SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 211.05 213.19 2.14 1.0% 208.95
High 212.94 214.07 1.13 0.5% 212.94
Low 210.78 212.95 2.17 1.0% 207.06
Close 212.65 213.40 0.75 0.4% 212.65
Range 2.16 1.12 -1.04 -48.1% 5.88
ATR 2.62 2.53 -0.09 -3.3% 0.00
Volume 133,970,896 73,633,904 -60,336,992 -45.0% 425,389,696
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 216.83 216.24 214.02
R3 215.71 215.12 213.71
R2 214.59 214.59 213.61
R1 214.00 214.00 213.50 214.30
PP 213.47 213.47 213.47 213.62
S1 212.88 212.88 213.30 213.18
S2 212.35 212.35 213.19
S3 211.23 211.76 213.09
S4 210.11 210.64 212.78
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 228.52 226.47 215.88
R3 222.64 220.59 214.27
R2 216.76 216.76 213.73
R1 214.71 214.71 213.19 215.74
PP 210.88 210.88 210.88 211.40
S1 208.83 208.83 212.11 209.86
S2 205.00 205.00 211.57
S3 199.12 202.95 211.03
S4 193.24 197.07 209.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 214.07 207.06 7.01 3.3% 1.88 0.9% 90% True False 99,804,720
10 214.07 198.65 15.42 7.2% 2.09 1.0% 96% True False 131,580,030
20 214.07 198.65 15.42 7.2% 2.26 1.1% 96% True False 131,065,505
40 214.07 198.65 15.42 7.2% 1.92 0.9% 96% True False 108,232,747
60 214.07 198.65 15.42 7.2% 1.83 0.9% 96% True False 100,698,556
80 214.07 198.65 15.42 7.2% 1.82 0.9% 96% True False 99,070,440
100 214.07 189.32 24.75 11.6% 1.90 0.9% 97% True False 102,537,210
120 214.07 181.02 33.05 15.5% 2.14 1.0% 98% True False 114,058,179
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 0.34
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 218.83
2.618 217.00
1.618 215.88
1.000 215.19
0.618 214.76
HIGH 214.07
0.618 213.64
0.500 213.51
0.382 213.38
LOW 212.95
0.618 212.26
1.000 211.83
1.618 211.14
2.618 210.02
4.250 208.19
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 213.51 212.72
PP 213.47 212.03
S1 213.44 211.35

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

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