SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jul-2019

Day Change Summary
	Previous	Current
	12-Jul-2019	15-Jul-2019	Change	Change %	Previous Week
Open	299.85	301.13	1.28	0.4%	297.01
High	300.73	301.13	0.40	0.1%	300.73
Low	299.51	300.19	0.68	0.2%	295.48
Close	300.65	300.75	0.10	0.0%	300.65
Range	1.22	0.94	-0.28	-23.0%	5.25
ATR	2.41	2.31	-0.11	-4.4%	0.00
Volume	40,354,400	33,910,200	-6,444,200	-16.0%	236,782,200

Daily Pivots for day following 15-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	303.51	303.07	301.27
R3	302.57	302.13	301.01
R2	301.63	301.63	300.92
R1	301.19	301.19	300.84	300.94
PP	300.69	300.69	300.69	300.57
S1	300.25	300.25	300.66	300.00
S2	299.75	299.75	300.58
S3	298.81	299.31	300.49
S4	297.87	298.37	300.23

Weekly Pivots for week ending 12-Jul-2019
	Classic	Woodie	Camarilla	DeMark
R4	314.70	312.93	303.54
R3	309.45	307.68	302.09
R2	304.20	304.20	301.61
R1	302.43	302.43	301.13	303.32
PP	298.95	298.95	298.95	299.40
S1	297.18	297.18	300.17	298.07
S2	293.70	293.70	299.69
S3	288.45	291.93	299.21
S4	283.20	286.68	297.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	301.13	295.48	5.65	1.9%	1.49	0.5%	93%	True	False	44,970,140
10	301.13	294.33	6.80	2.3%	1.83	0.6%	94%	True	False	50,388,040
20	301.13	289.18	11.95	4.0%	1.90	0.6%	97%	True	False	59,398,845
40	301.13	273.09	28.04	9.3%	2.20	0.7%	99%	True	False	64,428,843
60	301.13	273.09	28.04	9.3%	2.49	0.8%	99%	True	False	69,055,001
80	301.13	273.09	28.04	9.3%	2.39	0.8%	99%	True	False	68,257,000
100	301.13	272.42	28.71	9.5%	2.35	0.8%	99%	True	False	69,664,736
120	301.13	260.66	40.47	13.5%	2.35	0.8%	99%	True	False	71,117,902

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 204 trading days

Fibonacci Retracements and Extensions
4.250	305.13
2.618	303.59
1.618	302.65
1.000	302.07
0.618	301.71
HIGH	301.13
0.618	300.77
0.500	300.66
0.382	300.55
LOW	300.19
0.618	299.61
1.000	299.25
1.618	298.67
2.618	297.73
4.250	296.20

Fisher Pivots for day following 15-Jul-2019
Pivot	1 day	3 day
R1	300.72	300.39
PP	300.69	300.03
S1	300.66	299.67

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