SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 206.51 201.73 -4.78 -2.3% 208.71
High 208.29 203.94 -4.35 -2.1% 210.68
Low 203.90 197.52 -6.38 -3.1% 197.52
Close 203.97 197.63 -6.34 -3.1% 197.63
Range 4.39 6.42 2.03 46.2% 13.16
ATR 2.20 2.51 0.30 13.8% 0.00
Volume 194,327,906 346,588,281 152,260,375 78.4% 864,627,297
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 218.96 214.71 201.16
R3 212.54 208.29 199.40
R2 206.12 206.12 198.81
R1 201.87 201.87 198.22 200.79
PP 199.70 199.70 199.70 199.15
S1 195.45 195.45 197.04 194.37
S2 193.28 193.28 196.45
S3 186.86 189.03 195.86
S4 180.44 182.61 194.10
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 241.42 232.69 204.87
R3 228.26 219.53 201.25
R2 215.10 215.10 200.04
R1 206.37 206.37 198.84 204.16
PP 201.94 201.94 201.94 200.84
S1 193.21 193.21 196.42 191.00
S2 188.78 188.78 195.22
S3 175.62 180.05 194.01
S4 162.46 166.89 190.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.68 197.52 13.16 6.7% 3.38 1.7% 1% False True 172,925,459
10 210.68 197.52 13.16 6.7% 2.66 1.3% 1% False True 140,527,249
20 211.45 197.52 13.93 7.0% 2.22 1.1% 1% False True 123,850,120
40 213.18 197.52 15.66 7.9% 2.06 1.0% 1% False True 121,580,307
60 213.34 197.52 15.82 8.0% 1.91 1.0% 1% False True 117,256,086
80 213.78 197.52 16.26 8.2% 1.83 0.9% 1% False True 112,053,365
100 213.78 197.52 16.26 8.2% 1.81 0.9% 1% False True 108,396,479
120 213.78 197.52 16.26 8.2% 1.84 0.9% 1% False True 111,597,940
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 0.90
Widest range in 169 trading days
Fibonacci Retracements and Extensions
4.250 231.23
2.618 220.75
1.618 214.33
1.000 210.36
0.618 207.91
HIGH 203.94
0.618 201.49
0.500 200.73
0.382 199.97
LOW 197.52
0.618 193.55
1.000 191.10
1.618 187.13
2.618 180.71
4.250 170.24
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 200.73 203.77
PP 199.70 201.72
S1 198.66 199.68

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

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