SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 210.73 211.87 1.14 0.5% 205.77
High 211.28 212.30 1.02 0.5% 208.17
Low 210.04 211.58 1.54 0.7% 204.11
Close 210.61 212.30 1.69 0.8% 207.48
Range 1.24 0.72 -0.52 -41.9% 4.06
ATR 2.19 2.15 -0.04 -1.6% 0.00
Volume 97,914,094 106,683,195 8,769,101 9.0% 729,385,367
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 214.22 213.98 212.70
R3 213.50 213.26 212.50
R2 212.78 212.78 212.43
R1 212.54 212.54 212.37 212.66
PP 212.06 212.06 212.06 212.12
S1 211.82 211.82 212.23 211.94
S2 211.34 211.34 212.17
S3 210.62 211.10 212.10
S4 209.90 210.38 211.90
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
5 212.30 204.95 7.35 3.5% 1.47 0.7% 100% True False 104,366,637
10 212.30 204.11 8.19 3.9% 2.01 0.9% 100% True False 122,613,525
20 213.34 204.11 9.23 4.3% 1.92 0.9% 89% False False 123,838,507
40 213.78 204.11 9.67 4.6% 1.77 0.8% 85% False False 112,888,538
60 213.78 204.11 9.67 4.6% 1.74 0.8% 85% False False 108,116,290
80 213.78 204.11 9.67 4.6% 1.75 0.8% 85% False False 107,006,923
100 213.78 204.11 9.67 4.6% 1.75 0.8% 85% False False 109,045,015
120 213.78 197.86 15.92 7.5% 1.81 0.9% 91% False False 110,380,955
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 0.36
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 215.36
2.618 214.18
1.618 213.46
1.000 213.02
0.618 212.74
HIGH 212.30
0.618 212.02
0.500 211.94
0.382 211.86
LOW 211.58
0.618 211.14
1.000 210.86
1.618 210.42
2.618 209.70
4.250 208.52
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 212.18 211.86
PP 212.06 211.42
S1 211.94 210.98

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

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