SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 246.29 244.02 -2.27 -0.9% 247.49
High 246.44 244.80 -1.64 -0.7% 248.91
Low 243.70 243.75 0.05 0.0% 243.70
Close 243.76 244.12 0.36 0.1% 244.12
Range 2.74 1.05 -1.69 -61.7% 5.21
ATR 1.39 1.37 -0.02 -1.8% 0.00
Volume 120,479,400 74,869,904 -45,609,496 -37.9% 351,696,204
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 247.37 246.80 244.70
R3 246.32 245.75 244.41
R2 245.27 245.27 244.31
R1 244.70 244.70 244.22 244.99
PP 244.22 244.22 244.22 244.37
S1 243.65 243.65 244.02 243.94
S2 243.17 243.17 243.93
S3 242.12 242.60 243.83
S4 241.07 241.55 243.54
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 261.21 257.87 246.99
R3 256.00 252.66 245.55
R2 250.79 250.79 245.08
R1 247.45 247.45 244.60 246.52
PP 245.58 245.58 245.58 245.11
S1 242.24 242.24 243.64 241.31
S2 240.37 240.37 243.16
S3 235.16 237.03 242.69
S4 229.95 231.82 241.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 248.91 243.70 5.21 2.1% 1.52 0.6% 8% False False 70,339,240
10 248.91 243.70 5.21 2.1% 1.21 0.5% 8% False False 62,084,410
20 248.91 243.70 5.21 2.1% 1.08 0.4% 8% False False 57,698,335
40 248.91 239.96 8.95 3.7% 1.26 0.5% 46% False False 59,861,357
60 248.91 235.43 13.48 5.5% 1.25 0.5% 64% False False 63,484,023
80 248.91 233.78 15.13 6.2% 1.25 0.5% 68% False False 66,125,811
100 248.91 231.61 17.30 7.1% 1.34 0.5% 72% False False 69,189,629
120 248.91 231.61 17.30 7.1% 1.34 0.5% 72% False False 71,076,515
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 249.26
2.618 247.55
1.618 246.50
1.000 245.85
0.618 245.45
HIGH 244.80
0.618 244.40
0.500 244.28
0.382 244.15
LOW 243.75
0.618 243.10
1.000 242.70
1.618 242.05
2.618 241.00
4.250 239.29
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 244.28 245.51
PP 244.22 245.04
S1 244.17 244.58

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

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