SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 247.75 247.96 0.21 0.1% 245.47
High 247.79 248.00 0.21 0.1% 247.42
Low 247.13 245.68 -1.45 -0.6% 244.67
Close 247.43 247.20 -0.23 -0.1% 246.88
Range 0.66 2.32 1.66 251.5% 2.75
ATR 1.29 1.36 0.07 5.7% 0.00
Volume 47,575,400 70,766,496 23,191,096 48.7% 263,154,700
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 253.92 252.88 248.48
R3 251.60 250.56 247.84
R2 249.28 249.28 247.63
R1 248.24 248.24 247.41 247.60
PP 246.96 246.96 246.96 246.64
S1 245.92 245.92 246.99 245.28
S2 244.64 244.64 246.77
S3 242.32 243.60 246.56
S4 240.00 241.28 245.92
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 254.57 253.48 248.39
R3 251.82 250.73 247.64
R2 249.07 249.07 247.38
R1 247.98 247.98 247.13 248.53
PP 246.32 246.32 246.32 246.60
S1 245.23 245.23 246.63 245.78
S2 243.57 243.57 246.38
S3 240.82 242.48 246.12
S4 238.07 239.73 245.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 248.00 245.68 2.32 0.9% 1.01 0.4% 66% True True 61,718,119
10 248.00 244.31 3.69 1.5% 1.03 0.4% 78% True False 54,329,689
20 248.00 239.96 8.04 3.3% 1.28 0.5% 90% True False 57,041,794
40 248.00 239.96 8.04 3.3% 1.30 0.5% 90% True False 62,995,437
60 248.00 235.43 12.57 5.1% 1.25 0.5% 94% True False 64,839,314
80 248.00 232.51 15.49 6.3% 1.32 0.5% 95% True False 68,483,007
100 248.00 231.61 16.39 6.6% 1.37 0.6% 95% True False 71,288,897
120 248.00 228.31 19.69 8.0% 1.34 0.5% 96% True False 71,845,475
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 0.15
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 257.86
2.618 254.07
1.618 251.75
1.000 250.32
0.618 249.43
HIGH 248.00
0.618 247.11
0.500 246.84
0.382 246.57
LOW 245.68
0.618 244.25
1.000 243.36
1.618 241.93
2.618 239.61
4.250 235.82
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 247.08 247.08
PP 246.96 246.96
S1 246.84 246.84

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

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