SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 209.44 209.53 0.09 0.0% 205.51
High 209.71 210.25 0.54 0.3% 210.25
Low 208.97 209.47 0.50 0.2% 204.99
Close 209.34 210.24 0.90 0.4% 210.24
Range 0.74 0.78 0.04 5.4% 5.26
ATR 1.97 1.89 -0.08 -3.8% 0.00
Volume 55,280,600 64,211,200 8,930,600 16.2% 350,933,796
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 212.33 212.06 210.67
R3 211.55 211.28 210.45
R2 210.77 210.77 210.38
R1 210.50 210.50 210.31 210.64
PP 209.99 209.99 209.99 210.05
S1 209.72 209.72 210.17 209.86
S2 209.21 209.21 210.10
S3 208.43 208.94 210.03
S4 207.65 208.16 209.81
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 224.27 222.52 213.13
R3 219.01 217.26 211.69
R2 213.75 213.75 211.20
R1 212.00 212.00 210.72 212.88
PP 208.49 208.49 208.49 208.93
S1 206.74 206.74 209.76 207.62
S2 203.23 203.23 209.28
S3 197.97 201.48 208.79
S4 192.71 196.22 207.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.25 204.99 5.26 2.5% 1.27 0.6% 100% True False 70,186,759
10 210.25 202.78 7.47 3.6% 1.71 0.8% 100% True False 88,725,958
20 210.25 202.78 7.47 3.6% 1.74 0.8% 100% True False 86,234,114
40 210.92 202.78 8.14 3.9% 1.75 0.8% 92% False False 88,022,328
60 210.92 197.38 13.54 6.4% 1.79 0.9% 95% False False 93,653,922
80 210.92 181.09 29.83 14.2% 2.01 1.0% 98% False False 104,445,869
100 210.92 181.02 29.90 14.2% 2.37 1.1% 98% False False 122,590,972
120 210.92 181.02 29.90 14.2% 2.37 1.1% 98% False False 124,597,854
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 213.57
2.618 212.29
1.618 211.51
1.000 211.03
0.618 210.73
HIGH 210.25
0.618 209.95
0.500 209.86
0.382 209.77
LOW 209.47
0.618 208.99
1.000 208.69
1.618 208.21
2.618 207.43
4.250 206.16
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 210.11 209.85
PP 209.99 209.45
S1 209.86 209.06

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

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