SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 209.40 211.23 1.83 0.9% 212.33
High 210.77 212.02 1.25 0.6% 212.48
Low 209.28 211.10 1.82 0.9% 207.62
Close 210.72 211.32 0.60 0.3% 210.72
Range 1.49 0.92 -0.57 -38.3% 4.86
ATR 2.00 1.95 -0.05 -2.5% 0.00
Volume 103,399,703 70,927,203 -32,472,500 -31.4% 556,610,891
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 214.24 213.70 211.83
R3 213.32 212.78 211.57
R2 212.40 212.40 211.49
R1 211.86 211.86 211.40 212.13
PP 211.48 211.48 211.48 211.62
S1 210.94 210.94 211.24 211.21
S2 210.56 210.56 211.15
S3 209.64 210.02 211.07
S4 208.72 209.10 210.81
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 224.85 222.65 213.39
R3 219.99 217.79 212.06
R2 215.13 215.13 211.61
R1 212.93 212.93 211.17 211.60
PP 210.27 210.27 210.27 209.61
S1 208.07 208.07 210.27 206.74
S2 205.41 205.41 209.83
S3 200.55 203.21 209.38
S4 195.69 198.35 208.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 212.02 207.62 4.40 2.1% 1.80 0.9% 84% True False 109,636,000
10 212.48 207.62 4.86 2.3% 1.73 0.8% 76% False False 94,227,569
20 212.48 207.01 5.47 2.6% 1.62 0.8% 79% False False 93,621,929
40 212.48 204.12 8.36 4.0% 1.84 0.9% 86% False False 109,590,435
60 212.48 204.12 8.36 4.0% 1.74 0.8% 86% False False 105,716,500
80 212.48 197.86 14.62 6.9% 2.02 1.0% 92% False False 117,755,973
100 212.97 197.86 15.11 7.2% 2.15 1.0% 89% False False 125,522,888
120 212.97 197.86 15.11 7.2% 1.98 0.9% 89% False False 118,220,467
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 215.93
2.618 214.43
1.618 213.51
1.000 212.94
0.618 212.59
HIGH 212.02
0.618 211.67
0.500 211.56
0.382 211.45
LOW 211.10
0.618 210.53
1.000 210.18
1.618 209.61
2.618 208.69
4.250 207.19
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 211.56 210.82
PP 211.48 210.32
S1 211.40 209.82

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

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