SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 209.36 208.95 -0.41 -0.2% 201.59
High 210.49 209.08 -1.41 -0.7% 210.49
Low 209.29 207.71 -1.58 -0.8% 198.65
Close 209.92 208.41 -1.51 -0.7% 209.92
Range 1.20 1.37 0.17 14.2% 11.84
ATR 2.62 2.59 -0.03 -1.1% 0.00
Volume 106,055,296 109,803,600 3,748,304 3.5% 816,776,704
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 212.51 211.83 209.16
R3 211.14 210.46 208.79
R2 209.77 209.77 208.66
R1 209.09 209.09 208.54 208.75
PP 208.40 208.40 208.40 208.23
S1 207.72 207.72 208.28 207.38
S2 207.03 207.03 208.16
S3 205.66 206.35 208.03
S4 204.29 204.98 207.66
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 241.87 237.74 216.43
R3 230.03 225.90 213.18
R2 218.19 218.19 212.09
R1 214.06 214.06 211.01 216.13
PP 206.35 206.35 206.35 207.39
S1 202.22 202.22 208.83 204.29
S2 194.51 194.51 207.75
S3 182.67 190.38 206.66
S4 170.83 178.54 203.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.49 201.12 9.37 4.5% 1.97 0.9% 78% False False 135,518,361
10 210.87 198.65 12.22 5.9% 2.53 1.2% 80% False False 153,077,751
20 212.52 198.65 13.87 6.7% 2.07 1.0% 70% False False 127,342,570
40 212.52 198.65 13.87 6.7% 1.90 0.9% 70% False False 106,581,254
60 212.52 198.65 13.87 6.7% 1.81 0.9% 70% False False 100,222,509
80 212.52 198.65 13.87 6.7% 1.83 0.9% 70% False False 99,630,796
100 212.52 181.09 31.43 15.1% 1.93 0.9% 87% False False 104,674,518
120 212.52 181.02 31.50 15.1% 2.24 1.1% 87% False False 118,998,462
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 214.90
2.618 212.67
1.618 211.30
1.000 210.45
0.618 209.93
HIGH 209.08
0.618 208.56
0.500 208.40
0.382 208.23
LOW 207.71
0.618 206.86
1.000 206.34
1.618 205.49
2.618 204.12
4.250 201.89
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 208.41 208.53
PP 208.40 208.49
S1 208.40 208.45

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

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