SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 206.21 204.96 -1.25 -0.6% 205.57
High 206.86 207.34 0.48 0.2% 208.54
Low 204.38 204.89 0.51 0.2% 204.38
Close 204.76 206.78 2.02 1.0% 204.76
Range 2.48 2.45 -0.03 -1.2% 4.16
ATR 1.98 2.02 0.04 2.2% 0.00
Volume 96,474,600 77,486,800 -18,987,800 -19.7% 419,634,896
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 213.69 212.68 208.13
R3 211.24 210.23 207.45
R2 208.79 208.79 207.23
R1 207.78 207.78 207.00 208.29
PP 206.34 206.34 206.34 206.59
S1 205.33 205.33 206.56 205.84
S2 203.89 203.89 206.33
S3 201.44 202.88 206.11
S4 198.99 200.43 205.43
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 218.37 215.73 207.05
R3 214.21 211.57 205.90
R2 210.05 210.05 205.52
R1 207.41 207.41 205.14 206.65
PP 205.89 205.89 205.89 205.52
S1 203.25 203.25 204.38 202.49
S2 201.73 201.73 204.00
S3 197.57 199.09 203.62
S4 193.41 194.93 202.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 208.54 204.38 4.16 2.0% 2.19 1.1% 58% False False 84,549,360
10 208.54 203.88 4.66 2.3% 1.83 0.9% 62% False False 85,272,159
20 210.92 203.88 7.04 3.4% 1.74 0.8% 41% False False 86,413,618
40 210.92 201.74 9.18 4.4% 1.76 0.9% 55% False False 87,440,893
60 210.92 189.32 21.60 10.4% 1.92 0.9% 81% False False 98,020,610
80 210.92 181.09 29.83 14.4% 2.18 1.1% 86% False False 113,116,404
100 210.92 181.02 29.90 14.5% 2.37 1.1% 86% False False 123,898,152
120 211.00 181.02 29.98 14.5% 2.42 1.2% 86% False False 125,610,667
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 217.75
2.618 213.75
1.618 211.30
1.000 209.79
0.618 208.85
HIGH 207.34
0.618 206.40
0.500 206.12
0.382 205.83
LOW 204.89
0.618 203.38
1.000 202.44
1.618 200.93
2.618 198.48
4.250 194.48
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 206.56 206.50
PP 206.34 206.22
S1 206.12 205.94

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

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