SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Sep-2017

Day Change Summary
	Previous	Current
	14-Sep-2017	15-Sep-2017	Change	Change %	Previous Week
Open	249.80	248.69	-1.11	-0.4%	248.04
High	250.32	249.29	-1.03	-0.4%	250.32
Low	249.60	248.57	-1.03	-0.4%	248.02
Close	250.09	249.19	-0.90	-0.4%	249.19
Range	0.72	0.72	0.00	0.0%	2.30
ATR	1.44	1.45	0.01	0.4%	0.00
Volume	95,446,304	95,432,304	-14,000	0.0%	378,367,408

Daily Pivots for day following 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	251.18	250.90	249.59
R3	250.46	250.18	249.39
R2	249.74	249.74	249.32
R1	249.46	249.46	249.26	249.60
PP	249.02	249.02	249.02	249.09
S1	248.74	248.74	249.12	248.88
S2	248.30	248.30	249.06
S3	247.58	248.02	248.99
S4	246.86	247.30	248.79

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	256.08	254.93	250.46
R3	253.78	252.63	249.82
R2	251.48	251.48	249.61
R1	250.33	250.33	249.40	250.91
PP	249.18	249.18	249.18	249.46
S1	248.03	248.03	248.98	248.61
S2	246.88	246.88	248.77
S3	244.58	245.73	248.56
S4	242.28	243.43	247.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	250.32	248.02	2.30	0.9%	0.80	0.3%	51%	False	False	75,673,481
10	250.32	244.95	5.37	2.2%	1.00	0.4%	79%	False	False	71,155,731
20	250.32	241.83	8.49	3.4%	1.28	0.5%	87%	False	False	69,990,480
40	250.32	241.83	8.49	3.4%	1.26	0.5%	87%	False	False	67,326,828
60	250.32	239.96	10.36	4.2%	1.30	0.5%	89%	False	False	64,090,730
80	250.32	239.93	10.39	4.2%	1.27	0.5%	89%	False	False	64,889,755
100	250.32	235.43	14.89	6.0%	1.25	0.5%	92%	False	False	66,047,451
120	250.32	232.51	17.81	7.1%	1.32	0.5%	94%	False	False	68,621,454

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.19

Fibonacci Retracements and Extensions
4.250	252.35
2.618	251.17
1.618	250.45
1.000	250.01
0.618	249.73
HIGH	249.29
0.618	249.01
0.500	248.93
0.382	248.85
LOW	248.57
0.618	248.13
1.000	247.85
1.618	247.41
2.618	246.69
4.250	245.51

Fisher Pivots for day following 15-Sep-2017
Pivot	1 day	3 day
R1	249.10	249.45
PP	249.02	249.36
S1	248.93	249.28

Download as Excel Spreadsheet

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

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