SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 204.92 205.51 0.59 0.3% 204.96
High 206.10 205.84 -0.26 -0.1% 207.34
Low 204.86 204.99 0.13 0.1% 202.78
Close 205.49 205.21 -0.28 -0.1% 205.49
Range 1.24 0.85 -0.39 -31.5% 4.56
ATR 2.09 2.00 -0.09 -4.2% 0.00
Volume 104,990,304 58,682,500 -46,307,804 -44.1% 536,325,792
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 207.90 207.40 205.68
R3 207.05 206.55 205.44
R2 206.20 206.20 205.37
R1 205.70 205.70 205.29 205.53
PP 205.35 205.35 205.35 205.26
S1 204.85 204.85 205.13 204.68
S2 204.50 204.50 205.05
S3 203.65 204.00 204.98
S4 202.80 203.15 204.74
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
5 206.80 202.78 4.02 2.0% 1.82 0.9% 60% False False 103,504,298
10 208.54 202.78 5.76 2.8% 2.00 1.0% 42% False False 94,026,829
20 209.81 202.78 7.03 3.4% 1.85 0.9% 35% False False 91,263,233
40 210.92 202.40 8.52 4.2% 1.82 0.9% 33% False False 90,423,436
60 210.92 193.33 17.59 8.6% 1.87 0.9% 68% False False 96,538,145
80 210.92 181.09 29.83 14.5% 2.11 1.0% 81% False False 109,970,319
100 210.92 181.02 29.90 14.6% 2.39 1.2% 81% False False 124,782,406
120 211.00 181.02 29.98 14.6% 2.44 1.2% 81% False False 126,874,418
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 209.45
2.618 208.07
1.618 207.22
1.000 206.69
0.618 206.37
HIGH 205.84
0.618 205.52
0.500 205.42
0.382 205.31
LOW 204.99
0.618 204.46
1.000 204.14
1.618 203.61
2.618 202.76
4.250 201.38
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 205.42 204.95
PP 205.35 204.70
S1 205.28 204.44

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

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