SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 213.15 212.70 -0.45 -0.2% 211.57
High 213.78 213.75 -0.03 0.0% 212.61
Low 212.50 212.51 0.01 0.0% 208.62
Close 212.88 213.50 0.62 0.3% 212.44
Range 1.28 1.24 -0.04 -3.1% 3.99
ATR 1.80 1.76 -0.04 -2.2% 0.00
Volume 76,857,500 64,764,496 -12,093,004 -15.7% 462,547,492
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 216.97 216.48 214.18
R3 215.73 215.24 213.84
R2 214.49 214.49 213.73
R1 214.00 214.00 213.61 214.25
PP 213.25 213.25 213.25 213.38
S1 212.76 212.76 213.39 213.01
S2 212.01 212.01 213.27
S3 210.77 211.52 213.16
S4 209.53 210.28 212.82
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
5 213.78 211.86 1.92 0.9% 1.08 0.5% 85% False False 72,959,258
10 213.78 208.62 5.16 2.4% 1.27 0.6% 95% False False 90,671,089
20 213.78 206.76 7.02 3.3% 1.62 0.8% 96% False False 96,610,369
40 213.78 204.12 9.66 4.5% 1.66 0.8% 97% False False 98,732,687
60 213.78 204.12 9.66 4.5% 1.75 0.8% 97% False False 106,417,470
80 213.78 197.86 15.92 7.5% 1.82 0.9% 98% False False 108,071,760
100 213.78 197.86 15.92 7.5% 1.98 0.9% 98% False False 115,729,348
120 213.78 197.86 15.92 7.5% 2.04 1.0% 98% False False 119,932,317
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 219.02
2.618 217.00
1.618 215.76
1.000 214.99
0.618 214.52
HIGH 213.75
0.618 213.28
0.500 213.13
0.382 212.98
LOW 212.51
0.618 211.74
1.000 211.27
1.618 210.50
2.618 209.26
4.250 207.24
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 213.38 213.38
PP 213.25 213.26
S1 213.13 213.14

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

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