SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 246.65 247.37 0.72 0.3% 246.79
High 247.06 247.48 0.42 0.2% 248.00
Low 246.13 246.53 0.40 0.2% 245.68
Close 246.91 246.77 -0.14 -0.1% 246.91
Range 0.93 0.95 0.02 2.2% 2.32
ATR 1.34 1.32 -0.03 -2.1% 0.00
Volume 50,088,300 65,838,600 15,750,300 31.4% 269,967,896
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 249.78 249.22 247.29
R3 248.83 248.27 247.03
R2 247.88 247.88 246.94
R1 247.32 247.32 246.86 247.13
PP 246.93 246.93 246.93 246.83
S1 246.37 246.37 246.68 246.18
S2 245.98 245.98 246.60
S3 245.03 245.42 246.51
S4 244.08 244.47 246.25
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 253.82 252.69 248.19
R3 251.50 250.37 247.55
R2 249.18 249.18 247.34
R1 248.05 248.05 247.12 248.62
PP 246.86 246.86 246.86 247.15
S1 245.73 245.73 246.70 246.30
S2 244.54 244.54 246.48
S3 242.22 243.41 246.27
S4 239.90 241.09 245.63
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% 1.10 0.4% 47% False False 57,836,859
10 248.00 244.67 3.33 1.3% 0.99 0.4% 63% False False 56,542,929
20 248.00 240.34 7.66 3.1% 1.12 0.5% 84% False False 53,149,624
40 248.00 239.96 8.04 3.3% 1.28 0.5% 85% False False 61,952,907
60 248.00 235.43 12.57 5.1% 1.25 0.5% 90% False False 64,528,089
80 248.00 232.51 15.49 6.3% 1.29 0.5% 92% False False 67,866,259
100 248.00 231.61 16.39 6.6% 1.37 0.6% 92% False False 71,015,442
120 248.00 228.31 19.69 8.0% 1.35 0.5% 94% False False 71,847,189
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 True
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 251.52
2.618 249.97
1.618 249.02
1.000 248.43
0.618 248.07
HIGH 247.48
0.618 247.12
0.500 247.01
0.382 246.89
LOW 246.53
0.618 245.94
1.000 245.58
1.618 244.99
2.618 244.04
4.250 242.49
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 247.01 246.84
PP 246.93 246.82
S1 246.85 246.79

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

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