SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Aug-2017
Day Change Summary
Previous Current
18-Aug-2017 21-Aug-2017 Change Change % Previous Week
Open 242.90 242.64 -0.26 -0.1% 245.59
High 244.19 243.20 -0.99 -0.4% 247.57
Low 242.20 241.83 -0.37 -0.2% 242.20
Close 242.71 242.90 0.19 0.1% 242.71
Range 1.99 1.37 -0.62 -31.2% 5.37
ATR 1.60 1.58 -0.02 -1.0% 0.00
Volume 136,747,904 65,469,700 -71,278,204 -52.1% 450,488,408
Daily Pivots for day following 21-Aug-2017
Classic Woodie Camarilla DeMark
R4 246.75 246.20 243.65
R3 245.38 244.83 243.28
R2 244.01 244.01 243.15
R1 243.46 243.46 243.03 243.74
PP 242.64 242.64 242.64 242.78
S1 242.09 242.09 242.77 242.37
S2 241.27 241.27 242.65
S3 239.90 240.72 242.52
S4 238.53 239.35 242.15
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 260.27 256.86 245.66
R3 254.90 251.49 244.19
R2 249.53 249.53 243.69
R1 246.12 246.12 243.20 245.14
PP 244.16 244.16 244.16 243.67
S1 240.75 240.75 242.22 239.77
S2 238.79 238.79 241.73
S3 233.42 235.38 241.23
S4 228.05 230.01 239.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 247.57 241.83 5.74 2.4% 1.77 0.7% 19% False True 88,533,240
10 248.91 241.83 7.08 2.9% 1.72 0.7% 15% False True 83,565,931
20 248.91 241.83 7.08 2.9% 1.34 0.6% 15% False True 68,007,395
40 248.91 239.96 8.95 3.7% 1.34 0.6% 33% False False 63,417,925
60 248.91 239.96 8.95 3.7% 1.29 0.5% 33% False False 64,672,261
80 248.91 235.43 13.48 5.5% 1.26 0.5% 55% False False 65,813,004
100 248.91 232.51 16.40 6.8% 1.33 0.5% 63% False False 68,815,482
120 248.91 231.61 17.30 7.1% 1.36 0.6% 65% False False 71,028,266
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 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 249.02
2.618 246.79
1.618 245.42
1.000 244.57
0.618 244.05
HIGH 243.20
0.618 242.68
0.500 242.52
0.382 242.35
LOW 241.83
0.618 240.98
1.000 240.46
1.618 239.61
2.618 238.24
4.250 236.01
Fisher Pivots for day following 21-Aug-2017
Pivot 1 day 3 day
R1 242.77 244.22
PP 242.64 243.78
S1 242.52 243.34

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

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