SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jul-2015

Day Change Summary
	Previous	Current
	10-Jul-2015	13-Jul-2015	Change	Change %	Previous Week
Open	207.29	208.99	1.70	0.8%	205.77
High	207.98	209.90	1.92	0.9%	208.17
Low	204.95	208.94	3.99	1.9%	204.11
Close	207.48	209.77	2.29	1.1%	207.48
Range	3.03	0.96	-2.07	-68.3%	4.06
ATR	2.32	2.33	0.01	0.3%	0.00
Volume	129,456,898	106,069,398	-23,387,500	-18.1%	729,385,367

Daily Pivots for day following 13-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	212.42	212.05	210.30
R3	211.46	211.09	210.03
R2	210.50	210.50	209.95
R1	210.13	210.13	209.86	210.32
PP	209.54	209.54	209.54	209.63
S1	209.17	209.17	209.68	209.36
S2	208.58	208.58	209.59
S3	207.62	208.21	209.51
S4	206.66	207.25	209.24

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	209.90	204.11	5.79	2.8%	2.63	1.3%	98%	True	False	143,495,893
10	209.90	204.11	5.79	2.8%	2.47	1.2%	98%	True	False	146,135,457
20	213.34	204.11	9.23	4.4%	2.02	1.0%	61%	False	False	126,343,213
40	213.78	204.11	9.67	4.6%	1.75	0.8%	59%	False	False	111,310,223
60	213.78	204.11	9.67	4.6%	1.77	0.8%	59%	False	False	109,275,548
80	213.78	204.11	9.67	4.6%	1.76	0.8%	59%	False	False	108,020,796
100	213.78	204.11	9.67	4.6%	1.76	0.8%	59%	False	False	109,249,644
120	213.78	197.86	15.92	7.6%	1.85	0.9%	75%	False	False	111,451,858

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	0.48
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	213.98
2.618	212.41
1.618	211.45
1.000	210.86
0.618	210.49
HIGH	209.90
0.618	209.53
0.500	209.42
0.382	209.31
LOW	208.94
0.618	208.35
1.000	207.98
1.618	207.39
2.618	206.43
4.250	204.86

Fisher Pivots for day following 13-Jul-2015
Pivot	1 day	3 day
R1	209.65	208.96
PP	209.54	208.15
S1	209.42	207.34

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