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 NA NA NA
#> 6 NA NA NA
#> 7 NA NA NA
#> 8 NA NA NA
#> 9 NA NA NA
#> 10 NA NA NA
#> 11 NA NA NA
#> 12 NA NA NA
#> 13 NA NA NA
#> 14 NA NA NA
#> 15 NA NA NA
#> 16 NA NA NA
#> 17 NA NA NA
#> 18 NA NA NA
#> 19 NA NA NA
#> 20 410.3488 394.6960 379.0432
#> 21 411.9868 396.1950 380.4032
#> 22 414.9428 397.8460 380.7492
#> 23 415.4728 399.4945 383.5162
#> 24 416.2626 400.5820 384.9014
#> 25 417.7194 401.9485 386.1776
#> 26 418.2486 402.9520 387.6554
#> 27 418.5314 403.5305 388.5296
#> 28 418.8909 404.0845 389.2781
#> 29 419.8422 404.8010 389.7598
#> 30 420.5920 405.5445 390.4970
#> 31 420.6724 406.6690 392.6656
#> 32 418.9536 407.6510 396.3484
#> 33 418.1585 408.2200 398.2815
#> 34 418.3361 408.1430 397.9499
#> 35 418.5336 408.0600 397.5864
#> 36 418.5043 408.0755 397.6467
#> 37 419.1984 407.6570 396.1156
#> 38 419.5680 407.2595 394.9510
#> 39 419.9509 407.0430 394.1351
#> 40 420.4361 406.4560 392.4759
#> 41 420.1220 405.8065 391.4910
#> 42 418.5855 405.1770 391.7685
#> 43 417.7821 404.7830 391.7839
#> 44 417.2828 404.2050 391.1272
#> 45 415.6322 403.3915 391.1508
#> 46 415.2296 402.4370 389.6444
#> 47 415.8508 401.3780 386.9052
#> 48 415.9525 400.2440 384.5355
#> 49 414.1930 399.1890 384.1850
#> 50 412.2729 398.0210 383.7691
#> 51 409.3633 397.1275 384.8917
#> 52 407.6883 396.2130 384.7377
#> 53 405.8652 395.5370 385.2088
#> 54 405.8441 395.5280 385.2119
#> 55 405.5278 395.2065 384.8852
#> 56 404.8744 394.8320 384.7896
#> 57 404.8273 394.8005 384.7737
#> 58 404.7072 394.7385 384.7698
#> 59 404.6582 394.7055 384.7528
#> 60 405.4017 395.0360 384.6703
#> 61 406.3112 395.3305 384.3498
#> 62 407.5964 395.5905 383.5846
#> 63 409.1484 395.9145 382.6806
#> 64 410.7692 396.4345 382.0998
#> 65 411.9824 396.8685 381.7546
#> 66 413.5629 397.7500 381.9371
#> 67 414.5724 398.9350 383.2977
#> 68 415.1530 400.1530 385.1530
#> 69 415.8223 400.9690 386.1157
#> 70 416.9669 402.1785 387.3901
#> 71 418.1551 402.9960 387.8369
#> 72 418.8286 404.1935 389.5584
#> 73 419.6464 405.2170 390.7876
#> 74 420.6023 405.9785 391.3547
#> 75 420.3254 406.9670 393.6086
#> 76 419.8445 407.9185 395.9925
#> 77 419.4492 408.7625 398.0758
#> 78 418.4400 409.2420 400.0441
#> 79 416.8480 409.6800 402.5120
#> 80 416.3788 410.2330 404.0872
#> 81 416.6951 410.8445 404.9939
#> 82 417.2975 411.1505 405.0035
#> 83 417.2929 411.1450 404.9971
#> 84 417.3190 411.1125 404.9060
#> 85 417.5579 410.9890 404.4201
#> 86 417.7126 411.1610 404.6094
#> 87 417.8629 411.3175 404.7721
#> 88 417.8855 411.3780 404.8705
#> 89 417.9690 411.6180 405.2670
#> 90 417.8505 411.5510 405.2515
#> 91 417.7933 411.5075 405.2217
#> 92 417.6876 411.4610 405.2344
#> 93 417.3782 411.2630 405.1478
#> 94 417.5526 411.3175 405.0824
#> 95 418.8120 411.6850 404.5580
