SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 206.94 207.79 0.85 0.4% 212.75
High 207.55 209.50 1.95 0.9% 213.18
Low 206.26 206.80 0.54 0.3% 207.60
Close 206.79 209.33 2.54 1.2% 208.00
Range 1.29 2.70 1.41 109.3% 5.58
ATR 1.91 1.97 0.06 3.0% 0.00
Volume 132,361,000 123,544,805 -8,816,195 -6.7% 445,343,718
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 216.64 215.69 210.82
R3 213.94 212.99 210.07
R2 211.24 211.24 209.83
R1 210.29 210.29 209.58 210.77
PP 208.54 208.54 208.54 208.78
S1 207.59 207.59 209.08 208.07
S2 205.84 205.84 208.84
S3 203.14 204.89 208.59
S4 200.44 202.19 207.85
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
5 211.77 206.26 5.51 2.6% 1.91 0.9% 56% False False 110,567,543
10 213.18 206.26 6.92 3.3% 1.46 0.7% 44% False False 99,487,671
20 213.18 204.11 9.07 4.3% 1.81 0.9% 58% False False 116,765,980
40 213.34 204.11 9.23 4.4% 1.77 0.8% 57% False False 114,900,256
60 213.78 204.11 9.67 4.6% 1.70 0.8% 54% False False 107,974,469
80 213.78 204.11 9.67 4.6% 1.71 0.8% 54% False False 104,929,345
100 213.78 204.11 9.67 4.6% 1.78 0.8% 54% False False 109,792,862
120 213.78 204.11 9.67 4.6% 1.72 0.8% 54% False False 107,070,700
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 220.98
2.618 216.57
1.618 213.87
1.000 212.20
0.618 211.17
HIGH 209.50
0.618 208.47
0.500 208.15
0.382 207.83
LOW 206.80
0.618 205.13
1.000 204.10
1.618 202.43
2.618 199.73
4.250 195.33
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 208.94 208.99
PP 208.54 208.65
S1 208.15 208.32

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.