SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Jul-2017
Day Change Summary
Previous Current
11-Jul-2017 12-Jul-2017 Change Change % Previous Week
Open 242.16 243.30 1.14 0.5% 242.88
High 242.55 244.20 1.65 0.7% 243.38
Low 240.85 243.30 2.45 1.0% 240.34
Close 242.19 244.01 1.82 0.8% 242.11
Range 1.70 0.90 -0.80 -47.1% 3.04
ATR 1.65 1.68 0.03 1.5% 0.00
Volume 50,354,600 59,610,400 9,255,800 18.4% 217,668,900
Daily Pivots for day following 12-Jul-2017
Classic Woodie Camarilla DeMark
R4 246.54 246.17 244.51
R3 245.64 245.27 244.26
R2 244.74 244.74 244.18
R1 244.37 244.37 244.09 244.56
PP 243.84 243.84 243.84 243.93
S1 243.47 243.47 243.93 243.66
S2 242.94 242.94 243.85
S3 242.04 242.57 243.76
S4 241.14 241.67 243.52
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
5 244.20 240.34 3.86 1.6% 1.41 0.6% 95% True False 54,143,140
10 244.20 239.96 4.24 1.7% 1.59 0.7% 96% True False 62,810,999
20 244.87 239.96 4.91 2.0% 1.46 0.6% 82% False False 64,291,025
40 245.01 235.43 9.58 3.9% 1.37 0.6% 90% False False 69,468,907
60 245.01 233.08 11.93 4.9% 1.32 0.5% 92% False False 69,804,826
80 245.01 231.61 13.40 5.5% 1.44 0.6% 93% False False 73,120,102
100 245.01 231.61 13.40 5.5% 1.39 0.6% 93% False False 74,416,310
120 245.01 225.27 19.74 8.1% 1.37 0.6% 95% False False 74,396,247
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 248.03
2.618 246.56
1.618 245.66
1.000 245.10
0.618 244.76
HIGH 244.20
0.618 243.86
0.500 243.75
0.382 243.64
LOW 243.30
0.618 242.74
1.000 242.40
1.618 241.84
2.618 240.94
4.250 239.48
Fisher Pivots for day following 12-Jul-2017
Pivot 1 day 3 day
R1 243.92 243.52
PP 243.84 243.02
S1 243.75 242.53

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

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