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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.

Usage

SPY

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   403.4296    389.923  376.4164
#> 11   403.0611    390.990  378.9189
#> 12   402.7056    391.478  380.2504
#> 13   401.1514    393.128  385.1046
#> 14   402.7731    394.383  385.9929
#> 15   403.4156    395.617  387.8184
#> 16   404.0647    396.594  389.1233
#> 17   406.3799    397.517  388.6541
#> 18   408.4904    398.389  388.2876
#> 19   408.7861    398.598  388.4099
#> 20   410.6645    399.469  388.2735
#> 21   413.0754    401.400  389.7246
#> 22   415.7955    404.214  392.6325
#> 23   416.9053    405.861  394.8167
#> 24   417.4556    406.781  396.1064
#> 25   419.0466    408.280  397.5134
#> 26   418.7317    409.310  399.8883
#> 27   418.6106    409.544  400.4774
#> 28   418.5500    409.780  401.0100
#> 29   417.3961    411.004  404.6119
#> 30   417.2967    411.620  405.9433
#> 31   417.7500    411.938  406.1260
#> 32   416.2710    411.088  405.9050
#> 33   416.1514    410.579  405.0066
#> 34   418.3939    409.505  400.6161
#> 35   417.9932    407.840  397.6868
#> 36   417.6372    406.841  396.0448
#> 37   418.2487    405.770  393.2913
#> 38   417.9777    404.739  391.5003
#> 39   415.9991    403.082  390.1649
#> 40   413.3472    401.292  389.2368
#> 41   408.3540    399.675  390.9960
#> 42   406.5593    399.266  391.9727
#> 43   405.1637    398.987  392.8103
#> 44   405.0958    398.905  392.7142
#> 45   405.1291    398.943  392.7570
#> 46   405.4881    398.033  390.5779
#> 47   407.4209    396.986  386.5511
#> 48   408.2635    395.749  383.2345
#> 49   408.0297    395.296  382.5623
#> 50   407.9904    394.750  381.5096
#> 51   407.7020    394.580  381.4580
#> 52   404.8051    393.160  381.5149
#> 53   401.0296    392.087  383.1444
#> 54   401.2770    392.151  383.0250
#> 55   399.4136    391.470  383.5264
#> 56   399.6404    391.631  383.6216
#> 57   399.9616    392.615  385.2684
#> 58   399.5563    393.728  387.8997
#> 59   399.8748    394.115  388.3552
#> 60   401.5618    395.322  389.0822
#> 61   404.1096    396.081  388.0524
#> 62   408.2882    398.021  387.7538
#> 63   412.1154    399.742  387.3686
#> 64   414.1678    400.718  387.2682
#> 65   414.9401    402.267  389.5940
#> 66   415.5485    403.869  392.1896
#> 67   416.0040    405.255  394.5060
#> 68   415.8400    406.578  397.3160
#> 69   413.5014    407.823  402.1446
#> 70   413.7641    409.035  404.3059
#> 71   413.4610    409.911  406.3610
#> 72   414.6273    410.366  406.1047
#> 73   415.5405    410.692  405.8435
#> 74   416.2819    411.239  406.1961
#> 75   416.0903    411.667  407.2437
#> 76   416.0744    411.968  407.8616
#> 77   416.0712    412.270  408.4688
#> 78   417.0679    411.906  406.7441
#> 79   418.0891    411.537  404.9849
#> 80   417.8882    411.431  404.9738
#> 81   418.7699    411.778  404.7861
#> 82   419.1799    411.935  404.6901
#> 83   418.7004    411.598  404.4956
#> 84   418.1611    410.986  403.8109
#> 85   418.2518    410.311  402.3702
#> 86   418.3398    410.354  402.3682
#> 87   418.3636    410.365  402.3664
