SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 239.35 239.09 -0.26 -0.1% 239.75
High 239.57 239.43 -0.14 -0.1% 240.19
Low 238.13 238.67 0.54 0.2% 238.13
Close 239.38 238.98 -0.40 -0.2% 238.98
Range 1.44 0.76 -0.68 -47.2% 2.06
ATR 1.37 1.32 -0.04 -3.2% 0.00
Volume 62,358,300 53,912,700 -8,445,600 -13.5% 270,313,600
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 241.31 240.90 239.40
R3 240.55 240.14 239.19
R2 239.79 239.79 239.12
R1 239.38 239.38 239.05 239.21
PP 239.03 239.03 239.03 238.94
S1 238.62 238.62 238.91 238.45
S2 238.27 238.27 238.84
S3 237.51 237.86 238.77
S4 236.75 237.10 238.56
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 245.28 244.19 240.11
R3 243.22 242.13 239.55
R2 241.16 241.16 239.36
R1 240.07 240.07 239.17 239.59
PP 239.10 239.10 239.10 238.86
S1 238.01 238.01 238.79 237.53
S2 237.04 237.04 238.60
S3 234.98 235.95 238.41
S4 232.92 233.89 237.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 240.19 238.13 2.06 0.9% 0.96 0.4% 41% False False 54,062,720
10 240.19 237.70 2.49 1.0% 0.98 0.4% 51% False False 59,117,339
20 240.19 232.88 7.31 3.1% 1.25 0.5% 83% False False 70,800,984
40 240.19 231.61 8.58 3.6% 1.50 0.6% 86% False False 77,448,377
60 240.32 231.61 8.71 3.6% 1.41 0.6% 85% False False 78,094,638
80 240.32 225.27 15.05 6.3% 1.38 0.6% 91% False False 76,918,540
100 240.32 222.73 17.59 7.4% 1.34 0.6% 92% False False 75,152,269
120 240.32 218.29 22.03 9.2% 1.35 0.6% 94% False False 77,600,075
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 242.66
2.618 241.42
1.618 240.66
1.000 240.19
0.618 239.90
HIGH 239.43
0.618 239.14
0.500 239.05
0.382 238.96
LOW 238.67
0.618 238.20
1.000 237.91
1.618 237.44
2.618 236.68
4.250 235.44
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 239.05 239.00
PP 239.03 238.99
S1 239.00 238.99

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

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