#> 96 419.7486 412.0060 404.2634
#> 97 420.6022 412.3140 404.0258
#> 98 420.5191 412.7145 404.9099
#> 99 419.9086 413.0510 406.1934
#> 100 420.0482 413.1630 406.2778
#> 101 420.7912 413.3675 405.9438
#> 102 421.5544 413.6010 405.6476
#> 103 422.0046 413.9515 405.8984
#> 104 422.9055 414.6415 406.3775
#> 105 424.7403 415.7810 406.8217
#> 106 426.5948 416.5045 406.4142
#> 107 428.3690 417.2690 406.1690
#> 108 429.4500 418.0500 406.6500
#> 109 430.9659 418.8640 406.7621
#> 110 432.3456 419.7525 407.1594
#> 111 434.2718 420.8630 407.4542
#> 112 436.5981 422.0455 407.4929
#> 113 438.3087 423.3920 408.4753
#> 114 441.3582 424.7605 408.1628
#> 115 443.3358 425.7720 408.2082
#> 116 444.6121 426.7000 408.7879
#> 117 445.3765 427.5075 409.6385
#> 118 445.7888 428.6285 411.4682
#> 119 444.9746 429.7345 414.4944
#> 120 444.1577 430.5740 416.9903
#> 121 444.2614 431.3815 418.5016
#> 122 444.1581 432.1920 420.2259
#> 123 443.4495 433.2050 422.9605
#> 124 444.0105 434.2780 424.5455
#> 125 445.1816 435.0715 424.9614
#> 126 445.8691 435.8730 425.8769
#> 127 445.8957 436.4545 427.0133
#> 128 445.3584 437.0545 428.7506
#> 129 445.1072 437.5810 430.0548
#> 130 445.1392 438.2090 431.2788
#> 131 446.2260 438.8200 431.4140
#> 132 448.1438 439.4650 430.7862
#> 133 449.6658 440.0700 430.4742
#> 134 451.1271 440.4820 429.8369
#> 135 453.4055 441.2185 429.0315
#> 136 455.5772 442.1195 428.6618
#> 137 456.6954 442.9815 429.2676
#> 138 457.6992 443.7650 429.8308
#> 139 458.5714 444.8145 431.0576
#> 140 459.0643 446.0145 432.9647
#> 141 459.8348 446.9815 434.1282
#> 142 459.8798 447.7865 435.6932
#> 143 460.5873 448.7270 436.8667
#> 144 461.6613 449.4525 437.2437
#> 145 462.3715 450.0870 437.8025
#> 146 462.3004 450.4370 438.5736
#> 147 461.7209 450.8960 440.0711
#> 148 460.7615 451.3090 441.8565
#> 149 459.6757 451.8615 444.0473
#> 150 458.8785 452.1760 445.4735
#> 151 458.9155 452.1625 445.4095
#> 152 459.1865 451.9800 444.7735
#> 153 459.4377 451.7985 444.1593
#> 154 459.4607 451.6620 443.8633
#> 155 459.6792 451.0970 442.5148
#> 156 460.0205 450.3190 440.6175
#> 157 460.9378 449.5245 438.1112
#> 158 461.4024 448.7405 436.0786
#> 159 461.0293 447.9975 434.9657
#> 160 460.3676 447.1330 433.8984
#> 161 459.2734 446.5090 433.7446
#> 162 458.8380 445.7290 432.6200
#> 163 457.1517 444.8815 432.6113
#> 164 454.8945 444.1300 433.3655
#> 165 453.2452 443.7640 434.2828
#> 166 453.4143 443.8080 434.2017
#> 167 453.6689 443.8835 434.0981
#> 168 454.3263 444.1025 433.8787
#> 169 454.0814 444.0290 433.9766
#> 170 453.7762 443.9025 434.0288
#> 171 453.7053 443.8575 434.0097
#> 172 453.6710 443.8380 434.0050
#> 173 453.9883 443.9780 433.9677
#> 174 453.7491 443.8720 433.9949
#> 175 453.9840 444.0530 434.1220
#> 176 454.6655 444.5890 434.5125
