SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 218.70 218.84 0.14 0.1% 217.44
High 219.12 219.22 0.10 0.0% 218.87
Low 217.86 218.30 0.44 0.2% 216.03
Close 219.03 219.01 -0.02 0.0% 218.37
Range 1.26 0.92 -0.34 -27.0% 2.84
ATR 1.45 1.41 -0.04 -2.6% 0.00
Volume 56,702,000 76,554,800 19,852,800 35.0% 391,023,996
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 221.60 221.23 219.52
R3 220.68 220.31 219.26
R2 219.76 219.76 219.18
R1 219.39 219.39 219.09 219.58
PP 218.84 218.84 218.84 218.94
S1 218.47 218.47 218.93 218.66
S2 217.92 217.92 218.84
S3 217.00 217.55 218.76
S4 216.08 216.63 218.50
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 226.28 225.16 219.93
R3 223.44 222.32 219.15
R2 220.60 220.60 218.89
R1 219.48 219.48 218.63 220.04
PP 217.76 217.76 217.76 218.04
S1 216.64 216.64 218.11 217.20
S2 214.92 214.92 217.85
S3 212.08 213.80 217.59
S4 209.24 210.96 216.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 219.22 216.03 3.19 1.5% 1.27 0.6% 93% True False 79,132,840
10 219.22 216.03 3.19 1.5% 1.42 0.7% 93% True False 78,774,070
20 219.60 216.03 3.57 1.6% 1.17 0.5% 83% False False 70,042,969
40 219.60 214.25 5.35 2.4% 1.24 0.6% 89% False False 69,304,832
60 219.60 198.65 20.95 9.6% 1.58 0.7% 97% False False 89,617,131
80 219.60 198.65 20.95 9.6% 1.57 0.7% 97% False False 88,828,802
100 219.60 198.65 20.95 9.6% 1.60 0.7% 97% False False 88,396,206
120 219.60 198.65 20.95 9.6% 1.62 0.7% 97% False False 88,873,546
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 0.36
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 223.13
2.618 221.63
1.618 220.71
1.000 220.14
0.618 219.79
HIGH 219.22
0.618 218.87
0.500 218.76
0.382 218.65
LOW 218.30
0.618 217.73
1.000 217.38
1.618 216.81
2.618 215.89
4.250 214.39
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 218.93 218.83
PP 218.84 218.64
S1 218.76 218.46

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

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