SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 239.09 239.47 0.38 0.2% 239.75
High 239.43 240.44 1.01 0.4% 240.19
Low 238.67 239.45 0.78 0.3% 238.13
Close 238.98 240.30 1.32 0.6% 238.98
Range 0.76 0.99 0.23 30.3% 2.06
ATR 1.32 1.33 0.01 0.7% 0.00
Volume 53,912,700 61,918,900 8,006,200 14.9% 270,313,600
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 243.03 242.66 240.84
R3 242.04 241.67 240.57
R2 241.05 241.05 240.48
R1 240.68 240.68 240.39 240.87
PP 240.06 240.06 240.06 240.16
S1 239.69 239.69 240.21 239.88
S2 239.07 239.07 240.12
S3 238.08 238.70 240.03
S4 237.09 237.71 239.76
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
5 240.44 238.13 2.31 1.0% 1.01 0.4% 94% True False 56,769,360
10 240.44 237.70 2.74 1.1% 0.99 0.4% 95% True False 58,620,979
20 240.44 233.08 7.36 3.1% 1.22 0.5% 98% True False 70,476,664
40 240.44 231.61 8.83 3.7% 1.50 0.6% 98% True False 76,771,297
60 240.44 231.61 8.83 3.7% 1.40 0.6% 98% True False 77,714,580
80 240.44 225.27 15.17 6.3% 1.37 0.6% 99% True False 76,859,917
100 240.44 222.73 17.71 7.4% 1.34 0.6% 99% True False 74,868,047
120 240.44 219.00 21.44 8.9% 1.35 0.6% 99% True False 77,397,185
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 244.65
2.618 243.03
1.618 242.04
1.000 241.43
0.618 241.05
HIGH 240.44
0.618 240.06
0.500 239.95
0.382 239.83
LOW 239.45
0.618 238.84
1.000 238.46
1.618 237.85
2.618 236.86
4.250 235.24
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 240.18 239.96
PP 240.06 239.62
S1 239.95 239.29

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

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