SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 270.34 272.16 1.82 0.7% 266.89
High 272.39 273.15 0.76 0.3% 273.15
Low 270.22 271.58 1.36 0.5% 265.15
Close 272.02 272.85 0.83 0.3% 272.85
Range 2.17 1.57 -0.60 -27.6% 8.00
ATR 3.58 3.44 -0.14 -4.0% 0.00
Volume 72,063,904 59,871,500 -12,192,404 -16.9% 314,405,604
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 277.24 276.61 273.71
R3 275.67 275.04 273.28
R2 274.10 274.10 273.14
R1 273.47 273.47 272.99 273.79
PP 272.53 272.53 272.53 272.68
S1 271.90 271.90 272.71 272.22
S2 270.96 270.96 272.56
S3 269.39 270.33 272.42
S4 267.82 268.76 271.99
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 294.38 291.62 277.25
R3 286.38 283.62 275.05
R2 278.38 278.38 274.32
R1 275.62 275.62 273.58 277.00
PP 270.38 270.38 270.38 271.08
S1 267.62 267.62 272.12 269.00
S2 262.38 262.38 271.38
S3 254.38 259.62 270.65
S4 246.38 251.62 268.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 273.15 265.15 8.00 2.9% 2.12 0.8% 96% True False 62,881,120
10 273.15 259.05 14.10 5.2% 2.99 1.1% 98% True False 78,469,349
20 273.15 259.05 14.10 5.2% 2.93 1.1% 98% True False 77,738,160
40 275.39 254.67 20.72 7.6% 3.80 1.4% 88% False False 98,148,887
60 280.41 254.67 25.74 9.4% 3.77 1.4% 71% False False 100,114,583
80 286.63 252.92 33.71 12.4% 3.99 1.5% 59% False False 113,262,640
100 286.63 252.92 33.71 12.4% 3.49 1.3% 59% False False 105,916,959
120 286.63 252.92 33.71 12.4% 3.16 1.2% 59% False False 102,473,416
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 0.71
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 279.82
2.618 277.26
1.618 275.69
1.000 274.72
0.618 274.12
HIGH 273.15
0.618 272.55
0.500 272.37
0.382 272.18
LOW 271.58
0.618 270.61
1.000 270.01
1.618 269.04
2.618 267.47
4.250 264.91
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 272.69 271.94
PP 272.53 271.03
S1 272.37 270.12

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

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