#> 88   418.3213    410.850  403.3787
#> 89   417.8381    411.699  405.5599
#> 90   417.7994    411.671  405.5426
#> 91   416.6731    411.237  405.8009
#> 92   415.8094    410.987  406.1646
#> 93   415.7705    410.928  406.0855
#> 94   416.6879    411.649  406.6101
#> 95   417.8993    413.059  408.2187
#> 96   419.5137    413.658  407.8023
#> 97   420.8222    414.263  407.7038
#> 98   420.7590    414.579  408.3990
#> 99   420.8638    414.403  407.9422
#> 100  420.9356    414.655  408.3744
#> 101  422.1582    415.498  408.8378
#> 102  423.1860    416.215  409.2440
#> 103  422.7301    416.975  411.2199
#> 104  423.9233    417.634  411.3447
#> 105  427.3255    418.503  409.6805
#> 106  429.5744    419.351  409.1276
#> 107  431.7252    420.275  408.8248
#> 108  432.7168    421.521  410.3252
#> 109  432.9148    423.325  413.7352
#> 110  433.2077    424.850  416.4923
#> 111  435.4457    426.228  417.0103
#> 112  438.0250    427.876  417.7270
#> 113  438.8905    429.809  420.7275
#> 114  442.1396    431.887  421.6344
#> 115  443.8314    433.041  422.2506
#> 116  444.3010    434.049  423.7970
#> 117  444.1750    434.740  425.3050
#> 118  443.4480    435.736  428.0240
#> 119  442.7701    436.144  429.5179
#> 120  442.3862    436.298  430.2098
#> 121  442.3961    436.535  430.6739
#> 122  442.3690    436.508  430.6470
#> 123  442.5308    436.601  430.6712
#> 124  442.8813    436.669  430.4567
#> 125  444.5189    437.102  429.6851
#> 126  445.9509    437.697  429.4431
#> 127  446.2768    438.169  430.0612
#> 128  446.4059    438.373  430.3401
#> 129  446.2887    439.018  431.7473
#> 130  445.5765    440.120  434.6635
#> 131  446.8994    441.105  435.3106
#> 132  449.2293    442.422  435.6146
#> 133  450.8002    443.539  436.2778
#> 134  452.7646    444.295  435.8254
#> 135  455.6534    445.335  435.0166
#> 136  458.2734    446.542  434.8106
#> 137  458.9799    447.794  436.6081
#> 138  458.7073    449.157  439.6067
#> 139  458.1507    450.611  443.0713
#> 140  457.6414    451.909  446.1766
#> 141  457.3937    452.858  448.3223
#> 142  457.1425    453.151  449.1595
#> 143  457.5600    453.915  450.2700
#> 144  458.2948    454.610  450.9252
#> 145  458.6726    454.839  451.0054
#> 146  459.0739    454.332  449.5901
#> 147  459.6771    453.998  448.3189
#> 148  460.5634    453.461  446.3587
#> 149  460.3760    453.112  445.8481
#> 150  459.9542    452.443  444.9318
#> 151  459.6379    451.467  443.2961
#> 152  459.5820    450.809  442.0360
#> 153  457.9035    449.682  441.4605
#> 154  454.9218    448.714  442.5062
#> 155  451.8929    447.355  442.8171
#> 156  452.3821    446.306  440.2299
#> 157  453.3080    445.051  436.7940
#> 158  453.6084    444.020  434.4316
#> 159  451.6935    442.883  434.0725
#> 160  450.0887    441.823  433.5573
#> 161  449.4529    441.551  433.6491
#> 162  448.4127    440.649  432.8853
#> 163  447.0928    440.081  433.0692
#> 164  444.5566    439.546  434.5354
#> 165  447.6584    440.173  432.6876
#> 166  451.1955    441.310  431.4245
#> 167  453.3190    442.716  432.1130
#> 168  455.0045    444.185  433.3655
#> 169  455.8508    445.175  434.4992
#> 170  455.5770    445.982  436.3870
