SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 216.72 215.02 -1.70 -0.8% 214.13
High 216.88 215.23 -1.65 -0.8% 217.53
Low 215.88 214.01 -1.87 -0.9% 213.03
Close 215.99 214.24 -1.75 -0.8% 215.99
Range 1.00 1.22 0.22 22.0% 4.50
ATR 2.00 2.00 0.00 -0.1% 0.00
Volume 73,607,104 89,811,104 16,204,000 22.0% 410,324,112
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 218.15 217.42 214.91
R3 216.93 216.20 214.58
R2 215.71 215.71 214.46
R1 214.98 214.98 214.35 214.74
PP 214.49 214.49 214.49 214.37
S1 213.76 213.76 214.13 213.52
S2 213.27 213.27 214.02
S3 212.05 212.54 213.90
S4 210.83 211.32 213.57
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 229.02 227.00 218.47
R3 224.52 222.50 217.23
R2 220.02 220.02 216.82
R1 218.00 218.00 216.40 219.01
PP 215.52 215.52 215.52 216.02
S1 213.50 213.50 215.58 214.51
S2 211.02 211.02 215.17
S3 206.52 209.00 214.75
S4 202.02 204.50 213.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 217.53 213.38 4.15 1.9% 1.37 0.6% 21% False False 83,989,382
10 217.53 212.50 5.03 2.3% 1.76 0.8% 35% False False 111,797,801
20 219.22 212.31 6.91 3.2% 1.78 0.8% 28% False False 105,301,475
40 219.60 212.31 7.29 3.4% 1.50 0.7% 26% False False 85,296,104
60 219.60 207.06 12.54 5.9% 1.48 0.7% 57% False False 84,338,274
80 219.60 198.65 20.95 9.8% 1.63 0.8% 74% False False 94,474,163
100 219.60 198.65 20.95 9.8% 1.65 0.8% 74% False False 92,646,218
120 219.60 198.65 20.95 9.8% 1.66 0.8% 74% False False 92,222,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 220.42
2.618 218.42
1.618 217.20
1.000 216.45
0.618 215.98
HIGH 215.23
0.618 214.76
0.500 214.62
0.382 214.48
LOW 214.01
0.618 213.26
1.000 212.79
1.618 212.04
2.618 210.82
4.250 208.83
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 214.62 215.77
PP 214.49 215.26
S1 214.37 214.75

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

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