SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	195.43	192.08	-3.35	-1.7%	208.71
High	195.45	194.79	-0.66	-0.3%	210.68
Low	186.92	188.37	1.45	0.8%	197.52
Close	187.27	194.46	7.19	3.8%	197.63
Range	8.53	6.42	-2.11	-24.7%	13.16
ATR	3.78	4.05	0.27	7.1%	0.00
Volume	369,832,875	339,256,781	-30,576,094	-8.3%	864,627,297

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.80	209.55	197.99
R3	205.38	203.13	196.23
R2	198.96	198.96	195.64
R1	196.71	196.71	195.05	197.84
PP	192.54	192.54	192.54	193.10
S1	190.29	190.29	193.87	191.42
S2	186.12	186.12	193.28
S3	179.70	183.87	192.69
S4	173.28	177.45	190.93

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	241.42	232.69	204.87
R3	228.26	219.53	201.25
R2	215.10	215.10	200.04
R1	206.37	206.37	198.84	204.16
PP	201.94	201.94	201.94	200.84
S1	193.21	193.21	196.42	191.00
S2	188.78	188.78	195.22
S3	175.62	180.05	194.01
S4	162.46	166.89	190.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.29	182.40	25.89	13.3%	8.17	4.2%	47%	False	False	351,449,912
10	210.68	182.40	28.28	14.5%	4.97	2.6%	43%	False	False	224,313,035
20	211.45	182.40	29.05	14.9%	3.43	1.8%	42%	False	False	166,581,938
40	213.18	182.40	30.78	15.8%	2.61	1.3%	39%	False	False	139,745,611
60	213.34	182.40	30.94	15.9%	2.32	1.2%	39%	False	False	132,365,153
80	213.78	182.40	31.38	16.1%	2.14	1.1%	38%	False	False	123,062,136
100	213.78	182.40	31.38	16.1%	2.04	1.0%	38%	False	False	117,174,095
120	213.78	182.40	31.38	16.1%	2.04	1.1%	38%	False	False	118,571,569

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.46
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	222.08
2.618	211.60
1.618	205.18
1.000	201.21
0.618	198.76
HIGH	194.79
0.618	192.34
0.500	191.58
0.382	190.82
LOW	188.37
0.618	184.40
1.000	181.95
1.618	177.98
2.618	171.56
4.250	161.09

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	193.50	192.95
PP	192.54	191.45
S1	191.58	189.94

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols