SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jul-2017
Day Change Summary
Previous Current
20-Jul-2017 21-Jul-2017 Change Change % Previous Week
Open 247.28 246.44 -0.84 -0.3% 245.47
High 247.42 246.91 -0.51 -0.2% 247.42
Low 246.47 246.18 -0.29 -0.1% 244.67
Close 247.10 246.88 -0.22 -0.1% 246.88
Range 0.95 0.73 -0.22 -23.2% 2.75
ATR 1.46 1.42 -0.04 -2.6% 0.00
Volume 47,135,100 88,711,000 41,575,900 88.2% 263,154,700
Daily Pivots for day following 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 248.85 248.59 247.28
R3 248.12 247.86 247.08
R2 247.39 247.39 247.01
R1 247.13 247.13 246.95 247.26
PP 246.66 246.66 246.66 246.72
S1 246.40 246.40 246.81 246.53
S2 245.93 245.93 246.75
S3 245.20 245.67 246.68
S4 244.47 244.94 246.48
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 254.57 253.48 248.39
R3 251.82 250.73 247.64
R2 249.07 249.07 247.38
R1 247.98 247.98 247.13 248.53
PP 246.32 246.32 246.32 246.60
S1 245.23 245.23 246.63 245.78
S2 243.57 243.57 246.38
S3 240.82 242.48 246.12
S4 238.07 239.73 245.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 247.42 244.67 2.75 1.1% 0.86 0.3% 80% False False 52,630,940
10 247.42 240.85 6.57 2.7% 1.04 0.4% 92% False False 50,951,710
20 247.42 239.96 7.46 3.0% 1.36 0.5% 93% False False 59,846,684
40 247.42 239.96 7.46 3.0% 1.28 0.5% 93% False False 63,440,929
60 247.42 235.43 11.99 4.9% 1.24 0.5% 95% False False 65,261,343
80 247.42 232.51 14.91 6.0% 1.33 0.5% 96% False False 69,209,105
100 247.42 231.61 15.81 6.4% 1.38 0.6% 97% False False 72,657,799
120 247.42 226.32 21.10 8.5% 1.35 0.5% 97% False False 72,556,637
Crabel Price Patterns
NR True
NR4 True
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 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 250.01
2.618 248.82
1.618 248.09
1.000 247.64
0.618 247.36
HIGH 246.91
0.618 246.63
0.500 246.55
0.382 246.46
LOW 246.18
0.618 245.73
1.000 245.45
1.618 245.00
2.618 244.27
4.250 243.08
Fisher Pivots for day following 21-Jul-2017
Pivot 1 day 3 day
R1 246.77 246.83
PP 246.66 246.77
S1 246.55 246.72

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

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