SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Aug-2018

Day Change Summary
	Previous	Current
	20-Aug-2018	21-Aug-2018	Change	Change %	Previous Week
Open	285.57	286.25	0.68	0.2%	283.47
High	285.97	287.31	1.34	0.5%	285.56
Low	285.06	285.71	0.65	0.2%	280.16
Close	285.67	286.34	0.67	0.2%	285.06
Range	0.91	1.60	0.69	75.8%	5.40
ATR	2.14	2.10	-0.04	-1.7%	0.00
Volume	39,807,400	67,271,904	27,464,504	69.0%	348,086,500

Daily Pivots for day following 21-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	291.25	290.40	287.22
R3	289.65	288.80	286.78
R2	288.05	288.05	286.63
R1	287.20	287.20	286.49	287.63
PP	286.45	286.45	286.45	286.67
S1	285.60	285.60	286.19	286.03
S2	284.85	284.85	286.05
S3	283.25	284.00	285.90
S4	281.65	282.40	285.46

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	299.79	297.83	288.03
R3	294.39	292.43	286.55
R2	288.99	288.99	286.05
R1	287.03	287.03	285.56	288.01
PP	283.59	283.59	283.59	284.09
S1	281.63	281.63	284.57	282.61
S2	278.19	278.19	284.07
S3	272.79	276.23	283.58
S4	267.39	270.83	282.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	287.31	280.16	7.15	2.5%	1.75	0.6%	86%	True	False	69,118,180
10	287.31	280.16	7.15	2.5%	1.66	0.6%	86%	True	False	61,007,320
20	287.31	279.16	8.15	2.8%	1.87	0.7%	88%	True	False	60,489,195
40	287.31	268.49	18.82	6.6%	1.94	0.7%	95%	True	False	61,972,057
60	287.31	267.76	19.55	6.8%	1.94	0.7%	95%	True	False	66,846,701
80	287.31	259.05	28.26	9.9%	2.06	0.7%	97%	True	False	67,753,423
100	287.31	254.67	32.64	11.4%	2.39	0.8%	97%	True	False	73,386,020
120	287.31	254.67	32.64	11.4%	2.66	0.9%	97%	True	False	79,149,591

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	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	294.11
2.618	291.50
1.618	289.90
1.000	288.91
0.618	288.30
HIGH	287.31
0.618	286.70
0.500	286.51
0.382	286.32
LOW	285.71
0.618	284.72
1.000	284.11
1.618	283.12
2.618	281.52
4.250	278.91

Fisher Pivots for day following 21-Aug-2018
Pivot	1 day	3 day
R1	286.51	286.01
PP	286.45	285.67
S1	286.40	285.34

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