SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Aug-2015

Day Change Summary
	Previous	Current
	18-Aug-2015	19-Aug-2015	Change	Change %	Previous Week
Open	210.26	209.09	-1.17	-0.6%	209.28
High	210.68	210.01	-0.67	-0.3%	210.67
Low	209.70	207.35	-2.35	-1.1%	205.36
Close	209.98	208.32	-1.66	-0.8%	209.42
Range	0.98	2.66	1.68	171.4%	5.31
ATR	1.98	2.03	0.05	2.4%	0.00
Volume	71,692,602	172,945,906	101,253,304	141.2%	540,645,195

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.54	215.09	209.78
R3	213.88	212.43	209.05
R2	211.22	211.22	208.81
R1	209.77	209.77	208.56	209.17
PP	208.56	208.56	208.56	208.26
S1	207.11	207.11	208.08	206.51
S2	205.90	205.90	207.83
S3	203.24	204.45	207.59
S4	200.58	201.79	206.86

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	224.41	222.23	212.34
R3	219.10	216.92	210.88
R2	213.79	213.79	210.39
R1	211.61	211.61	209.91	212.70
PP	208.48	208.48	208.48	209.03
S1	206.30	206.30	208.93	207.39
S2	203.17	203.17	208.45
S3	197.86	200.99	207.96
S4	192.55	195.68	206.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.68	207.35	3.33	1.6%	1.77	0.9%	29%	False	True	97,176,159
10	210.68	205.36	5.32	2.6%	2.00	1.0%	56%	False	False	109,824,491
20	211.65	205.36	6.29	3.0%	1.91	0.9%	47%	False	False	107,217,511
40	213.18	204.11	9.07	4.4%	1.87	0.9%	46%	False	False	112,792,767
60	213.34	204.11	9.23	4.4%	1.78	0.9%	46%	False	False	111,043,956
80	213.78	204.11	9.67	4.6%	1.75	0.8%	44%	False	False	107,948,766
100	213.78	204.11	9.67	4.6%	1.73	0.8%	44%	False	False	105,216,807
120	213.78	204.11	9.67	4.6%	1.77	0.9%	44%	False	False	108,738,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	221.32
2.618	216.97
1.618	214.31
1.000	212.67
0.618	211.65
HIGH	210.01
0.618	208.99
0.500	208.68
0.382	208.37
LOW	207.35
0.618	205.71
1.000	204.69
1.618	203.05
2.618	200.39
4.250	196.05

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	208.68	209.02
PP	208.56	208.78
S1	208.44	208.55

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