SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 209.09 206.51 -2.58 -1.2% 209.28
High 210.01 208.29 -1.72 -0.8% 210.67
Low 207.35 203.90 -3.45 -1.7% 205.36
Close 208.32 203.97 -4.35 -2.1% 209.42
Range 2.66 4.39 1.73 65.0% 5.31
ATR 2.03 2.20 0.17 8.4% 0.00
Volume 172,945,906 194,327,906 21,382,000 12.4% 540,645,195
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 218.56 215.65 206.38
R3 214.17 211.26 205.18
R2 209.78 209.78 204.77
R1 206.87 206.87 204.37 206.13
PP 205.39 205.39 205.39 205.02
S1 202.48 202.48 203.57 201.74
S2 201.00 201.00 203.17
S3 196.61 198.09 202.76
S4 192.22 193.70 201.56
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 224.41 222.23 212.34
R3 219.10 216.92 210.88
R2 213.79 213.79 210.39
R1 211.61 211.61 209.91 212.70
PP 208.48 208.48 208.48 209.03
S1 206.30 206.30 208.93 207.39
S2 203.17 203.17 208.45
S3 197.86 200.99 207.96
S4 192.55 195.68 206.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.68 203.90 6.78 3.3% 2.34 1.1% 1% False True 118,165,101
10 210.68 203.90 6.78 3.3% 2.16 1.1% 1% False True 117,654,211
20 211.45 203.90 7.55 3.7% 2.03 1.0% 1% False True 112,408,451
40 213.18 203.90 9.28 4.5% 1.94 0.9% 1% False True 115,343,282
60 213.34 203.90 9.44 4.6% 1.82 0.9% 1% False True 112,729,189
80 213.78 203.90 9.88 4.8% 1.77 0.9% 1% False True 109,292,072
100 213.78 203.90 9.88 4.8% 1.76 0.9% 1% False True 106,198,283
120 213.78 203.90 9.88 4.8% 1.80 0.9% 1% False True 109,629,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 226.95
2.618 219.78
1.618 215.39
1.000 212.68
0.618 211.00
HIGH 208.29
0.618 206.61
0.500 206.10
0.382 205.58
LOW 203.90
0.618 201.19
1.000 199.51
1.618 196.80
2.618 192.41
4.250 185.24
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 206.10 207.29
PP 205.39 206.18
S1 204.68 205.08

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

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