SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 413.10 411.23 -1.87 -0.5% 419.43
High 415.27 412.59 -2.68 -0.6% 422.82
Low 410.06 404.00 -6.06 -1.5% 411.67
Close 414.21 405.41 -8.80 -2.1% 422.12
Range 5.21 8.59 3.38 64.9% 11.15
ATR 4.30 4.72 0.42 9.8% 0.00
Volume 116,887,904 134,811,008 17,923,104 15.3% 372,058,896
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 433.10 427.85 410.13
R3 424.51 419.26 407.77
R2 415.92 415.92 406.98
R1 410.67 410.67 406.20 409.00
PP 407.33 407.33 407.33 406.50
S1 402.08 402.08 404.62 400.41
S2 398.74 398.74 403.84
S3 390.15 393.49 403.05
S4 381.56 384.90 400.69
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 452.30 448.36 428.25
R3 441.16 437.21 425.18
R2 430.01 430.01 424.16
R1 426.07 426.07 423.14 428.04
PP 418.87 418.87 418.87 419.86
S1 414.92 414.92 421.10 416.90
S2 407.72 407.72 420.08
S3 396.58 403.78 419.06
S4 385.43 392.63 415.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 422.82 404.00 18.82 4.6% 5.58 1.4% 7% False True 95,121,260
10 422.82 404.00 18.82 4.6% 4.42 1.1% 7% False True 86,968,151
20 422.82 404.00 18.82 4.6% 3.88 1.0% 7% False True 78,233,725
40 422.82 383.90 38.92 9.6% 3.76 0.9% 55% False False 82,110,263
60 422.82 371.88 50.94 12.6% 4.56 1.1% 66% False False 88,532,120
80 422.82 368.27 54.55 13.5% 4.47 1.1% 68% False False 81,856,587
100 422.82 362.03 60.79 15.0% 4.43 1.1% 71% False False 79,185,353
120 422.82 354.15 68.67 16.9% 4.25 1.0% 75% False False 75,912,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 449.10
2.618 435.08
1.618 426.49
1.000 421.18
0.618 417.90
HIGH 412.59
0.618 409.31
0.500 408.30
0.382 407.28
LOW 404.00
0.618 398.69
1.000 395.41
1.618 390.10
2.618 381.51
4.250 367.49
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 408.30 413.37
PP 407.33 410.72
S1 406.37 408.06

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

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