SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 208.97 207.11 -1.86 -0.9% 210.46
High 209.47 209.14 -0.33 -0.2% 211.31
Low 207.76 205.36 -2.40 -1.2% 206.87
Close 208.67 208.92 0.25 0.1% 207.95
Range 1.71 3.78 2.07 121.1% 4.44
ATR 2.01 2.14 0.13 6.3% 0.00
Volume 126,081,297 172,123,609 46,042,312 36.5% 515,461,805
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 219.15 217.81 211.00
R3 215.37 214.03 209.96
R2 211.59 211.59 209.61
R1 210.25 210.25 209.27 210.92
PP 207.81 207.81 207.81 208.14
S1 206.47 206.47 208.57 207.14
S2 204.03 204.03 208.23
S3 200.25 202.69 207.88
S4 196.47 198.91 206.84
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
5 210.67 205.36 5.31 2.5% 2.22 1.1% 67% False True 122,472,823
10 211.45 205.36 6.09 2.9% 1.89 0.9% 58% False True 108,850,841
20 213.18 205.36 7.82 3.7% 1.70 0.8% 46% False True 104,563,112
40 213.34 204.11 9.23 4.4% 1.84 0.9% 52% False False 114,701,444
60 213.78 204.11 9.67 4.6% 1.75 0.8% 50% False False 109,537,252
80 213.78 204.11 9.67 4.6% 1.74 0.8% 50% False False 106,801,453
100 213.78 204.11 9.67 4.6% 1.74 0.8% 50% False False 106,169,174
120 213.78 204.11 9.67 4.6% 1.74 0.8% 50% False False 108,029,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 225.21
2.618 219.04
1.618 215.26
1.000 212.92
0.618 211.48
HIGH 209.14
0.618 207.70
0.500 207.25
0.382 206.80
LOW 205.36
0.618 203.02
1.000 201.58
1.618 199.24
2.618 195.46
4.250 189.30
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 208.36 208.62
PP 207.81 208.32
S1 207.25 208.02

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

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