#> 171  455.5957    446.164  436.7323
#> 172  454.2202    447.027  439.8338
#> 173  453.3298    447.875  442.4202
#> 174  452.7028    448.198  443.6932
#> 175  452.4918    447.933  443.3743
#> 176  452.2651    447.868  443.4709
#> 177  451.9673    447.170  442.3727
#> 178  450.8045    446.414  442.0235
#> 179  450.2179    445.761  441.3041
#> 180  451.1483    445.003  438.8577
#> 181  453.8861    443.657  433.4279
#> 182  454.9615    442.147  429.3325
#> 183  453.8343    440.525  427.2157
#> 184  453.8373    438.514  423.1907
#> 185  452.4250    436.468  420.5110
#> 186  447.8346    434.284  420.7334
#> 187  445.3052    432.695  420.0849
#> 188  441.6522    431.063  420.4738
#> 189  437.6644    428.951  420.2376
#> 190  433.7110    427.553  421.3950
#> 191  432.6830    426.864  421.0450
#> 192  432.4006    426.776  421.1514
#> 193  432.4299    426.782  421.1341
#> 194  434.9039    427.648  420.3921
#> 195  437.4778    428.675  419.8722
#> 196  438.4822    429.189  419.8958
#> 197  438.9015    429.591  420.2805
#> 198  440.3732    430.464  420.5549
#> 199  440.3160    431.907  423.4980
#> 200  439.5063    432.462  425.4177
#> 201  438.8736    432.655  426.4364
#> 202  441.0167    431.820  422.6233
#> 203  442.0612    430.637  419.2128
#> 204  441.3484    429.546  417.7436
#> 205  440.4913    427.669  414.8467
#> 206  440.5134    425.558  410.6026
#> 207  440.2314    423.476  406.7206
#> 208  436.4559    421.431  406.4061
#> 209  431.1419    419.649  408.1561
#> 210  428.3184    418.894  409.4696
#> 211  430.3576    419.327  408.2964
#> 212  435.0785    420.677  406.2755
#> 213  439.1783    422.200  405.2217
#> 214  442.6914    423.530  404.3686
#> 215  445.8132    425.500  405.1868
#> 216  446.4767    427.629  408.7813
#> 217  447.1114    430.622  414.1326
#> 218  447.0078    433.082  419.1562
#> 219  449.0191    436.135  423.2509
#> 220  450.5653    438.837  427.1087
#> 221  452.9583    440.784  428.6097
#> 222  455.1627    442.394  429.6253
#> 223  457.9473    444.251  430.5547
#> 224  459.5966    445.885  432.1734
#> 225  461.0385    447.662  434.2855
#> 226  460.1726    449.808  439.4434
#> 227  459.8333    451.195  442.5567
#> 228  457.4716    452.669  447.8664
#> 229  457.3780    453.257  449.1360
#> 230  457.6720    453.929  450.1860
#> 231  458.8267    454.816  450.8053
#> 232  458.5067    455.406  452.3053
#> 233  458.7125    455.640  452.5675
#> 234  458.5120    455.789  453.0660
#> 235  459.1348    456.110  453.0852
#> 236  460.4233    456.600  452.7767
#> 237  462.0611    457.351  452.6409
#> 238  464.1584    458.268  452.3776
#> 239  468.7504    459.857  450.9636
#> 240  472.5375    461.418  450.2985
#> 241  474.3720    462.441  450.5100
#> 242  476.4630    463.969  451.4750
#> 243  478.7677    465.793  452.8183
#> 244  477.8573    467.143  456.4287
#> 245  477.9172    468.590  459.2628
#> 246  477.7992    469.935  462.0708
#> 247  477.7969    471.301  464.8051
#> 248  477.6555    472.542  467.4285
#> 249  478.6227    473.161  467.6993
#> 250  479.0328    473.491  467.9492
#> 251  478.6839    473.823  468.9621
#> 252  479.1603    473.505  467.8497
#> 253  479.4186    472.749  466.0794
