SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Sep-2017
Day Change Summary
Previous Current
07-Sep-2017 08-Sep-2017 Change Change % Previous Week
Open 247.25 246.54 -0.71 -0.3% 247.26
High 247.27 247.11 -0.16 -0.1% 247.52
Low 246.40 246.30 -0.10 0.0% 244.95
Close 246.87 246.58 -0.29 -0.1% 246.58
Range 0.87 0.81 -0.06 -6.9% 2.57
ATR 1.59 1.54 -0.06 -3.5% 0.00
Volume 58,034,700 63,832,800 5,798,100 10.0% 271,183,004
Daily Pivots for day following 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 249.09 248.65 247.03
R3 248.28 247.84 246.80
R2 247.47 247.47 246.73
R1 247.03 247.03 246.65 247.25
PP 246.66 246.66 246.66 246.78
S1 246.22 246.22 246.51 246.44
S2 245.85 245.85 246.43
S3 245.04 245.41 246.36
S4 244.23 244.60 246.13
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 254.06 252.89 247.99
R3 251.49 250.32 247.29
R2 248.92 248.92 247.05
R1 247.75 247.75 246.82 247.05
PP 246.35 246.35 246.35 246.00
S1 245.18 245.18 246.34 244.48
S2 243.78 243.78 246.11
S3 241.21 242.61 245.87
S4 238.64 240.04 245.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 248.33 244.95 3.38 1.4% 1.19 0.5% 48% False False 66,637,980
10 248.33 242.93 5.40 2.2% 1.39 0.6% 68% False False 65,513,910
20 248.33 241.83 6.50 2.6% 1.47 0.6% 73% False False 70,502,630
40 248.91 241.83 7.08 2.9% 1.29 0.5% 67% False False 63,735,300
60 248.91 239.96 8.95 3.6% 1.34 0.5% 74% False False 63,268,363
80 248.91 235.43 13.48 5.5% 1.33 0.5% 83% False False 66,454,977
100 248.91 233.18 15.73 6.4% 1.30 0.5% 85% False False 66,939,473
120 248.91 231.61 17.30 7.0% 1.39 0.6% 87% False False 69,882,957
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 250.55
2.618 249.23
1.618 248.42
1.000 247.92
0.618 247.61
HIGH 247.11
0.618 246.80
0.500 246.71
0.382 246.61
LOW 246.30
0.618 245.80
1.000 245.49
1.618 244.99
2.618 244.18
4.250 242.86
Fisher Pivots for day following 08-Sep-2017
Pivot 1 day 3 day
R1 246.71 246.76
PP 246.66 246.70
S1 246.62 246.64

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

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