SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 204.06 204.92 0.86 0.4% 204.96
High 204.54 206.10 1.56 0.8% 207.34
Low 202.78 204.86 2.08 1.0% 202.78
Close 204.20 205.49 1.29 0.6% 205.49
Range 1.76 1.24 -0.52 -29.5% 4.56
ATR 2.11 2.09 -0.01 -0.7% 0.00
Volume 115,430,496 104,990,304 -10,440,192 -9.0% 536,325,792
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 209.20 208.59 206.17
R3 207.96 207.35 205.83
R2 206.72 206.72 205.72
R1 206.11 206.11 205.60 206.42
PP 205.48 205.48 205.48 205.64
S1 204.87 204.87 205.38 205.18
S2 204.24 204.24 205.26
S3 203.00 203.63 205.15
S4 201.76 202.39 204.81
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 218.88 216.75 208.00
R3 214.32 212.19 206.74
R2 209.76 209.76 206.33
R1 207.63 207.63 205.91 208.70
PP 205.20 205.20 205.20 205.74
S1 203.07 203.07 205.07 204.14
S2 200.64 200.64 204.65
S3 196.08 198.51 204.24
S4 191.52 193.95 202.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 207.34 202.78 4.56 2.2% 2.14 1.0% 59% False False 107,265,158
10 208.54 202.78 5.76 2.8% 2.02 1.0% 47% False False 95,596,068
20 209.81 202.78 7.03 3.4% 1.86 0.9% 39% False False 91,637,428
40 210.92 202.40 8.52 4.1% 1.83 0.9% 36% False False 90,516,576
60 210.92 193.33 17.59 8.6% 1.89 0.9% 69% False False 97,723,997
80 210.92 181.09 29.83 14.5% 2.14 1.0% 82% False False 111,034,271
100 210.92 181.02 29.90 14.6% 2.40 1.2% 82% False False 125,121,987
120 211.00 181.02 29.98 14.6% 2.44 1.2% 82% False False 127,325,586
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 211.37
2.618 209.35
1.618 208.11
1.000 207.34
0.618 206.87
HIGH 206.10
0.618 205.63
0.500 205.48
0.382 205.33
LOW 204.86
0.618 204.09
1.000 203.62
1.618 202.85
2.618 201.61
4.250 199.59
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 205.49 205.17
PP 205.48 204.86
S1 205.48 204.54

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

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