SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 209.28 208.97 -0.31 -0.1% 210.46
High 210.67 209.47 -1.20 -0.6% 211.31
Low 209.28 207.76 -1.52 -0.7% 206.87
Close 210.57 208.67 -1.90 -0.9% 207.95
Range 1.39 1.71 0.32 23.0% 4.44
ATR 1.95 2.01 0.06 3.2% 0.00
Volume 80,270,602 126,081,297 45,810,695 57.1% 515,461,805
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 213.76 212.93 209.61
R3 212.05 211.22 209.14
R2 210.34 210.34 208.98
R1 209.51 209.51 208.83 209.07
PP 208.63 208.63 208.63 208.42
S1 207.80 207.80 208.51 207.36
S2 206.92 206.92 208.36
S3 205.21 206.09 208.20
S4 203.50 204.38 207.73
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 222.03 219.43 210.39
R3 217.59 214.99 209.17
R2 213.15 213.15 208.76
R1 210.55 210.55 208.36 209.63
PP 208.71 208.71 208.71 208.25
S1 206.11 206.11 207.54 205.19
S2 204.27 204.27 207.14
S3 199.83 201.67 206.73
S4 195.39 197.23 205.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 211.31 206.87 4.44 2.1% 1.78 0.9% 41% False False 105,205,461
10 211.45 206.87 4.58 2.2% 1.69 0.8% 39% False False 102,217,600
20 213.18 206.26 6.92 3.3% 1.57 0.8% 35% False False 100,852,636
40 213.34 204.11 9.23 4.4% 1.79 0.9% 49% False False 112,531,059
60 213.78 204.11 9.67 4.6% 1.70 0.8% 47% False False 107,911,019
80 213.78 204.11 9.67 4.6% 1.71 0.8% 47% False False 105,802,275
100 213.78 204.11 9.67 4.6% 1.72 0.8% 47% False False 106,225,088
120 213.78 204.11 9.67 4.6% 1.73 0.8% 47% False False 107,768,869
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 216.74
2.618 213.95
1.618 212.24
1.000 211.18
0.618 210.53
HIGH 209.47
0.618 208.82
0.500 208.62
0.382 208.41
LOW 207.76
0.618 206.70
1.000 206.05
1.618 204.99
2.618 203.28
4.250 200.49
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 208.65 208.77
PP 208.63 208.74
S1 208.62 208.70

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

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