SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 246.02 247.28 1.26 0.5% 241.95
High 247.00 247.42 0.42 0.2% 245.97
Low 246.01 246.47 0.46 0.2% 240.85
Close 246.99 247.10 0.11 0.0% 245.56
Range 0.99 0.95 -0.04 -4.0% 5.12
ATR 1.50 1.46 -0.04 -2.6% 0.00
Volume 51,034,200 47,135,100 -3,899,100 -7.6% 246,362,400
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 249.85 249.42 247.62
R3 248.90 248.47 247.36
R2 247.95 247.95 247.27
R1 247.52 247.52 247.19 247.26
PP 247.00 247.00 247.00 246.87
S1 246.57 246.57 247.01 246.31
S2 246.05 246.05 246.93
S3 245.10 245.62 246.84
S4 244.15 244.67 246.58
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 259.49 257.64 248.38
R3 254.37 252.52 246.97
R2 249.25 249.25 246.50
R1 247.40 247.40 246.03 248.33
PP 244.13 244.13 244.13 244.59
S1 242.28 242.28 245.09 243.21
S2 239.01 239.01 244.62
S3 233.89 237.16 244.15
S4 228.77 232.04 242.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 247.42 244.31 3.11 1.3% 1.05 0.4% 90% True False 46,941,260
10 247.42 240.56 6.86 2.8% 1.14 0.5% 95% True False 47,877,830
20 247.42 239.96 7.46 3.0% 1.36 0.6% 96% True False 57,618,534
40 247.42 239.93 7.49 3.0% 1.28 0.5% 96% True False 62,452,682
60 247.42 235.43 11.99 4.9% 1.25 0.5% 97% True False 65,194,533
80 247.42 232.51 14.91 6.0% 1.36 0.5% 98% True False 69,268,767
100 247.42 231.61 15.81 6.4% 1.38 0.6% 98% True False 72,740,308
120 247.42 226.32 21.10 8.5% 1.36 0.6% 98% True False 72,481,855
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 251.46
2.618 249.91
1.618 248.96
1.000 248.37
0.618 248.01
HIGH 247.42
0.618 247.06
0.500 246.95
0.382 246.83
LOW 246.47
0.618 245.88
1.000 245.52
1.618 244.93
2.618 243.98
4.250 242.43
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 247.05 246.75
PP 247.00 246.40
S1 246.95 246.05

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

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