SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jul-2015

Day Change Summary
	Previous	Current
	09-Jul-2015	10-Jul-2015	Change	Change %	Previous Week
Open	207.04	207.29	0.25	0.1%	205.77
High	207.35	207.98	0.63	0.3%	208.17
Low	204.77	204.95	0.18	0.1%	204.11
Close	204.90	207.48	2.58	1.3%	207.48
Range	2.58	3.03	0.45	17.4%	4.06
ATR	2.26	2.32	0.06	2.6%	0.00
Volume	144,112,984	129,456,898	-14,656,086	-10.2%	729,385,367

Daily Pivots for day following 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.89	214.72	209.15
R3	212.86	211.69	208.31
R2	209.83	209.83	208.04
R1	208.66	208.66	207.76	209.25
PP	206.80	206.80	206.80	207.10
S1	205.63	205.63	207.20	206.22
S2	203.77	203.77	206.92
S3	200.74	202.60	206.65
S4	197.71	199.57	205.81

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	218.77	217.18	209.71
R3	214.71	213.12	208.60
R2	210.65	210.65	208.22
R1	209.06	209.06	207.85	209.86
PP	206.59	206.59	206.59	206.98
S1	205.00	205.00	207.11	205.80
S2	202.53	202.53	206.74
S3	198.47	200.94	206.36
S4	194.41	196.88	205.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.17	204.11	4.06	2.0%	2.86	1.4%	83%	False	False	145,877,073
10	210.58	204.11	6.47	3.1%	2.52	1.2%	52%	False	False	145,945,997
20	213.34	204.11	9.23	4.4%	2.06	1.0%	37%	False	False	127,894,467
40	213.78	204.11	9.67	4.7%	1.77	0.9%	35%	False	False	111,056,838
60	213.78	204.11	9.67	4.7%	1.77	0.9%	35%	False	False	108,656,638
80	213.78	204.11	9.67	4.7%	1.80	0.9%	35%	False	False	109,555,036
100	213.78	204.11	9.67	4.7%	1.76	0.8%	35%	False	False	108,995,479
120	213.78	197.86	15.92	7.7%	1.87	0.9%	60%	False	False	111,659,538

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.51
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	220.86
2.618	215.91
1.618	212.88
1.000	211.01
0.618	209.85
HIGH	207.98
0.618	206.82
0.500	206.47
0.382	206.11
LOW	204.95
0.618	203.08
1.000	201.92
1.618	200.05
2.618	197.02
4.250	192.07

Fisher Pivots for day following 10-Jul-2015
Pivot	1 day	3 day
R1	207.14	207.03
PP	206.80	206.57
S1	206.47	206.12

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