#> 254  479.4786    472.715  465.9514
#> 255  479.7624    472.905  466.0476
#> 256  479.7967    472.928  466.0593
#> 257  480.0517    473.019  465.9863
#> 258  480.0045    473.003  466.0015
#> 259  480.0014    473.002  466.0026
#> 260  479.9169    472.964  466.0111
#> 261  479.8907    472.928  465.9653
#> 262  480.3564    473.698  467.0396
#> 263  482.2255    475.213  468.2005
#> 264  483.5034    476.766  470.0286
#> 265  485.8859    477.792  469.6981
#> 266  487.7283    478.943  470.1577
#> 267  490.2230    480.090  469.9570
#> 268  491.8554    481.196  470.5366
#> 269  494.3829    482.655  470.9271
#> 270  495.6795    484.251  472.8225
#> 271  493.6557    485.310  476.9643
#> 272  492.7555    486.581  480.4065
#> 273  494.8223    487.773  480.7238
#> 274  495.6135    488.683  481.7525
#> 275  496.6719    489.595  482.5181
#> 276  498.9581    490.866  482.7739
#> 277  500.8535    491.895  482.9365
#> 278  503.2357    493.274  483.3123
#> 279  505.0898    494.245  483.4002
#> 280  505.1806    494.564  483.9474
#> 281  503.5274    496.133  488.7386
#> 282  503.9487    497.414  490.8793
#> 283  504.2260    497.930  491.6340
#> 284  503.6331    498.351  493.0689
#> 285  503.1864    498.674  494.1616
#> 286  506.5317    499.614  492.6963
#> 287  508.9744    500.567  492.1596
#> 288  510.0665    501.046  492.0255
#> 289  511.3261    501.641  491.9559
#> 290  511.4342    502.859  494.2839
#> 291  512.3809    503.810  495.2391
#> 292  514.9017    504.894  494.8863
#> 293  516.3688    506.173  495.9772
#> 294  515.2509    507.215  499.1791
#> 295  513.0314    508.469  503.9066
#> 296  515.0639    509.200  503.3360
#> 297  515.5534    509.587  503.6206
#> 298  515.6341    510.116  504.5979
#> 299  517.4470    511.101  504.7549
#> 300  518.1226    512.072  506.0214
#> 301  518.3858    512.759  507.1322
#> 302  518.3497    512.457  506.5643
#> 303  518.4093    512.513  506.6167
#> 304  518.3226    513.366  508.4094
#> 305  520.3531    514.439  508.5249
#> 306  522.7166    515.178  507.6394
#> 307  524.0642    516.127  508.1898
#> 308  524.4611    516.976  509.4909
#> 309  524.7415    517.179  509.6165
#> 310  526.1990    517.899  509.5990
#> 311  527.2825    518.711  510.1395
#> 312  526.3157    519.944  513.5723
#> 313  524.9671    520.542  516.1169
#> 314  524.1069    520.912  517.7171
#> 315  525.8750    520.171  514.4670
#> 316  525.4094    519.794  514.1786
#> 317  525.1077    519.545  513.9823
#> 318  525.0620    519.500  513.9380
#> 319  525.4686    519.031  512.5933
#> 320  524.3404    518.514  512.6876
#> 321  523.8620    517.292  510.7220
#> 322  524.8541    515.521  506.1879
#> 323  525.4285    513.990  502.5515
#> 324  525.4124    512.104  498.7956
#> 325  526.0048    510.749  495.4932
#> 326  525.2947    508.422  491.5493
#> 327  522.5881    506.522  490.4559
#> 328  518.7723    505.155  491.5377
#> 329  516.5427    504.284  492.0253
#> 330  511.0094    502.833  494.6566
#> 331  509.8306    502.574  495.3174
#> 332  511.6442    503.135  494.6258
#> 333  511.5112    502.980  494.4488
#> 334  511.5148    502.960  494.4052
#> 335  511.8147    503.511  495.2073
#> 336  512.5303    505.124  497.7177
