SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 210.30 206.94 -3.36 -1.6% 212.75
High 210.37 207.55 -2.82 -1.3% 213.18
Low 207.60 206.26 -1.34 -0.6% 207.60
Close 208.00 206.79 -1.21 -0.6% 208.00
Range 2.77 1.29 -1.48 -53.4% 5.58
ATR 1.93 1.91 -0.01 -0.7% 0.00
Volume 117,754,898 132,361,000 14,606,102 12.4% 445,343,718
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 210.74 210.05 207.50
R3 209.45 208.76 207.14
R2 208.16 208.16 207.03
R1 207.47 207.47 206.91 207.17
PP 206.87 206.87 206.87 206.72
S1 206.18 206.18 206.67 205.88
S2 205.58 205.58 206.55
S3 204.29 204.89 206.44
S4 203.00 203.60 206.08
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 226.33 222.75 211.07
R3 220.75 217.17 209.53
R2 215.17 215.17 209.02
R1 211.59 211.59 208.51 210.59
PP 209.59 209.59 209.59 209.10
S1 206.01 206.01 207.49 205.01
S2 204.01 204.01 206.98
S3 198.43 200.43 206.47
S4 192.85 194.85 204.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 212.74 206.26 6.48 3.1% 1.64 0.8% 8% False True 101,451,582
10 213.18 206.26 6.92 3.3% 1.33 0.6% 8% False True 95,304,151
20 213.18 204.11 9.07 4.4% 1.90 0.9% 30% False False 120,719,804
40 213.34 204.11 9.23 4.5% 1.75 0.8% 29% False False 114,145,103
60 213.78 204.11 9.67 4.7% 1.68 0.8% 28% False False 107,638,717
80 213.78 204.11 9.67 4.7% 1.70 0.8% 28% False False 104,471,289
100 213.78 204.11 9.67 4.7% 1.76 0.9% 28% False False 109,326,143
120 213.78 203.51 10.27 5.0% 1.72 0.8% 32% False False 107,160,383
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 213.03
2.618 210.93
1.618 209.64
1.000 208.84
0.618 208.35
HIGH 207.55
0.618 207.06
0.500 206.91
0.382 206.75
LOW 206.26
0.618 205.46
1.000 204.97
1.618 204.17
2.618 202.88
4.250 200.78
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 206.91 208.96
PP 206.87 208.23
S1 206.83 207.51

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

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