371 549.5375 545.514 541.4905
#> 372 547.6897 544.918 542.1463
#> 373 547.2082 544.792 542.3758
#> 374 547.1881 544.734 542.2799
#> 375 546.6871 545.254 543.8209
#> 376 549.3150 546.090 542.8650
#> 377 552.5275 547.280 542.0325
#> 378 556.6325 548.934 541.2355
#> 379 558.5037 551.146 543.7884
#> 380 558.4450 553.242 548.0390
#> 381 562.0837 555.704 549.3243
#> 382 561.4768 556.708 551.9392
#> 383 562.6110 557.778 552.9450
#> 384 563.8631 559.028 554.1929
#> 385 566.2470 560.836 555.4250
#> 386 566.1378 559.960 553.7822
#> 387 567.4890 559.196 550.9030
#> 388 568.4956 556.996 545.4964
#> 389 566.2324 555.620 545.0076
#> 390 558.6373 553.404 548.1707
#> 391 560.0835 550.262 540.4405
#> 392 560.5173 547.412 534.3067
#> 393 559.6743 546.502 533.3297
#> 394 554.8765 544.524 534.1715
#> 395 546.8079 542.168 537.5280
#> 396 552.2012 544.084 535.9668
#> 397 551.1416 545.004 538.8664
#> 398 554.2421 542.696 531.1499
#> 399 560.0822 537.220 514.3578
#> 400 558.2108 533.250 508.2892
#> 401 546.3462 526.820 507.2938
#> 402 536.9525 524.348 511.7436
#> 403 537.0194 524.366 511.7126
#> 404 539.5478 527.544 515.5402
#> 405 546.5428 531.522 516.5012
#> 406 547.1314 536.540 525.9486
#> 407 555.9435 541.024 526.1045
#> 408 560.7619 545.288 529.8141
#> 409 563.8596 550.556 537.2524
#> 410 565.1848 553.888 542.5912
#> 411 563.2716 557.262 551.2524
#> 412 562.5113 557.892 553.2727
#> 413 563.4130 559.456 555.4990
#> 414 563.7956 559.692 555.5884
#> 415 564.4515 560.264 556.0765
#> 416 564.2338 559.800 555.3662
#> 417 563.4449 560.226 557.0071
#> 418 564.6129 560.536 556.4591
#> 419 566.6447 558.794 550.9433
#> 420 565.9846 556.672 547.3594
#> 421 565.5368 554.934 544.3312
#> 422 566.2096 551.336 536.4624
#> 423 556.3091 547.882 539.4549
#> 424 554.6969 547.224 539.7511
#> 425 557.0961 547.918 538.7399
#> 426 562.7531 549.814 536.8749
#> 427 565.9726 554.144 542.3154
#> 428 567.8879 557.430 546.9721
#> 429 566.8028 560.286 553.7692
#> 430 564.5348 561.682 558.8292
#> 431 571.0818 564.060 557.0382
#> 432 572.6400 565.308 557.9760
#> 433 574.2002 566.674 559.1478
#> 434 575.5681 568.320 561.0719
#> 435 572.2042 570.048 567.8917
#> 436 573.0928 570.312 567.5312
#> 437 572.8913 570.956 569.0207
#> 438 574.2308 571.774 569.3172
#> 439 574.7968 571.238 567.6792
#> 440 574.9792 571.002 567.0248
#> 441 574.5059 570.106 565.7061
#> 442 575.3186 570.408 565.4974
#> 443 573.0738 569.216 565.3582
#> 444 575.0038 570.126 565.2481
#> 445 578.9163 571.782 564.6476
#> 446 579.9568 573.444 566.9312
#> 447 582.8507 574.764 566.6773
#> 448 585.5503 578.068 570.5857
#> 449 585.0598 579.390 573.7202
#> 450 585.9547 580.422 574.8893
#> 451 585.2237 581.666 578.1083
#> 452 586.1321 582.668 579.2039
#> 453 585.7675 582.530 579.2926
#> 454 584.9484 583.238 581.5276
#> 455 586.9893 582.376 577.7627
#> 456 587.0078 581.754 576.5002
#> 457 585.3485 580.644 575.9395
#> 458 583.7951 580.084 576.3729
#> 459 582.4730 579.774 577.0750
#> 460 582.2103 580.178 578.1457
#> 461 587.6470 578.058 568.4690
#> 462 587.4280 576.458 565.4881
#> 463 585.2528 574.254 563.2552
#> 464 581.9839 573.240 564.4961
#> 465 591.9927 575.446 558.8992
#> 466 601.9499 580.840 559.7301
#> 467 608.4437 586.270 564.0963
#> 468 608.3582 592.060 575.7618
#> 469 601.6084 596.100 590.5916
#> 470 599.5113 597.330 595.1487
#> 471 600.6525 596.878 593.1036
#> 472 603.7267 594.390 585.0533
#> 473 601.4895 592.268 583.0465
#> 474 598.9480 590.948 582.9480
#> 475 594.6923 589.610 584.5277
#> 476 594.9475 589.674 584.4005
#> 477 596.8698 591.626 586.3822
#> 478 599.1270 593.502 587.8770
#> 479 602.4403 595.572 588.7037
#> 480 602.1352 597.238 592.3408
#> 481 603.8879 599.014 594.1401
#> 482 605.1579 600.638 596.1182
#> 483 605.7550 601.914 598.0730
#> 484 608.9751 603.316 597.6569
#> 485 608.7631 604.882 601.0009
#> 486 609.5595 605.934 602.3085
#> 487 609.3030 606.144 602.9850
#> 488 609.7607 605.922 602.0833
#> 489 609.6509 605.882 602.1130
#> 490 609.2604 605.416 601.5716
#> 491 607.7430 604.696 601.6490
#> 492 608.5935 605.118 601.6425
#> 493 608.2398 605.416 602.5922
#> 494 616.2068 601.180 586.1532
#> 495 616.1517 597.534 578.9163
#> 496 612.7062 594.922 577.1378
#> 497 605.9265 592.502 579.0775
#> 498 603.2858 591.904 580.5222
#> 499 606.7136 594.916 583.1184
#> 500 604.7174 596.698 588.6786
#> 501 605.9005 596.112 586.3235
#> attr(,"lookback")
#> [1] 4