SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Aug-2017
Day Change Summary
Previous Current
31-Jul-2017 01-Aug-2017 Change Change % Previous Week
Open 247.37 247.46 0.09 0.0% 246.79
High 247.48 247.50 0.02 0.0% 248.00
Low 246.53 246.72 0.19 0.1% 245.68
Close 246.77 247.32 0.55 0.2% 246.91
Range 0.95 0.78 -0.17 -17.9% 2.32
ATR 1.32 1.28 -0.04 -2.9% 0.00
Volume 65,838,600 55,050,400 -10,788,200 -16.4% 269,967,896
Daily Pivots for day following 01-Aug-2017
Classic Woodie Camarilla DeMark
R4 249.52 249.20 247.75
R3 248.74 248.42 247.53
R2 247.96 247.96 247.46
R1 247.64 247.64 247.39 247.41
PP 247.18 247.18 247.18 247.07
S1 246.86 246.86 247.25 246.63
S2 246.40 246.40 247.18
S3 245.62 246.08 247.11
S4 244.84 245.30 246.89
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% 1.13 0.5% 71% False False 57,863,839
10 248.00 245.68 2.32 0.9% 0.97 0.4% 71% False False 57,773,719
20 248.00 240.34 7.66 3.1% 1.10 0.4% 91% False False 53,944,454
40 248.00 239.96 8.04 3.3% 1.28 0.5% 92% False False 62,211,697
60 248.00 235.43 12.57 5.1% 1.24 0.5% 95% False False 64,412,243
80 248.00 232.51 15.49 6.3% 1.28 0.5% 96% False False 67,690,193
100 248.00 231.61 16.39 6.6% 1.36 0.6% 96% False False 70,659,107
120 248.00 229.52 18.48 7.5% 1.34 0.5% 96% False False 71,876,224
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 250.82
2.618 249.54
1.618 248.76
1.000 248.28
0.618 247.98
HIGH 247.50
0.618 247.20
0.500 247.11
0.382 247.02
LOW 246.72
0.618 246.24
1.000 245.94
1.618 245.46
2.618 244.68
4.250 243.41
Fisher Pivots for day following 01-Aug-2017
Pivot 1 day 3 day
R1 247.25 247.15
PP 247.18 246.98
S1 247.11 246.82

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

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