#> 177 454.3002 444.9430 435.5858
#> 178 453.8515 445.2995 436.7475
#> 179 453.6693 445.4680 437.2667
#> 180 453.6087 445.4925 437.3763
#> 181 455.0634 444.9105 434.7576
#> 182 456.0671 444.5870 433.1070
#> 183 456.7486 444.2000 431.6514
#> 184 458.2331 443.3560 428.4789
#> 185 458.6063 442.2005 425.7947
#> 186 457.9876 441.0760 424.1644
#> 187 457.2686 439.9325 422.5964
#> 188 456.0981 438.7385 421.3789
#> 189 455.5348 437.3560 419.1772
#> 190 454.7806 436.2780 417.7754
#> 191 454.0022 435.2605 416.5188
#> 192 452.7424 434.4615 416.1806
#> 193 450.7821 433.6535 416.5249
#> 194 449.2611 433.0810 416.9009
#> 195 447.6310 432.5715 417.5120
#> 196 444.4231 431.7365 419.0499
#> 197 442.6532 431.1430 419.6328
#> 198 441.0358 430.7635 420.4912
#> 199 439.4874 430.4290 421.3706
#> 200 438.2458 430.0075 421.7692
#> 201 438.1142 429.7595 421.4048
#> 202 438.4385 429.2980 420.1575
#> 203 438.5109 428.7095 418.9081
#> 204 438.5757 428.5970 418.6183
#> 205 439.2157 428.1720 417.1283
#> 206 440.3426 427.3735 414.4044
#> 207 441.4032 426.5335 411.6638
#> 208 441.5541 425.9475 410.3409
#> 209 441.6417 425.7780 409.9143
#> 210 441.5938 425.6780 409.7622
#> 211 442.0474 425.9910 409.9346
#> 212 442.6850 426.2485 409.8120
#> 213 443.1687 426.4185 409.6682
#> 214 443.5504 426.5380 409.5256
#> 215 443.7083 426.5845 409.4607
#> 216 443.7323 426.5935 409.4547
#> 217 445.1428 427.0490 408.9552
#> 218 445.8464 427.2565 408.6666
#> 219 448.4062 427.8920 407.3778
#> 220 451.4688 428.8655 406.2622
#> 221 454.4552 430.0555 405.6558
#> 222 457.1646 431.5355 405.9064
#> 223 460.1360 433.2255 406.3150
#> 224 462.5881 434.7075 406.8269
#> 225 464.6333 436.5810 408.5287
#> 226 465.6116 438.7185 411.8254
#> 227 465.3320 440.9085 416.4850
#> 228 465.0599 442.8755 420.6911
#> 229 464.3086 444.6960 425.0834
#> 230 463.8057 446.3830 428.9603
#> 231 464.5047 447.8000 431.0953
#> 232 464.8887 448.9000 432.9113
#> 233 465.0526 449.9455 434.8384
#> 234 464.8299 450.8370 436.8441
#> 235 464.7471 451.8860 439.0249
#> 236 463.5555 453.2040 442.8525
#> 237 463.5627 454.2730 444.9833
#> 238 463.2293 455.4685 447.7077
#> 239 466.1277 456.5570 446.9863
#> 240 468.8499 457.6735 446.4971
#> 241 470.3485 458.6285 446.9085
#> 242 472.1848 459.6875 447.1902
#> 243 474.5720 460.7165 446.8610
#> 244 475.2507 461.4660 447.6813
#> 245 476.6267 462.3500 448.0733
#> 246 477.9663 463.2675 448.5687
#> 247 479.3857 464.3260 449.2663
#> 248 480.7076 465.4050 450.1024
#> 249 481.7227 466.5090 451.2953
#> 250 482.3855 467.4545 452.5235
#> 251 482.7107 468.1320 453.5533
#> 252 482.3376 468.7370 455.1364
#> 253 481.7128 469.2710 456.8292
#> 254 480.4798 469.9290 459.3782
#> 255 480.0011 470.7475 461.4939
#> 256 479.3983 471.4315 463.4647
#> 257 479.1442 472.1600 465.1758
#> 258 478.9205 472.7725 466.6245
