SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 198.50 198.11 -0.39 -0.2% 187.49
High 199.84 199.13 -0.71 -0.4% 199.84
Low 197.92 197.01 -0.91 -0.5% 182.40
Close 199.28 197.67 -1.61 -0.8% 199.28
Range 1.92 2.12 0.20 10.4% 17.44
ATR 3.96 3.84 -0.12 -3.0% 0.00
Volume 160,414,297 163,298,797 2,884,500 1.8% 1,650,891,485
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 204.30 203.10 198.84
R3 202.18 200.98 198.25
R2 200.06 200.06 198.06
R1 198.86 198.86 197.86 198.40
PP 197.94 197.94 197.94 197.71
S1 196.74 196.74 197.48 196.28
S2 195.82 195.82 197.28
S3 193.70 194.62 197.09
S4 191.58 192.50 196.50
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 246.16 240.16 208.87
R3 228.72 222.72 204.08
R2 211.28 211.28 202.48
R1 205.28 205.28 200.88 208.28
PP 193.84 193.84 193.84 195.34
S1 187.84 187.84 197.68 190.84
S2 176.40 176.40 196.08
S3 158.96 170.40 194.48
S4 141.52 152.96 189.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 199.84 186.92 12.92 6.5% 4.64 2.3% 83% False False 261,389,312
10 210.68 182.40 28.28 14.3% 5.27 2.7% 54% False False 259,974,497
20 211.31 182.40 28.91 14.6% 3.61 1.8% 53% False False 181,047,948
40 213.18 182.40 30.78 15.6% 2.69 1.4% 50% False False 145,733,816
60 213.34 182.40 30.94 15.7% 2.38 1.2% 49% False False 136,305,964
80 213.78 182.40 31.38 15.9% 2.15 1.1% 49% False False 126,327,459
100 213.78 182.40 31.38 15.9% 2.07 1.0% 49% False False 120,591,294
120 213.78 182.40 31.38 15.9% 2.08 1.1% 49% False False 120,577,996
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 1.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 208.14
2.618 204.68
1.618 202.56
1.000 201.25
0.618 200.44
HIGH 199.13
0.618 198.32
0.500 198.07
0.382 197.82
LOW 197.01
0.618 195.70
1.000 194.89
1.618 193.58
2.618 191.46
4.250 188.00
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 198.07 197.62
PP 197.94 197.57
S1 197.80 197.53

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

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