SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 241.95 242.16 0.21 0.1% 242.88
High 242.80 242.55 -0.25 -0.1% 243.38
Low 241.76 240.85 -0.91 -0.4% 240.34
Close 242.37 242.19 -0.18 -0.1% 242.11
Range 1.04 1.70 0.66 63.5% 3.04
ATR 1.65 1.65 0.00 0.2% 0.00
Volume 36,663,200 50,354,600 13,691,400 37.3% 217,668,900
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 246.96 246.28 243.13
R3 245.26 244.58 242.66
R2 243.56 243.56 242.50
R1 242.88 242.88 242.35 243.22
PP 241.86 241.86 241.86 242.04
S1 241.18 241.18 242.03 241.52
S2 240.16 240.16 241.88
S3 238.46 239.48 241.72
S4 236.76 237.78 241.26
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 251.06 249.63 243.78
R3 248.02 246.59 242.95
R2 244.98 244.98 242.67
R1 243.55 243.55 242.39 242.75
PP 241.94 241.94 241.94 241.54
S1 240.51 240.51 241.83 239.71
S2 238.90 238.90 241.55
S3 235.86 237.47 241.27
S4 232.82 234.43 240.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 243.01 240.34 2.67 1.1% 1.49 0.6% 69% False False 53,106,580
10 243.72 239.96 3.76 1.6% 1.71 0.7% 59% False False 65,074,719
20 244.87 239.96 4.91 2.0% 1.47 0.6% 45% False False 64,313,850
40 245.01 235.43 9.58 4.0% 1.38 0.6% 71% False False 69,526,619
60 245.01 232.88 12.13 5.0% 1.34 0.6% 77% False False 69,951,407
80 245.01 231.61 13.40 5.5% 1.44 0.6% 79% False False 73,487,498
100 245.01 231.61 13.40 5.5% 1.40 0.6% 79% False False 74,667,430
120 245.01 225.27 19.74 8.2% 1.38 0.6% 86% False False 74,454,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 249.78
2.618 247.00
1.618 245.30
1.000 244.25
0.618 243.60
HIGH 242.55
0.618 241.90
0.500 241.70
0.382 241.50
LOW 240.85
0.618 239.80
1.000 239.15
1.618 238.10
2.618 236.40
4.250 233.63
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 242.03 242.02
PP 241.86 241.85
S1 241.70 241.68

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

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