SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 216.53 217.19 0.66 0.3% 215.97
High 217.17 217.27 0.10 0.0% 217.37
Low 215.76 215.62 -0.14 -0.1% 215.63
Close 216.75 216.52 -0.23 -0.1% 217.24
Range 1.41 1.65 0.24 17.0% 1.74
ATR 1.85 1.84 -0.01 -0.8% 0.00
Volume 70,080,400 84,083,800 14,003,400 20.0% 301,795,600
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 221.42 220.62 217.43
R3 219.77 218.97 216.97
R2 218.12 218.12 216.82
R1 217.32 217.32 216.67 216.90
PP 216.47 216.47 216.47 216.26
S1 215.67 215.67 216.37 215.25
S2 214.82 214.82 216.22
S3 213.17 214.02 216.07
S4 211.52 212.37 215.61
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 221.97 221.34 218.20
R3 220.23 219.60 217.72
R2 218.49 218.49 217.56
R1 217.86 217.86 217.40 218.18
PP 216.75 216.75 216.75 216.90
S1 216.12 216.12 217.08 216.44
S2 215.01 215.01 216.92
S3 213.27 214.38 216.76
S4 211.53 212.64 216.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 217.30 215.62 1.68 0.8% 1.36 0.6% 54% False True 68,120,380
10 217.37 215.31 2.06 1.0% 1.22 0.6% 59% False False 71,021,870
20 217.37 204.72 12.65 5.8% 1.55 0.7% 93% False False 90,312,395
40 217.37 198.65 18.72 8.6% 1.77 0.8% 95% False False 103,362,870
60 217.37 198.65 18.72 8.6% 1.76 0.8% 95% False False 98,448,141
80 217.37 198.65 18.72 8.6% 1.77 0.8% 95% False False 96,272,379
100 217.37 197.38 19.99 9.2% 1.78 0.8% 96% False False 97,343,358
120 217.37 181.09 36.28 16.8% 1.92 0.9% 98% False False 103,837,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 224.28
2.618 221.59
1.618 219.94
1.000 218.92
0.618 218.29
HIGH 217.27
0.618 216.64
0.500 216.45
0.382 216.25
LOW 215.62
0.618 214.60
1.000 213.97
1.618 212.95
2.618 211.30
4.250 208.61
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 216.50 216.50
PP 216.47 216.47
S1 216.45 216.45

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

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