SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 217.61 217.37 -0.24 -0.1% 218.26
High 217.75 217.73 -0.02 0.0% 219.60
Low 216.46 216.03 -0.43 -0.2% 216.25
Close 217.38 217.39 0.01 0.0% 217.29
Range 1.29 1.70 0.41 31.8% 3.35
ATR 1.44 1.46 0.02 1.3% 0.00
Volume 85,269,400 97,844,200 12,574,800 14.7% 378,227,704
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 222.15 221.47 218.33
R3 220.45 219.77 217.86
R2 218.75 218.75 217.70
R1 218.07 218.07 217.55 218.41
PP 217.05 217.05 217.05 217.22
S1 216.37 216.37 217.23 216.71
S2 215.35 215.35 217.08
S3 213.65 214.67 216.92
S4 211.95 212.97 216.46
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 227.76 225.88 219.13
R3 224.41 222.53 218.21
R2 221.06 221.06 217.90
R1 219.18 219.18 217.60 218.45
PP 217.71 217.71 217.71 217.35
S1 215.83 215.83 216.98 215.10
S2 214.36 214.36 216.68
S3 211.01 212.48 216.37
S4 207.66 209.13 215.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 219.12 216.03 3.09 1.4% 1.67 0.8% 44% False True 86,847,300
10 219.60 216.03 3.57 1.6% 1.36 0.6% 38% False True 76,540,079
20 219.60 216.03 3.57 1.6% 1.14 0.5% 38% False True 67,567,949
40 219.60 210.78 8.82 4.1% 1.28 0.6% 75% False False 71,713,077
60 219.60 198.65 20.95 9.6% 1.59 0.7% 89% False False 91,164,071
80 219.60 198.65 20.95 9.6% 1.61 0.7% 89% False False 89,519,267
100 219.60 198.65 20.95 9.6% 1.60 0.7% 89% False False 88,643,808
120 219.60 198.65 20.95 9.6% 1.65 0.8% 89% False False 90,075,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 224.96
2.618 222.18
1.618 220.48
1.000 219.43
0.618 218.78
HIGH 217.73
0.618 217.08
0.500 216.88
0.382 216.68
LOW 216.03
0.618 214.98
1.000 214.33
1.618 213.28
2.618 211.58
4.250 208.81
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 217.22 217.36
PP 217.05 217.34
S1 216.88 217.31

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

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