SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 211.24 212.45 1.21 0.6% 211.57
High 212.32 212.61 0.29 0.1% 212.61
Low 210.91 211.86 0.95 0.5% 208.62
Close 212.21 212.44 0.23 0.1% 212.44
Range 1.41 0.75 -0.66 -46.8% 3.99
ATR 2.06 1.96 -0.09 -4.5% 0.00
Volume 95,934,000 76,510,094 -19,423,906 -20.2% 462,547,492
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 214.55 214.25 212.85
R3 213.80 213.50 212.65
R2 213.05 213.05 212.58
R1 212.75 212.75 212.51 212.53
PP 212.30 212.30 212.30 212.19
S1 212.00 212.00 212.37 211.78
S2 211.55 211.55 212.30
S3 210.80 211.25 212.23
S4 210.05 210.50 212.03
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 223.19 221.81 214.63
R3 219.20 217.82 213.54
R2 215.21 215.21 213.17
R1 213.83 213.83 212.81 214.52
PP 211.22 211.22 211.22 211.57
S1 209.84 209.84 212.07 210.53
S2 207.23 207.23 211.71
S3 203.24 205.85 211.34
S4 199.25 201.86 210.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 212.61 208.62 3.99 1.9% 1.40 0.7% 96% True False 92,509,498
10 212.61 206.76 5.85 2.8% 1.68 0.8% 97% True False 102,598,299
20 212.61 206.76 5.85 2.8% 1.72 0.8% 97% True False 99,476,044
40 212.61 204.12 8.49 4.0% 1.74 0.8% 98% True False 103,696,192
60 212.61 204.12 8.49 4.0% 1.76 0.8% 98% True False 107,626,718
80 212.61 197.86 14.75 6.9% 1.88 0.9% 99% True False 110,942,270
100 212.61 197.86 14.75 6.9% 1.96 0.9% 99% True False 116,554,255
120 212.97 197.86 15.11 7.1% 2.03 1.0% 96% False False 120,442,298
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 215.80
2.618 214.57
1.618 213.82
1.000 213.36
0.618 213.07
HIGH 212.61
0.618 212.32
0.500 212.24
0.382 212.15
LOW 211.86
0.618 211.40
1.000 211.11
1.618 210.65
2.618 209.90
4.250 208.67
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 212.37 212.02
PP 212.30 211.60
S1 212.24 211.18

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

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