SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 192.08 197.02 4.94 2.6% 208.71
High 194.79 199.42 4.63 2.4% 210.68
Low 188.37 195.21 6.84 3.6% 197.52
Close 194.46 199.27 4.81 2.5% 197.63
Range 6.42 4.21 -2.21 -34.4% 13.16
ATR 4.05 4.11 0.07 1.6% 0.00
Volume 339,256,781 274,143,813 -65,112,968 -19.2% 864,627,297
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 210.60 209.14 201.59
R3 206.39 204.93 200.43
R2 202.18 202.18 200.04
R1 200.72 200.72 199.66 201.45
PP 197.97 197.97 197.97 198.33
S1 196.51 196.51 198.88 197.24
S2 193.76 193.76 198.50
S3 189.55 192.30 198.11
S4 185.34 188.09 196.95
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
5 203.94 182.40 21.54 10.8% 8.13 4.1% 78% False False 367,413,093
10 210.68 182.40 28.28 14.2% 5.24 2.6% 60% False False 242,789,097
20 211.45 182.40 29.05 14.6% 3.56 1.8% 58% False False 175,723,914
40 213.18 182.40 30.78 15.4% 2.68 1.3% 55% False False 143,199,711
60 213.34 182.40 30.94 15.5% 2.37 1.2% 55% False False 135,470,535
80 213.78 182.40 31.38 15.7% 2.16 1.1% 54% False False 125,072,357
100 213.78 182.40 31.38 15.7% 2.07 1.0% 54% False False 119,103,170
120 213.78 182.40 31.38 15.7% 2.07 1.0% 54% False False 120,107,610
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.57
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 217.31
2.618 210.44
1.618 206.23
1.000 203.63
0.618 202.02
HIGH 199.42
0.618 197.81
0.500 197.32
0.382 196.82
LOW 195.21
0.618 192.61
1.000 191.00
1.618 188.40
2.618 184.19
4.250 177.32
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 198.62 197.24
PP 197.97 195.20
S1 197.32 193.17

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.