SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 216.40 216.78 0.38 0.2% 213.19
High 216.67 217.01 0.34 0.2% 217.01
Low 215.66 215.31 -0.35 -0.2% 212.95
Close 216.12 215.83 -0.29 -0.1% 215.83
Range 1.01 1.70 0.69 68.3% 4.06
ATR 2.34 2.30 -0.05 -2.0% 0.00
Volume 91,230,800 107,155,000 15,924,200 17.5% 460,619,400
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 221.15 220.19 216.77
R3 219.45 218.49 216.30
R2 217.75 217.75 216.14
R1 216.79 216.79 215.99 216.42
PP 216.05 216.05 216.05 215.87
S1 215.09 215.09 215.67 214.72
S2 214.35 214.35 215.52
S3 212.65 213.39 215.36
S4 210.95 211.69 214.90
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 227.44 225.70 218.06
R3 223.38 221.64 216.95
R2 219.32 219.32 216.57
R1 217.58 217.58 216.20 218.45
PP 215.26 215.26 215.26 215.70
S1 213.52 213.52 215.46 214.39
S2 211.20 211.20 215.09
S3 207.14 209.46 214.71
S4 203.08 205.40 213.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 217.01 212.95 4.06 1.9% 1.36 0.6% 71% True False 92,123,880
10 217.01 207.06 9.95 4.6% 1.63 0.8% 88% True False 99,206,439
20 217.01 198.65 18.36 8.5% 2.11 1.0% 94% True False 125,341,390
40 217.01 198.65 18.36 8.5% 1.81 0.8% 94% True False 107,597,895
60 217.01 198.65 18.36 8.5% 1.83 0.8% 94% True False 101,686,502
80 217.01 198.65 18.36 8.5% 1.81 0.8% 94% True False 98,369,640
100 217.01 189.32 27.69 12.8% 1.90 0.9% 96% True False 102,084,751
120 217.01 181.09 35.92 16.6% 2.06 1.0% 97% True False 110,774,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 224.24
2.618 221.46
1.618 219.76
1.000 218.71
0.618 218.06
HIGH 217.01
0.618 216.36
0.500 216.16
0.382 215.96
LOW 215.31
0.618 214.26
1.000 213.61
1.618 212.56
2.618 210.86
4.250 208.09
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 216.16 215.78
PP 216.05 215.73
S1 215.94 215.68

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

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