SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jul-2018

Day Change Summary
	Previous	Current
	13-Jul-2018	16-Jul-2018	Change	Change %	Previous Week
Open	279.17	279.64	0.47	0.2%	276.55
High	279.93	279.80	-0.13	0.0%	279.93
Low	278.66	278.84	0.18	0.1%	276.50
Close	279.59	279.34	-0.25	-0.1%	279.59
Range	1.27	0.96	-0.31	-24.4%	3.43
ATR	2.44	2.33	-0.11	-4.3%	0.00
Volume	48,234,900	48,201,000	-33,900	-0.1%	287,931,404

Daily Pivots for day following 16-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	282.21	281.73	279.87
R3	281.25	280.77	279.60
R2	280.29	280.29	279.52
R1	279.81	279.81	279.43	279.57
PP	279.33	279.33	279.33	279.21
S1	278.85	278.85	279.25	278.61
S2	278.37	278.37	279.16
S3	277.41	277.89	279.08
S4	276.45	276.93	278.81

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	288.96	287.71	281.48
R3	285.53	284.28	280.53
R2	282.10	282.10	280.22
R1	280.85	280.85	279.90	281.48
PP	278.67	278.67	278.67	278.99
S1	277.42	277.42	279.28	278.05
S2	275.24	275.24	278.96
S3	271.81	273.99	278.65
S4	268.38	270.56	277.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	279.93	276.52	3.41	1.2%	1.30	0.5%	83%	False	False	57,116,400
10	279.93	269.24	10.69	3.8%	1.87	0.7%	94%	False	False	56,529,360
20	279.93	268.49	11.44	4.1%	2.21	0.8%	95%	False	False	69,154,614
40	279.93	267.76	12.17	4.4%	2.04	0.7%	95%	False	False	70,443,070
60	279.93	259.05	20.88	7.5%	2.32	0.8%	97%	False	False	72,695,746
80	279.93	254.67	25.26	9.0%	2.86	1.0%	98%	False	False	83,099,566
100	280.41	254.67	25.74	9.2%	2.99	1.1%	96%	False	False	86,200,299
120	286.63	252.92	33.71	12.1%	3.34	1.2%	78%	False	False	97,508,204

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	283.88
2.618	282.31
1.618	281.35
1.000	280.76
0.618	280.39
HIGH	279.80
0.618	279.43
0.500	279.32
0.382	279.21
LOW	278.84
0.618	278.25
1.000	277.88
1.618	277.29
2.618	276.33
4.250	274.76

Fisher Pivots for day following 16-Jul-2018
Pivot	1 day	3 day
R1	279.33	279.15
PP	279.33	278.96
S1	279.32	278.77

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