#> 337  515.9861    506.809  497.6319
#> 338  518.9623    507.958  496.9537
#> 339  521.2619    509.136  497.0101
#> 340  523.9135    510.804  497.6946
#> 341  526.3178    512.062  497.8062
#> 342  528.2543    513.147  498.0397
#> 343  529.4706    515.279  501.0874
#> 344  530.9388    518.222  505.5052
#> 345  531.2438    520.588  509.9322
#> 346  532.2624    522.404  512.5456
#> 347  533.7400    523.753  513.7660
#> 348  535.0393    525.175  515.3107
#> 349  535.0459    526.439  517.8321
#> 350  534.5750    527.018  519.4610
#> 351  534.2990    527.878  521.4570
#> 352  533.2550    528.768  524.2810
#> 353  532.3202    529.048  525.7759
#> 354  533.3325    528.331  523.3295
#> 355  533.2253    528.199  523.1727
#> 356  532.9931    528.034  523.0749
#> 357  532.6513    527.867  523.0827
#> 358  534.2049    528.198  522.1911
#> 359  535.8075    528.681  521.5545
#> 360  537.0089    529.486  521.9631
#> 361  538.4920    530.108  521.7239
#> 362  540.1463    530.822  521.4977
#> 363  542.9842    532.348  521.7118
#> 364  544.3456    534.332  524.3184
#> 365  545.8697    535.873  525.8763
#> 366  548.2616    537.803  527.3444
#> 367  549.9848    539.813  529.6412
#> 368  551.4125    541.046  530.6794
#> 369  551.6264    542.031  532.4356
#> 370  550.8720    542.904  534.9360
#> 371  550.1944    543.821  537.4477
#> 372  549.1430    544.677  540.2110
#> 373  549.1387    545.178  541.2173
#> 374  548.9539    545.355  541.7561
#> 375  548.7792    545.611  542.4428
#> 376  549.4934    545.802  542.1106
#> 377  550.9145    546.099  541.2835
#> 378  553.9134    546.863  539.8126
#> 379  556.3776    547.940  539.5024
#> 380  558.1008    549.248  540.3953
#> 381  561.7589    550.897  540.0351
#> 382  562.6723    551.994  541.3157
#> 383  564.2889    553.356  542.4231
#> 384  565.1310    555.087  545.0430
#> 385  566.3042    557.039  547.7738
#> 386  565.4179    557.832  550.2461
#> 387  565.1595    557.952  550.7445
#> 388  566.2420    557.387  548.5320
#> 389  566.2467    557.324  548.4013
#> 390  566.2615    557.120  547.9785
#> 391  567.8139    555.111  542.4081
#> 392  569.4013    553.304  537.2067
#> 393  567.9662    551.749  535.5318
#> 394  565.3370    550.072  534.8070
#> 395  560.0622    547.786  535.5098
#> 396  558.0974    547.173  536.2486
#> 397  556.7202    546.208  535.6958
#> 398  557.5565    544.599  531.6415
#> 399  560.0625    540.872  521.6815
#> 400  557.7543    537.709  517.6637
#> 401  558.2911    535.452  512.6129
#> 402  557.5876    534.676  511.7644
#> 403  555.5014    533.531  511.5606
#> 404  553.0462    532.382  511.7178
#> 405  553.0577    532.386  511.7143
#> 406  550.1517    531.680  513.2083
#> 407  554.3383    532.686  511.0337
#> 408  560.0759    534.827  509.5781
#> 409  565.3196    539.050  512.7804
#> 410  568.7215    542.705  516.6885
#> 411  569.3409    546.901  524.4611
#> 412  569.6197    549.458  529.2963
#> 413  570.4906    552.372  534.2534
#> 414  568.5545    555.124  541.6935
#> 415  567.7170    557.076  546.4350
#> 416  564.3900    558.531  552.6720
#> 417  563.6739    559.059  554.4441
#> 418  564.1560    559.996  555.8360
#> 419  565.5710    559.243  552.9150