#> 259 479.3613 473.0815 466.8017
#> 260 479.5366 473.2275 466.9184
#> 261 479.4463 473.3755 467.3047
#> 262 479.7818 473.6015 467.4213
#> 263 481.2543 473.9810 466.7077
#> 264 482.6133 474.7405 466.8678
#> 265 484.3011 475.3485 466.3959
#> 266 485.8532 475.9355 466.0178
#> 267 487.7825 476.5545 465.3265
#> 268 489.2834 477.0995 464.9156
#> 269 491.4831 477.8285 464.1739
#> 270 493.3341 478.6075 463.8809
#> 271 493.6922 479.1190 464.5458
#> 272 494.5340 480.1395 465.7450
#> 273 495.8870 481.4930 467.0990
#> 274 496.4623 482.7245 468.9867
#> 275 497.7330 483.6935 469.6540
#> 276 499.5158 484.9045 470.2932
#> 277 501.1854 485.9925 470.7996
#> 278 503.1192 487.2350 471.3508
#> 279 504.6335 488.4500 472.2665
#> 280 504.5078 489.4075 474.3072
#> 281 504.1118 490.7215 477.3312
#> 282 504.5581 491.9975 479.4369
#> 283 505.0101 492.8515 480.6930
#> 284 504.9816 493.5170 482.0524
#> 285 504.9812 494.1345 483.2878
#> 286 506.7810 495.2400 483.6990
#> 287 508.5059 496.2310 483.9561
#> 288 509.4363 497.1600 484.8838
#> 289 510.6082 497.9430 485.2779
#> 290 511.4366 498.7115 485.9864
#> 291 511.0623 499.9715 488.8807
#> 292 512.4402 501.1540 489.8678
#> 293 513.8728 502.0515 490.2302
#> 294 513.9547 502.7830 491.6113
#> 295 514.3664 503.5715 492.7766
#> 296 515.9401 504.4070 492.8739
#> 297 516.6745 505.0770 493.4795
#> 298 517.3358 505.5810 493.8262
#> 299 518.8821 506.3710 493.8599
#> 300 519.2956 507.4655 495.6354
#> 301 519.8017 508.2845 496.7673
#> 302 519.8396 508.6755 497.5114
#> 303 519.8099 509.3430 498.8761
#> 304 519.3683 510.2905 501.2127
#> 305 519.4250 511.4540 503.4830
#> 306 521.2081 512.1890 503.1699
#> 307 522.4523 512.8570 503.2617
#> 308 523.0485 513.5460 504.0435
#> 309 523.3960 514.1400 504.8840
#> 310 524.2970 514.9855 505.6740
#> 311 525.1154 515.7350 506.3546
#> 312 525.8812 516.2005 506.5198
#> 313 526.1003 516.5275 506.9547
#> 314 525.7605 517.1390 508.5175
#> 315 525.4666 517.3050 509.1434
#> 316 525.5785 517.4860 509.3935
#> 317 525.4946 517.8360 510.1774
#> 318 525.2986 518.2380 511.1774
#> 319 525.3677 518.1050 510.8423
#> 320 525.4035 518.2065 511.0095
#> 321 525.7688 518.0015 510.2342
#> 322 526.8657 517.7325 508.5993
#> 323 528.1352 517.2660 506.3968
#> 324 529.5939 516.5080 503.4221
#> 325 530.3399 515.4600 500.5801
#> 326 531.0618 514.1080 497.1542
#> 327 530.7572 513.0335 495.3098
#> 328 530.0465 512.3275 494.6085
#> 329 529.3587 511.6575 493.9563
#> 330 527.8867 510.6735 493.4603
#> 331 526.1974 509.9330 493.6686
#> 332 524.5979 509.3280 494.0581
#> 333 523.4192 508.4850 493.5508
#> 334 521.9806 507.5320 493.0834
#> 335 521.3860 507.1300 492.8740
#> 336 520.2135 506.7730 493.3325
#> 337 519.7518 506.6655 493.5792
#> 338 519.2498 506.5565 493.8632
#> 339 519.8324 506.7100 493.5876
