SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 215.92 216.75 0.83 0.4% 213.19
High 216.23 217.37 1.14 0.5% 217.01
Low 215.63 216.24 0.61 0.3% 212.95
Close 216.19 217.09 0.90 0.4% 215.83
Range 0.60 1.13 0.53 88.3% 4.06
ATR 2.10 2.03 -0.07 -3.1% 0.00
Volume 54,345,700 58,159,400 3,813,700 7.0% 460,619,400
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 220.29 219.82 217.71
R3 219.16 218.69 217.40
R2 218.03 218.03 217.30
R1 217.56 217.56 217.19 217.80
PP 216.90 216.90 216.90 217.02
S1 216.43 216.43 216.99 216.67
S2 215.77 215.77 216.88
S3 214.64 215.30 216.78
S4 213.51 214.17 216.47
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 227.44 225.70 218.06
R3 223.38 221.64 216.95
R2 219.32 219.32 216.57
R1 217.58 217.58 216.20 218.45
PP 215.26 215.26 215.26 215.70
S1 213.52 213.52 215.46 214.39
S2 211.20 211.20 215.09
S3 207.14 209.46 214.71
S4 203.08 205.40 213.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 217.37 215.31 2.06 0.9% 1.07 0.5% 86% True False 73,923,360
10 217.37 208.63 8.74 4.0% 1.36 0.6% 97% True False 85,141,509
20 217.37 198.65 18.72 8.6% 2.03 0.9% 99% True False 120,287,620
40 217.37 198.65 18.72 8.6% 1.78 0.8% 99% True False 104,901,087
60 217.37 198.65 18.72 8.6% 1.80 0.8% 99% True False 100,355,136
80 217.37 198.65 18.72 8.6% 1.80 0.8% 99% True False 97,662,261
100 217.37 193.33 24.04 11.1% 1.83 0.8% 99% True False 99,883,322
120 217.37 181.09 36.28 16.7% 2.00 0.9% 99% True False 108,280,575
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 222.17
2.618 220.33
1.618 219.20
1.000 218.50
0.618 218.07
HIGH 217.37
0.618 216.94
0.500 216.81
0.382 216.67
LOW 216.24
0.618 215.54
1.000 215.11
1.618 214.41
2.618 213.28
4.250 211.44
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 217.00 216.89
PP 216.90 216.70
S1 216.81 216.50

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

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