SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 205.51 206.17 0.66 0.3% 204.96
High 205.84 208.24 2.40 1.2% 207.34
Low 204.99 206.14 1.15 0.6% 202.78
Close 205.21 207.87 2.66 1.3% 205.49
Range 0.85 2.10 1.25 147.1% 4.56
ATR 2.00 2.08 0.07 3.7% 0.00
Volume 58,682,500 93,537,696 34,855,196 59.4% 536,325,792
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 213.72 212.89 209.03
R3 211.62 210.79 208.45
R2 209.52 209.52 208.26
R1 208.69 208.69 208.06 209.11
PP 207.42 207.42 207.42 207.62
S1 206.59 206.59 207.68 207.01
S2 205.32 205.32 207.49
S3 203.22 204.49 207.29
S4 201.12 202.39 206.72
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
5 208.24 202.78 5.46 2.6% 1.72 0.8% 93% True False 99,226,858
10 208.54 202.78 5.76 2.8% 2.03 1.0% 88% False False 95,633,378
20 209.81 202.78 7.03 3.4% 1.90 0.9% 72% False False 92,146,913
40 210.92 202.78 8.14 3.9% 1.80 0.9% 63% False False 90,438,808
60 210.92 194.45 16.47 7.9% 1.86 0.9% 81% False False 95,998,473
80 210.92 181.09 29.83 14.4% 2.09 1.0% 90% False False 108,507,965
100 210.92 181.02 29.90 14.4% 2.40 1.2% 90% False False 125,084,607
120 211.00 181.02 29.98 14.4% 2.44 1.2% 90% False False 126,838,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 217.17
2.618 213.74
1.618 211.64
1.000 210.34
0.618 209.54
HIGH 208.24
0.618 207.44
0.500 207.19
0.382 206.94
LOW 206.14
0.618 204.84
1.000 204.04
1.618 202.74
2.618 200.64
4.250 197.22
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 207.64 207.43
PP 207.42 206.99
S1 207.19 206.55

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

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