SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 216.31 217.21 0.90 0.4% 217.19
High 216.78 218.23 1.45 0.7% 218.23
Low 214.25 217.07 2.82 1.3% 214.25
Close 216.41 218.18 1.77 0.8% 218.18
Range 2.53 1.16 -1.37 -54.2% 3.98
ATR 1.79 1.79 0.00 0.1% 0.00
Volume 46,585,500 71,892,096 25,306,596 54.3% 338,077,996
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 221.31 220.90 218.82
R3 220.15 219.74 218.50
R2 218.99 218.99 218.39
R1 218.58 218.58 218.29 218.79
PP 217.83 217.83 217.83 217.93
S1 217.42 217.42 218.07 217.63
S2 216.67 216.67 217.97
S3 215.51 216.26 217.86
S4 214.35 215.10 217.54
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 228.83 227.48 220.37
R3 224.85 223.50 219.27
R2 220.87 220.87 218.91
R1 219.52 219.52 218.54 220.20
PP 216.89 216.89 216.89 217.22
S1 215.54 215.54 217.82 216.22
S2 212.91 212.91 217.45
S3 208.93 211.56 217.09
S4 204.95 207.58 215.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 218.23 214.25 3.98 1.8% 1.66 0.8% 99% True False 67,615,599
10 218.23 214.25 3.98 1.8% 1.52 0.7% 99% True False 69,267,029
20 218.23 212.95 5.28 2.4% 1.37 0.6% 99% True False 72,754,264
40 218.23 198.65 19.58 9.0% 1.82 0.8% 100% True False 102,914,765
60 218.23 198.65 19.58 9.0% 1.75 0.8% 100% True False 96,672,459
80 218.23 198.65 19.58 9.0% 1.71 0.8% 100% True False 93,607,219
100 218.23 198.65 19.58 9.0% 1.74 0.8% 100% True False 94,363,897
120 218.23 189.32 28.91 13.3% 1.82 0.8% 100% True False 98,093,182
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 223.16
2.618 221.27
1.618 220.11
1.000 219.39
0.618 218.95
HIGH 218.23
0.618 217.79
0.500 217.65
0.382 217.51
LOW 217.07
0.618 216.35
1.000 215.91
1.618 215.19
2.618 214.03
4.250 212.14
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 218.00 217.53
PP 217.83 216.89
S1 217.65 216.24

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

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