SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 214.13 214.41 0.28 0.1% 212.39
High 214.88 214.59 -0.29 -0.1% 216.81
Low 213.03 213.38 0.35 0.2% 212.31
Close 213.41 213.42 0.01 0.0% 213.37
Range 1.85 1.21 -0.64 -34.6% 4.50
ATR 2.10 2.04 -0.06 -3.0% 0.00
Volume 80,188,304 69,649,904 -10,538,400 -13.1% 785,921,696
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 217.43 216.63 214.09
R3 216.22 215.42 213.75
R2 215.01 215.01 213.64
R1 214.21 214.21 213.53 214.01
PP 213.80 213.80 213.80 213.69
S1 213.00 213.00 213.31 212.80
S2 212.59 212.59 213.20
S3 211.38 211.79 213.09
S4 210.17 210.58 212.75
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
5 215.73 212.50 3.23 1.5% 1.87 0.9% 28% False False 116,982,361
10 219.22 212.31 6.91 3.2% 2.20 1.0% 16% False False 130,800,649
20 219.60 212.31 7.29 3.4% 1.80 0.8% 15% False False 103,629,574
40 219.60 212.31 7.29 3.4% 1.51 0.7% 15% False False 84,006,659
60 219.60 198.65 20.95 9.8% 1.55 0.7% 71% False False 90,345,348
80 219.60 198.65 20.95 9.8% 1.63 0.8% 71% False False 93,933,843
100 219.60 198.65 20.95 9.8% 1.66 0.8% 71% False False 93,176,026
120 219.60 198.65 20.95 9.8% 1.69 0.8% 71% False False 92,381,773
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 219.73
2.618 217.76
1.618 216.55
1.000 215.80
0.618 215.34
HIGH 214.59
0.618 214.13
0.500 213.99
0.382 213.84
LOW 213.38
0.618 212.63
1.000 212.17
1.618 211.42
2.618 210.21
4.250 208.24
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 213.99 213.73
PP 213.80 213.62
S1 213.61 213.52

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

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