SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 218.26 218.29 0.03 0.0% 218.40
High 218.94 218.71 -0.23 -0.1% 218.94
Low 217.95 217.99 0.04 0.0% 217.23
Close 218.65 218.46 -0.19 -0.1% 218.46
Range 0.99 0.72 -0.27 -27.3% 1.71
ATR 1.61 1.54 -0.06 -3.9% 0.00
Volume 72,504,200 61,313,500 -11,190,700 -15.4% 282,915,700
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 220.55 220.22 218.86
R3 219.83 219.50 218.66
R2 219.11 219.11 218.59
R1 218.78 218.78 218.53 218.95
PP 218.39 218.39 218.39 218.47
S1 218.06 218.06 218.39 218.23
S2 217.67 217.67 218.33
S3 216.95 217.34 218.26
S4 216.23 216.62 218.06
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 223.34 222.61 219.40
R3 221.63 220.90 218.93
R2 219.92 219.92 218.77
R1 219.19 219.19 218.62 219.56
PP 218.21 218.21 218.21 218.39
S1 217.48 217.48 218.30 217.85
S2 216.50 216.50 218.15
S3 214.79 215.77 217.99
S4 213.08 214.06 217.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 218.94 217.23 1.71 0.8% 0.92 0.4% 72% False False 56,583,140
10 218.94 214.25 4.69 2.1% 1.29 0.6% 90% False False 62,099,369
20 218.94 214.25 4.69 2.1% 1.26 0.6% 90% False False 63,869,079
40 218.94 198.65 20.29 9.3% 1.69 0.8% 98% False False 94,605,235
60 218.94 198.65 20.29 9.3% 1.62 0.7% 98% False False 93,021,623
80 218.94 198.65 20.29 9.3% 1.68 0.8% 98% False False 92,232,147
100 218.94 198.65 20.29 9.3% 1.70 0.8% 98% False False 91,469,528
120 218.94 189.32 29.62 13.6% 1.79 0.8% 98% False False 95,715,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 221.77
2.618 220.59
1.618 219.87
1.000 219.43
0.618 219.15
HIGH 218.71
0.618 218.43
0.500 218.35
0.382 218.27
LOW 217.99
0.618 217.55
1.000 217.27
1.618 216.83
2.618 216.11
4.250 214.93
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 218.42 218.34
PP 218.39 218.21
S1 218.35 218.09

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

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