SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 246.98 247.11 0.13 0.1% 247.49
High 247.00 247.57 0.57 0.2% 248.91
Low 246.16 246.45 0.29 0.1% 243.70
Close 246.51 246.94 0.43 0.2% 244.12
Range 0.84 1.12 0.28 33.3% 5.21
ATR 1.42 1.40 -0.02 -1.5% 0.00
Volume 55,242,700 56,715,500 1,472,800 2.7% 351,696,204
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 250.35 249.76 247.56
R3 249.23 248.64 247.25
R2 248.11 248.11 247.15
R1 247.52 247.52 247.04 247.26
PP 246.99 246.99 246.99 246.85
S1 246.40 246.40 246.84 246.14
S2 245.87 245.87 246.73
S3 244.75 245.28 246.63
S4 243.63 244.16 246.32
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
5 247.57 243.70 3.87 1.6% 1.40 0.6% 84% True False 76,119,881
10 248.91 243.70 5.21 2.1% 1.23 0.5% 62% False False 63,799,400
20 248.91 243.70 5.21 2.1% 1.11 0.5% 62% False False 60,595,410
40 248.91 239.96 8.95 3.6% 1.24 0.5% 78% False False 59,328,032
60 248.91 239.51 9.40 3.8% 1.22 0.5% 79% False False 61,853,700
80 248.91 235.43 13.48 5.5% 1.22 0.5% 85% False False 64,414,291
100 248.91 231.61 17.30 7.0% 1.32 0.5% 89% False False 67,937,288
120 248.91 231.61 17.30 7.0% 1.34 0.5% 89% False False 70,794,328
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 252.33
2.618 250.50
1.618 249.38
1.000 248.69
0.618 248.26
HIGH 247.57
0.618 247.14
0.500 247.01
0.382 246.88
LOW 246.45
0.618 245.76
1.000 245.33
1.618 244.64
2.618 243.52
4.250 241.69
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 247.01 246.81
PP 246.99 246.69
S1 246.96 246.56

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

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