#> 340 520.3423 506.8185 493.2947
#> 341 522.0816 507.3180 492.5544
#> 342 523.9700 508.1410 492.3120
#> 343 526.1106 509.1295 492.1484
#> 344 529.3094 510.5910 491.8726
#> 345 531.6166 512.0495 492.4824
#> 346 533.1191 513.7640 494.4089
#> 347 534.7510 515.2810 495.8111
#> 348 536.7066 516.5665 496.4264
#> 349 538.0348 517.7875 497.5402
#> 350 538.3372 518.9110 499.4848
#> 351 539.2670 519.9700 500.6730
#> 352 540.1460 520.9575 501.7690
#> 353 539.3577 522.1635 504.9693
#> 354 537.2607 523.2765 509.2923
#> 355 535.6776 524.3935 513.1094
#> 356 534.8412 525.2190 515.5968
#> 357 534.6553 525.8100 516.9647
#> 358 535.3947 526.6865 517.9783
#> 359 535.7734 527.5600 519.3466
#> 360 536.1856 528.2520 520.3184
#> 361 536.7862 528.9930 521.1998
#> 362 537.3948 529.7950 522.1952
#> 363 539.2307 530.6980 522.1652
#> 364 541.2641 531.3315 521.3989
#> 365 543.0582 532.0360 521.0138
#> 366 545.6629 532.9185 520.1740
#> 367 548.1887 533.8400 519.4913
#> 368 550.0118 534.6220 519.2322
#> 369 551.1564 535.3560 519.5556
#> 370 551.6897 536.1950 520.7003
#> 371 552.5691 536.9645 521.3599
#> 372 553.4149 537.7495 522.0841
#> 373 553.8963 538.7630 523.6297
#> 374 553.1896 539.8435 526.4974
#> 375 552.9819 540.7420 528.5021
#> 376 553.0047 541.8025 530.6003
#> 377 553.0971 542.9560 532.8149
#> 378 554.5575 543.9545 533.3515
#> 379 555.7813 544.9855 534.1897
#> 380 556.6200 546.0760 535.5320
#> 381 558.7331 547.3590 535.9849
#> 382 559.3139 548.3355 537.3571
#> 383 560.8639 549.2670 537.6701
#> 384 562.5348 550.2210 537.9072
#> 385 564.6869 551.3250 537.9631
#> 386 565.2449 551.8170 538.3891
#> 387 565.3695 552.0255 538.6815
#> 388 565.3467 552.1250 538.9033
#> 389 565.4173 552.6320 539.8467
#> 390 565.1397 553.1840 541.2284
#> 391 565.5511 553.0040 540.4569
#> 392 566.3709 552.6490 538.9271
#> 393 566.4754 552.5525 538.6296
#> 394 566.4396 552.5795 538.7194
#> 395 566.6916 552.4125 538.1334
#> 396 566.7173 552.5025 538.2878
#> 397 566.8837 552.0800 537.2763
#> 398 567.9248 550.9930 534.0612
#> 399 571.3379 549.0980 526.8581
#> 400 572.3038 547.4145 522.5252
#> 401 572.2624 545.2815 518.3006
#> 402 571.1752 543.9900 516.8048
#> 403 569.1870 542.6400 516.0930
#> 404 566.5835 541.2270 515.8705
#> 405 563.0244 540.0860 517.1476
#> 406 561.1130 539.4265 517.7400
#> 407 561.1843 539.4470 517.7097
#> 408 562.0332 539.7130 517.3928
#> 409 563.0370 539.9610 516.8850
#> 410 563.9619 540.2070 516.4521
#> 411 566.5471 541.1765 515.8059
#> 412 568.2247 542.0670 515.9093
#> 413 570.5282 542.9515 515.3748
#> 414 572.4042 543.7530 515.1018
#> 415 574.3936 544.7310 515.0684
#> 416 575.2508 545.1055 514.9602
#> 417 576.5416 545.8725 515.2034
#> 418 578.4096 547.4115 516.4134
#> 419 576.9462 549.1465 521.3468
#> 420 575.4746 550.5865 525.6984
