SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Aug-2018

Day Change Summary
	Previous	Current
	14-Aug-2018	15-Aug-2018	Change	Change %	Previous Week
Open	282.92	282.38	-0.54	-0.2%	283.64
High	284.17	282.54	-1.63	-0.6%	286.01
Low	282.48	280.16	-2.32	-0.8%	282.36
Close	283.90	281.78	-2.12	-0.7%	283.16
Range	1.69	2.38	0.69	40.8%	3.65
ATR	2.04	2.16	0.12	6.0%	0.00
Volume	43,842,000	102,925,296	59,083,296	134.8%	237,504,800

Daily Pivots for day following 15-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	288.63	287.59	283.09
R3	286.25	285.21	282.43
R2	283.87	283.87	282.22
R1	282.83	282.83	282.00	282.16
PP	281.49	281.49	281.49	281.16
S1	280.45	280.45	281.56	279.78
S2	279.11	279.11	281.34
S3	276.73	278.07	281.13
S4	274.35	275.69	280.47

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	294.79	292.63	285.17
R3	291.14	288.98	284.16
R2	287.49	287.49	283.83
R1	285.33	285.33	283.49	284.59
PP	283.84	283.84	283.84	283.47
S1	281.68	281.68	282.83	280.94
S2	280.19	280.19	282.49
S3	276.54	278.03	282.16
S4	272.89	274.38	281.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	285.97	280.16	5.81	2.1%	1.84	0.7%	28%	False	True	65,058,619
10	286.01	279.16	6.85	2.4%	1.75	0.6%	38%	False	False	56,736,659
20	286.01	279.06	6.95	2.5%	1.83	0.6%	39%	False	False	61,298,874
40	286.01	268.49	17.52	6.2%	2.01	0.7%	76%	False	False	63,888,239
60	286.01	267.76	18.25	6.5%	1.97	0.7%	77%	False	False	66,970,256
80	286.01	259.05	26.96	9.6%	2.17	0.8%	84%	False	False	68,989,001
100	286.01	254.67	31.34	11.1%	2.56	0.9%	87%	False	False	76,385,309
120	286.01	254.67	31.34	11.1%	2.77	1.0%	87%	False	False	81,163,655

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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	292.66
2.618	288.77
1.618	286.39
1.000	284.92
0.618	284.01
HIGH	282.54
0.618	281.63
0.500	281.35
0.382	281.07
LOW	280.16
0.618	278.69
1.000	277.78
1.618	276.31
2.618	273.93
4.250	270.05

Fisher Pivots for day following 15-Aug-2018
Pivot	1 day	3 day
R1	281.64	282.17
PP	281.49	282.04
S1	281.35	281.91

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols