SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 207.91 207.29 -0.62 -0.3% 206.92
High 208.54 207.49 -1.05 -0.5% 208.18
Low 206.50 205.37 -1.13 -0.5% 203.88
Close 206.50 206.56 0.06 0.0% 205.72
Range 2.04 2.12 0.08 3.9% 4.30
ATR 1.93 1.94 0.01 0.7% 0.00
Volume 81,726,896 89,586,304 7,859,408 9.6% 417,787,796
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 212.83 211.82 207.73
R3 210.71 209.70 207.14
R2 208.59 208.59 206.95
R1 207.58 207.58 206.75 207.03
PP 206.47 206.47 206.47 206.20
S1 205.46 205.46 206.37 204.91
S2 204.35 204.35 206.17
S3 202.23 203.34 205.98
S4 200.11 201.22 205.39
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 218.83 216.57 208.09
R3 214.53 212.27 206.90
R2 210.23 210.23 206.51
R1 207.97 207.97 206.11 206.95
PP 205.93 205.93 205.93 205.42
S1 203.67 203.67 205.33 202.65
S2 201.63 201.63 204.93
S3 197.33 199.37 204.54
S4 193.03 195.07 203.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 208.54 203.88 4.66 2.3% 1.79 0.9% 58% False False 82,495,059
10 208.54 203.88 4.66 2.3% 1.73 0.8% 58% False False 88,337,218
20 210.92 203.88 7.04 3.4% 1.65 0.8% 38% False False 85,630,173
40 210.92 201.74 9.18 4.4% 1.72 0.8% 53% False False 89,908,133
60 210.92 189.32 21.60 10.5% 1.89 0.9% 80% False False 98,740,185
80 210.92 181.02 29.90 14.5% 2.26 1.1% 85% False False 116,970,895
100 210.92 181.02 29.90 14.5% 2.37 1.1% 85% False False 125,663,415
120 211.00 181.02 29.98 14.5% 2.39 1.2% 85% False False 125,679,588
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 0.35
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 216.50
2.618 213.04
1.618 210.92
1.000 209.61
0.618 208.80
HIGH 207.49
0.618 206.68
0.500 206.43
0.382 206.18
LOW 205.37
0.618 204.06
1.000 203.25
1.618 201.94
2.618 199.82
4.250 196.36
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 206.52 206.96
PP 206.47 206.82
S1 206.43 206.69

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

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