#> 421 572.2876 552.1340 531.9804
#> 422 571.0759 552.6195 534.1631
#> 423 569.7065 553.2905 536.8744
#> 424 567.8855 554.0665 540.2475
#> 425 567.3555 554.6855 542.0155
#> 426 567.2058 555.4525 543.6992
#> 427 567.9330 555.8995 543.8660
#> 428 568.7037 556.3260 543.9483
#> 429 569.1491 556.4990 543.8488
#> 430 569.4320 556.6340 543.8360
#> 431 571.3188 557.1520 542.9852
#> 432 572.7105 557.7535 542.7965
#> 433 573.8694 558.1305 542.3916
#> 434 575.3856 558.6560 541.9264
#> 435 576.4982 559.0800 541.6618
#> 436 578.1175 559.7800 541.4424
#> 437 579.4483 560.4360 541.4237
#> 438 580.7857 560.9400 541.0943
#> 439 581.4447 561.7670 542.0893
#> 440 581.9152 562.6625 543.4098
#> 441 581.9740 563.5730 545.1720
#> 442 580.6275 565.2040 549.7805
#> 443 579.0803 566.2735 553.4667
#> 444 577.8099 567.4925 557.1751
#> 445 577.8872 568.6285 559.3698
#> 446 578.1912 569.4805 560.7697
#> 447 579.4160 570.3590 561.3020
#> 448 581.6843 571.4330 561.1817
#> 449 582.3801 572.2685 562.1569
#> 450 583.0283 573.3135 563.5987
#> 451 584.2900 573.8820 563.4740
#> 452 585.7555 574.6990 563.6425
#> 453 586.8509 575.3970 563.9431
#> 454 587.7855 575.9980 564.2105
#> 455 587.8849 576.3955 564.9061
#> 456 588.1350 576.7425 565.3500
#> 457 588.2884 577.1210 565.9536
#> 458 588.6416 577.4745 566.3074
#> 459 588.6669 578.1320 567.5971
#> 460 588.3462 578.6895 569.0328
#> 461 588.2075 578.7305 569.2535
#> 462 588.3799 578.6335 568.8871
#> 463 588.0640 578.7340 569.4040
#> 464 587.9416 578.9105 569.8794
#> 465 590.0183 579.6055 569.1927
#> 466 592.9668 580.5795 568.1922
#> 467 596.0636 581.5100 566.9564
#> 468 598.5922 582.2320 565.8718
#> 469 600.5966 583.0880 565.5794
#> 470 602.3793 583.8325 565.2857
#> 471 603.3681 584.3825 565.3969
#> 472 603.4353 584.4405 565.4457
#> 473 603.7248 584.6665 565.6082
#> 474 604.2175 585.0155 565.8135
#> 475 604.7013 585.6410 566.5807
#> 476 605.4913 586.3625 567.2337
#> 477 606.4009 587.1860 567.9711
#> 478 607.5080 588.0210 568.5340
#> 479 608.9715 588.9650 568.9585
#> 480 609.9096 589.9060 569.9024
#> 481 609.7721 591.6015 573.4309
#> 482 609.4770 593.2310 576.9850
#> 483 607.7969 594.9360 582.0751
#> 484 607.5152 596.4840 585.4528
#> 485 608.8422 597.2650 585.6878
#> 486 610.2941 597.8750 585.4559
#> 487 610.9688 598.1995 585.4302
#> 488 611.3267 598.4015 585.4763
#> 489 612.4168 598.9295 585.4422
#> 490 612.9476 599.2865 585.6254
#> 491 613.3663 599.8295 586.2927
#> 492 613.0824 600.8815 588.6806
#> 493 612.4663 601.6885 590.9107
#> 494 613.2155 601.4875 589.7595
#> 495 613.9388 601.2675 588.5962
#> 496 614.1579 601.1415 588.1251
#> 497 614.1925 601.1005 588.0085
#> 498 614.2781 601.2890 588.2999
#> 499 614.3093 601.3235 588.3377
#> 500 614.3693 601.1325 587.8957
#> 501 614.7724 600.4160 586.0596
#> attr(,"lookback")
#> [1] 19