SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 217.40 217.92 0.52 0.2% 218.26
High 218.19 219.12 0.93 0.4% 219.60
Low 217.22 216.25 -0.97 -0.4% 216.25
Close 217.70 217.29 -0.41 -0.2% 217.29
Range 0.97 2.87 1.90 195.9% 3.35
ATR 1.34 1.45 0.11 8.1% 0.00
Volume 69,224,704 122,506,304 53,281,600 77.0% 378,227,704
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 226.16 224.60 218.87
R3 223.29 221.73 218.08
R2 220.42 220.42 217.82
R1 218.86 218.86 217.55 218.21
PP 217.55 217.55 217.55 217.23
S1 215.99 215.99 217.03 215.34
S2 214.68 214.68 216.76
S3 211.81 213.12 216.50
S4 208.94 210.25 215.71
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 227.76 225.88 219.13
R3 224.41 222.53 218.21
R2 221.06 221.06 217.90
R1 219.18 219.18 217.60 218.45
PP 217.71 217.71 217.71 217.35
S1 215.83 215.83 216.98 215.10
S2 214.36 214.36 216.68
S3 211.01 212.48 216.37
S4 207.66 209.13 215.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 219.60 216.25 3.35 1.5% 1.41 0.6% 31% False True 75,645,540
10 219.60 216.25 3.35 1.5% 1.16 0.5% 31% False True 68,482,100
20 219.60 214.25 5.35 2.5% 1.23 0.6% 57% False False 65,290,734
40 219.60 207.06 12.54 5.8% 1.33 0.6% 82% False False 73,856,674
60 219.60 198.65 20.95 9.6% 1.58 0.7% 89% False False 90,865,060
80 219.60 198.65 20.95 9.6% 1.62 0.7% 89% False False 89,482,404
100 219.60 198.65 20.95 9.6% 1.64 0.8% 89% False False 89,606,582
120 219.60 197.38 22.22 10.2% 1.68 0.8% 90% False False 91,337,597
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 False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 231.32
2.618 226.63
1.618 223.76
1.000 221.99
0.618 220.89
HIGH 219.12
0.618 218.02
0.500 217.69
0.382 217.35
LOW 216.25
0.618 214.48
1.000 213.38
1.618 211.61
2.618 208.74
4.250 204.05
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 217.69 217.69
PP 217.55 217.55
S1 217.42 217.42

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

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