SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 212.29 212.75 0.46 0.2% 208.99
High 212.55 213.18 0.63 0.3% 212.55
Low 211.80 212.21 0.41 0.2% 208.94
Close 212.48 212.59 0.11 0.1% 212.48
Range 0.75 0.97 0.22 29.3% 3.61
ATR 2.05 1.98 -0.08 -3.8% 0.00
Volume 89,029,906 70,446,805 -18,583,101 -20.9% 481,406,195
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 215.57 215.05 213.12
R3 214.60 214.08 212.86
R2 213.63 213.63 212.77
R1 213.11 213.11 212.68 212.89
PP 212.66 212.66 212.66 212.55
S1 212.14 212.14 212.50 211.92
S2 211.69 211.69 212.41
S3 210.72 211.17 212.32
S4 209.75 210.20 212.06
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 222.15 220.93 214.47
R3 218.54 217.32 213.47
R2 214.93 214.93 213.14
R1 213.71 213.71 212.81 214.32
PP 211.32 211.32 211.32 211.63
S1 210.10 210.10 212.15 210.71
S2 207.71 207.71 211.82
S3 204.10 206.49 211.49
S4 200.49 202.88 210.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 213.18 209.65 3.53 1.7% 1.02 0.5% 83% True False 89,156,720
10 213.18 204.11 9.07 4.3% 1.82 0.9% 93% True False 116,326,307
20 213.18 204.11 9.07 4.3% 1.81 0.9% 93% True False 116,995,017
40 213.54 204.11 9.43 4.4% 1.75 0.8% 90% False False 113,334,905
60 213.78 204.11 9.67 4.5% 1.70 0.8% 88% False False 107,760,060
80 213.78 204.11 9.67 4.5% 1.70 0.8% 88% False False 106,033,796
100 213.78 204.11 9.67 4.5% 1.75 0.8% 88% False False 109,184,444
120 213.78 197.86 15.92 7.5% 1.79 0.8% 93% False False 109,826,142
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 217.30
2.618 215.72
1.618 214.75
1.000 214.15
0.618 213.78
HIGH 213.18
0.618 212.81
0.500 212.70
0.382 212.58
LOW 212.21
0.618 211.61
1.000 211.24
1.618 210.64
2.618 209.67
4.250 208.09
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 212.70 212.52
PP 212.66 212.45
S1 212.63 212.38

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

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