SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 210.88 211.57 0.69 0.3% 211.23
High 211.86 211.89 0.03 0.0% 212.02
Low 210.78 210.52 -0.26 -0.1% 206.76
Close 211.62 210.61 -1.01 -0.5% 211.62
Range 1.08 1.37 0.29 26.9% 5.26
ATR 2.14 2.09 -0.06 -2.6% 0.00
Volume 155,877,203 75,708,000 -80,169,203 -51.4% 563,435,500
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 215.12 214.23 211.36
R3 213.75 212.86 210.99
R2 212.38 212.38 210.86
R1 211.49 211.49 210.74 211.25
PP 211.01 211.01 211.01 210.89
S1 210.12 210.12 210.48 209.88
S2 209.64 209.64 210.36
S3 208.27 208.75 210.23
S4 206.90 207.38 209.86
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 225.91 224.03 214.51
R3 220.65 218.77 213.07
R2 215.39 215.39 212.58
R1 213.51 213.51 212.10 214.45
PP 210.13 210.13 210.13 210.61
S1 208.25 208.25 211.14 209.19
S2 204.87 204.87 210.66
S3 199.61 202.99 210.17
S4 194.35 197.73 208.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 211.89 206.76 5.13 2.4% 2.04 1.0% 75% True False 113,643,259
10 212.02 206.76 5.26 2.5% 1.92 0.9% 73% False False 111,639,629
20 212.48 206.76 5.72 2.7% 1.75 0.8% 67% False False 101,867,924
40 212.48 204.12 8.36 4.0% 1.86 0.9% 78% False False 108,458,590
60 212.48 204.12 8.36 4.0% 1.74 0.8% 78% False False 106,891,960
80 212.48 197.86 14.62 6.9% 1.95 0.9% 87% False False 114,137,113
100 212.97 197.86 15.11 7.2% 2.10 1.0% 84% False False 122,841,600
120 212.97 197.86 15.11 7.2% 2.03 1.0% 84% False False 119,816,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 217.71
2.618 215.48
1.618 214.11
1.000 213.26
0.618 212.74
HIGH 211.89
0.618 211.37
0.500 211.21
0.382 211.04
LOW 210.52
0.618 209.67
1.000 209.15
1.618 208.30
2.618 206.93
4.250 204.70
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 211.21 210.31
PP 211.01 210.01
S1 210.81 209.71

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

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