SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 206.46 204.44 -2.02 -1.0% 205.57
High 206.80 206.30 -0.50 -0.2% 208.54
Low 204.23 203.63 -0.60 -0.3% 204.38
Close 204.85 204.91 0.06 0.0% 204.76
Range 2.57 2.67 0.10 3.9% 4.16
ATR 2.06 2.10 0.04 2.1% 0.00
Volume 114,924,896 123,493,296 8,568,400 7.5% 419,634,896
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 212.96 211.60 206.38
R3 210.29 208.93 205.64
R2 207.62 207.62 205.40
R1 206.26 206.26 205.15 206.94
PP 204.95 204.95 204.95 205.29
S1 203.59 203.59 204.67 204.27
S2 202.28 202.28 204.42
S3 199.61 200.92 204.18
S4 196.94 198.25 203.44
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
5 207.49 203.63 3.86 1.9% 2.46 1.2% 33% False True 100,393,179
10 208.54 203.63 4.91 2.4% 2.06 1.0% 26% False True 89,247,399
20 210.25 203.63 6.62 3.2% 1.86 0.9% 19% False True 89,863,718
40 210.92 201.74 9.18 4.5% 1.82 0.9% 35% False False 89,141,386
60 210.92 189.32 21.60 10.5% 1.95 1.0% 72% False False 98,409,322
80 210.92 181.09 29.83 14.6% 2.19 1.1% 80% False False 112,362,991
100 210.92 181.02 29.90 14.6% 2.39 1.2% 80% False False 124,062,199
120 211.00 181.02 29.98 14.6% 2.43 1.2% 80% False False 126,232,894
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 0.36
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 217.65
2.618 213.29
1.618 210.62
1.000 208.97
0.618 207.95
HIGH 206.30
0.618 205.28
0.500 204.97
0.382 204.65
LOW 203.63
0.618 201.98
1.000 200.96
1.618 199.31
2.618 196.64
4.250 192.28
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 204.97 205.49
PP 204.95 205.29
S1 204.93 205.10

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

View Archives - Comment on this page... - Back to Index of Symbols