SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 216.75 216.96 0.21 0.1% 213.19
High 217.37 217.22 -0.15 -0.1% 217.01
Low 216.24 215.75 -0.49 -0.2% 212.95
Close 217.09 216.27 -0.82 -0.4% 215.83
Range 1.13 1.47 0.34 30.1% 4.06
ATR 2.03 1.99 -0.04 -2.0% 0.00
Volume 58,159,400 67,777,200 9,617,800 16.5% 460,619,400
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 220.82 220.02 217.08
R3 219.35 218.55 216.67
R2 217.88 217.88 216.54
R1 217.08 217.08 216.40 216.75
PP 216.41 216.41 216.41 216.25
S1 215.61 215.61 216.14 215.28
S2 214.94 214.94 216.00
S3 213.47 214.14 215.87
S4 212.00 212.67 215.46
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 1.0% 1.17 0.5% 47% False False 69,232,640
10 217.37 210.78 6.59 3.0% 1.31 0.6% 83% False False 83,359,849
20 217.37 198.65 18.72 8.7% 2.02 0.9% 94% False False 118,898,460
40 217.37 198.65 18.72 8.7% 1.76 0.8% 94% False False 104,257,075
60 217.37 198.65 18.72 8.7% 1.81 0.8% 94% False False 100,220,354
80 217.37 198.65 18.72 8.7% 1.78 0.8% 94% False False 97,347,941
100 217.37 194.45 22.92 10.6% 1.82 0.8% 95% False False 99,301,914
120 217.37 181.09 36.28 16.8% 1.98 0.9% 97% False False 107,091,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 223.47
2.618 221.07
1.618 219.60
1.000 218.69
0.618 218.13
HIGH 217.22
0.618 216.66
0.500 216.49
0.382 216.31
LOW 215.75
0.618 214.84
1.000 214.28
1.618 213.37
2.618 211.90
4.250 209.50
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 216.49 216.50
PP 216.41 216.42
S1 216.34 216.35

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

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