#> 420  566.5322    558.468  550.4037
#> 421  566.8389    557.367  547.8951
#> 422  569.7389    555.781  541.8231
#> 423  568.4898    554.209  539.9282
#> 424  566.8872    553.009  539.1308
#> 425  565.0274    552.295  539.5626
#> 426  565.2633    552.374  539.4847
#> 427  566.4679    552.740  539.0121
#> 428  566.1229    552.656  539.1891
#> 429  568.5798    553.755  538.9302
#> 430  570.1505    554.800  539.4495
#> 431  574.5810    556.937  539.2930
#> 432  574.6079    559.726  544.8441
#> 433  575.0311    562.052  549.0729
#> 434  574.8882    564.303  553.7178
#> 435  574.6048    565.865  557.1252
#> 436  575.4083    567.186  558.9637
#> 437  575.9199    568.132  560.3441
#> 438  576.7970    569.224  561.6510
#> 439  576.1911    569.779  563.3669
#> 440  573.8632    570.525  567.1867
#> 441  573.8952    570.209  566.5227
#> 442  574.4542    570.682  566.9097
#> 443  574.6184    570.495  566.3716
#> 444  575.0940    570.682  566.2700
#> 445  577.2201    571.392  565.5639
#> 446  578.2580    571.775  565.2919
#> 447  580.5691    572.586  564.6029
#> 448  584.3093    573.642  562.9747
#> 449  585.4253    574.758  564.0907
#> 450  586.8447    576.102  565.3593
#> 451  587.3089    577.555  567.8011
#> 452  588.7744    578.716  568.6576
#> 453  587.5889    580.299  573.0091
#> 454  587.0011    581.314  575.6269
#> 455  586.8547    581.399  575.9433
#> 456  586.1975    581.710  577.2225
#> 457  586.2563    581.656  577.0557
#> 458  585.5626    581.307  577.0515
#> 459  585.6417    581.506  577.3703
#> 460  585.4648    581.277  577.0892
#> 461  588.4755    579.906  571.3365
#> 462  587.9722    578.551  569.1298
#> 463  587.2369    577.169  567.1011
#> 464  585.7028    576.507  567.3112
#> 465  590.5145    577.812  565.1095
#> 466  596.0781    579.449  562.8199
#> 467  601.4210    581.364  561.3070
#> 468  605.7481    583.157  560.5659
#> 469  608.6696    584.670  560.6705
#> 470  611.2514    586.388  561.5246
#> 471  610.9306    588.859  566.7874
#> 472  609.1809    590.330  571.4791
#> 473  605.4070    592.164  578.9210
#> 474  602.1097    593.524  584.9383
#> 475  602.1240    593.470  584.8160
#> 476  601.8157    593.276  584.7363
#> 477  601.0688    593.008  584.9472
#> 478  600.6220    592.885  585.1480
#> 479  602.0332    593.260  584.4869
#> 480  602.5395    593.424  584.3085
#> 481  604.9750    594.344  583.7130
#> 482  606.3877    596.132  585.8763
#> 483  607.4012    597.708  588.0148
#> 484  609.4224    599.444  589.4656
#> 485  609.8891    601.060  592.2309
#> 486  610.6187    602.474  594.3293
#> 487  610.1378    603.391  596.6442
#> 488  609.4685    603.918  598.3675
#> 489  610.0487    604.599  599.1492
#> 490  609.0485    605.149  601.2495
#> 491  608.8853    605.315  601.7447
#> 492  609.1069    605.631  602.1551
#> 493  609.0764    605.669  602.2615
#> 494  615.4521    603.531  591.6098
#> 495  617.0579    601.475  585.8921
#> 496  615.8811    599.809  583.7369
#> 497  614.7885    598.810  582.8315
#> 498  614.5135    598.660  582.8065
#> 499  612.9387    598.048  583.1573
#> 500  611.4744    597.116  582.7576
#> 501  609.9206    595.517  581.1134
#> attr(,"lookback")
#> [1] 9