SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 212.96 213.48 0.52 0.2% 212.39
High 215.73 213.69 -2.04 -0.9% 216.81
Low 212.75 212.57 -0.18 -0.1% 212.31
Close 215.28 213.37 -1.91 -0.9% 213.37
Range 2.98 1.12 -1.86 -62.4% 4.50
ATR 2.08 2.12 0.05 2.2% 0.00
Volume 145,684,496 155,224,608 9,540,112 6.5% 785,921,696
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 216.57 216.09 213.99
R3 215.45 214.97 213.68
R2 214.33 214.33 213.58
R1 213.85 213.85 213.47 213.53
PP 213.21 213.21 213.21 213.05
S1 212.73 212.73 213.27 212.41
S2 212.09 212.09 213.16
S3 210.97 211.61 213.06
S4 209.85 210.49 212.75
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 227.66 225.02 215.85
R3 223.16 220.52 214.61
R2 218.66 218.66 214.20
R1 216.02 216.02 213.78 217.34
PP 214.16 214.16 214.16 214.83
S1 211.52 211.52 212.96 212.84
S2 209.66 209.66 212.55
S3 205.16 207.02 212.13
S4 200.66 202.52 210.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 216.81 212.31 4.50 2.1% 2.69 1.3% 24% False False 157,184,339
10 219.22 212.31 6.91 3.2% 2.14 1.0% 15% False False 129,416,408
20 219.60 212.31 7.29 3.4% 1.75 0.8% 15% False False 102,978,244
40 219.60 212.31 7.29 3.4% 1.49 0.7% 15% False False 83,227,217
60 219.60 198.65 20.95 9.8% 1.67 0.8% 70% False False 95,117,631
80 219.60 198.65 20.95 9.8% 1.63 0.8% 70% False False 93,742,146
100 219.60 198.65 20.95 9.8% 1.68 0.8% 70% False False 93,423,099
120 219.60 198.65 20.95 9.8% 1.68 0.8% 70% False False 92,641,033
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 218.45
2.618 216.62
1.618 215.50
1.000 214.81
0.618 214.38
HIGH 213.69
0.618 213.26
0.500 213.13
0.382 213.00
LOW 212.57
0.618 211.88
1.000 211.45
1.618 210.76
2.618 209.64
4.250 207.81
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 213.29 214.12
PP 213.21 213.87
S1 213.13 213.62

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

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