SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Sep-2017
Day Change Summary
Previous Current
12-Sep-2017 13-Sep-2017 Change Change % Previous Week
Open 249.63 249.72 0.09 0.0% 247.26
High 250.09 250.21 0.12 0.0% 247.52
Low 249.42 249.59 0.17 0.1% 244.95
Close 250.05 250.17 0.12 0.0% 246.58
Range 0.67 0.62 -0.05 -7.5% 2.57
ATR 1.57 1.50 -0.07 -4.3% 0.00
Volume 56,896,000 59,228,000 2,332,000 4.1% 271,183,004
Daily Pivots for day following 13-Sep-2017
Classic Woodie Camarilla DeMark
R4 251.85 251.63 250.51
R3 251.23 251.01 250.34
R2 250.61 250.61 250.28
R1 250.39 250.39 250.23 250.50
PP 249.99 249.99 249.99 250.05
S1 249.77 249.77 250.11 249.88
S2 249.37 249.37 250.06
S3 248.75 249.15 250.00
S4 248.13 248.53 249.83
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
5 250.21 246.30 3.91 1.6% 0.85 0.3% 99% True False 61,871,260
10 250.21 244.62 5.59 2.2% 1.20 0.5% 99% True False 68,651,330
20 250.21 241.83 8.38 3.3% 1.44 0.6% 100% True False 69,706,845
40 250.21 241.83 8.38 3.3% 1.27 0.5% 100% True False 65,009,095
60 250.21 239.96 10.25 4.1% 1.31 0.5% 100% True False 62,790,816
80 250.21 238.82 11.39 4.6% 1.27 0.5% 100% True False 63,870,675
100 250.21 234.56 15.65 6.3% 1.28 0.5% 100% True False 66,097,744
120 250.21 231.61 18.60 7.4% 1.35 0.5% 100% True False 68,697,125
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 252.85
2.618 251.83
1.618 251.21
1.000 250.83
0.618 250.59
HIGH 250.21
0.618 249.97
0.500 249.90
0.382 249.83
LOW 249.59
0.618 249.21
1.000 248.97
1.618 248.59
2.618 247.97
4.250 246.96
Fisher Pivots for day following 13-Sep-2017
Pivot 1 day 3 day
R1 250.08 249.82
PP 249.99 249.47
S1 249.90 249.12

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

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