SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 201.73 187.49 -14.24 -7.1% 208.71
High 203.94 197.48 -6.46 -3.2% 210.68
Low 197.52 182.40 -15.12 -7.7% 197.52
Close 197.63 189.55 -8.08 -4.1% 197.63
Range 6.42 15.08 8.66 134.9% 13.16
ATR 2.51 3.42 0.91 36.2% 0.00
Volume 346,588,281 507,243,719 160,655,438 46.4% 864,627,297
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 235.05 227.38 197.84
R3 219.97 212.30 193.70
R2 204.89 204.89 192.31
R1 197.22 197.22 190.93 201.06
PP 189.81 189.81 189.81 191.73
S1 182.14 182.14 188.17 185.98
S2 174.73 174.73 186.79
S3 159.65 167.06 185.40
S4 144.57 151.98 181.26
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 241.42 232.69 204.87
R3 228.26 219.53 201.25
R2 215.10 215.10 200.04
R1 206.37 206.37 198.84 204.16
PP 201.94 201.94 201.94 200.84
S1 193.21 193.21 196.42 191.00
S2 188.78 188.78 195.22
S3 175.62 180.05 194.01
S4 162.46 166.89 190.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.68 182.40 28.28 14.9% 5.91 3.1% 25% False True 258,559,682
10 210.68 182.40 28.28 14.9% 4.02 2.1% 25% False True 183,224,560
20 211.45 182.40 29.05 15.3% 2.91 1.5% 25% False True 142,594,256
40 213.18 182.40 30.78 16.2% 2.40 1.3% 23% False True 131,657,030
60 213.34 182.40 30.94 16.3% 2.13 1.1% 23% False True 123,628,154
80 213.78 182.40 31.38 16.6% 1.99 1.0% 23% False True 116,377,602
100 213.78 182.40 31.38 16.6% 1.94 1.0% 23% False True 112,095,882
120 213.78 182.40 31.38 16.6% 1.95 1.0% 23% False True 114,870,828
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 1.41
Widest range in 1387 trading days
Fibonacci Retracements and Extensions
4.250 261.57
2.618 236.96
1.618 221.88
1.000 212.56
0.618 206.80
HIGH 197.48
0.618 191.72
0.500 189.94
0.382 188.16
LOW 182.40
0.618 173.08
1.000 167.32
1.618 158.00
2.618 142.92
4.250 118.31
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 189.94 195.35
PP 189.81 193.41
S1 189.68 191.48

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

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