SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 209.70 210.45 0.75 0.4% 206.94
High 210.25 211.31 1.06 0.5% 211.45
Low 208.80 209.73 0.93 0.4% 206.26
Close 209.38 210.07 0.69 0.3% 210.50
Range 1.45 1.58 0.13 9.0% 5.19
ATR 1.85 1.86 0.01 0.3% 0.00
Volume 81,820,797 85,786,797 3,966,000 4.8% 556,268,110
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 215.11 214.17 210.94
R3 213.53 212.59 210.50
R2 211.95 211.95 210.36
R1 211.01 211.01 210.21 210.69
PP 210.37 210.37 210.37 210.21
S1 209.43 209.43 209.93 209.11
S2 208.79 208.79 209.78
S3 207.21 207.85 209.64
S4 205.63 206.27 209.20
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 224.97 222.93 213.35
R3 219.78 217.74 211.93
R2 214.59 214.59 211.45
R1 212.55 212.55 210.98 213.57
PP 209.40 209.40 209.40 209.92
S1 207.36 207.36 210.02 208.38
S2 204.21 204.21 209.55
S3 199.02 202.17 209.07
S4 193.83 196.98 207.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 211.45 208.65 2.80 1.3% 1.56 0.7% 51% False False 95,228,859
10 211.65 206.26 5.39 2.6% 1.82 0.9% 71% False False 104,610,531
20 213.18 204.77 8.41 4.0% 1.60 0.8% 63% False False 101,908,055
40 213.34 204.11 9.23 4.4% 1.77 0.8% 65% False False 113,272,706
60 213.78 204.11 9.67 4.6% 1.68 0.8% 62% False False 107,021,002
80 213.78 204.11 9.67 4.6% 1.69 0.8% 62% False False 105,732,732
100 213.78 204.11 9.67 4.6% 1.75 0.8% 62% False False 107,596,037
120 213.78 204.11 9.67 4.6% 1.71 0.8% 62% False False 106,956,481
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 218.03
2.618 215.45
1.618 213.87
1.000 212.89
0.618 212.29
HIGH 211.31
0.618 210.71
0.500 210.52
0.382 210.33
LOW 209.73
0.618 208.75
1.000 208.15
1.618 207.17
2.618 205.59
4.250 203.02
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 210.52 210.04
PP 210.37 210.01
S1 210.22 209.98

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.