SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-May-2023

Day Change Summary
	Previous	Current
	12-May-2023	15-May-2023	Change	Change %	Previous Week
Open	413.42	412.22	-1.20	-0.3%	412.97
High	413.64	413.43	-0.21	-0.1%	414.54
Low	409.07	410.23	1.16	0.3%	408.87
Close	411.59	413.01	1.42	0.3%	411.59
Range	4.57	3.20	-1.37	-30.0%	5.67
ATR	4.62	4.52	-0.10	-2.2%	0.00
Volume	70,481,500	54,289,300	-16,192,200	-23.0%	336,048,200

Daily Pivots for day following 15-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	421.82	420.62	414.77
R3	418.62	417.42	413.89
R2	415.42	415.42	413.60
R1	414.22	414.22	413.30	414.82
PP	412.22	412.22	412.22	412.53
S1	411.02	411.02	412.72	411.62
S2	409.02	409.02	412.42
S3	405.82	407.82	412.13
S4	402.62	404.62	411.25

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	428.66	425.79	414.71
R3	423.00	420.13	413.15
R2	417.33	417.33	412.63
R1	414.46	414.46	412.11	413.06
PP	411.67	411.67	411.67	410.97
S1	408.80	408.80	411.07	407.40
S2	406.00	406.00	410.55
S3	400.34	403.13	410.03
S4	394.67	397.47	408.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	414.54	408.87	5.67	1.4%	3.46	0.8%	73%	False	False	68,058,160
10	414.82	403.74	11.08	2.7%	4.10	1.0%	84%	False	False	76,866,110
20	417.62	403.74	13.88	3.4%	3.86	0.9%	67%	False	False	76,190,765
40	417.62	389.40	28.22	6.8%	4.16	1.0%	84%	False	False	78,657,335
60	417.62	380.65	36.97	9.0%	4.72	1.1%	88%	False	False	89,676,073
80	418.31	380.65	37.66	9.1%	5.01	1.2%	86%	False	False	87,109,616
100	418.31	374.77	43.54	10.5%	5.16	1.2%	88%	False	False	85,083,761
120	418.31	374.77	43.54	10.5%	5.30	1.3%	88%	False	False	84,446,759

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	427.03
2.618	421.81
1.618	418.61
1.000	416.63
0.618	415.41
HIGH	413.43
0.618	412.21
0.500	411.83
0.382	411.45
LOW	410.23
0.618	408.25
1.000	407.03
1.618	405.05
2.618	401.85
4.250	396.63

Fisher Pivots for day following 15-May-2023
Pivot	1 day	3 day
R1	412.62	412.46
PP	412.22	411.91
S1	411.83	411.36

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