SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Sep-2017

Day Change Summary
	Previous	Current
	28-Sep-2017	29-Sep-2017	Change	Change %	Previous Week
Open	249.73	250.34	0.61	0.2%	249.15
High	250.44	251.32	0.88	0.4%	251.32
Low	249.63	250.13	0.50	0.2%	248.08
Close	250.35	251.23	0.88	0.4%	251.23
Range	0.81	1.19	0.38	46.9%	3.24
ATR	1.24	1.24	0.00	-0.3%	0.00
Volume	44,778,800	85,578,000	40,799,200	91.1%	322,504,400

Daily Pivots for day following 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	254.46	254.04	251.88
R3	253.27	252.85	251.56
R2	252.08	252.08	251.45
R1	251.66	251.66	251.34	251.87
PP	250.89	250.89	250.89	251.00
S1	250.47	250.47	251.12	250.68
S2	249.70	249.70	251.01
S3	248.51	249.28	250.90
S4	247.32	248.09	250.58

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	259.93	258.82	253.01
R3	256.69	255.58	252.12
R2	253.45	253.45	251.82
R1	252.34	252.34	251.53	252.90
PP	250.21	250.21	250.21	250.49
S1	249.10	249.10	250.93	249.66
S2	246.97	246.97	250.64
S3	243.73	245.86	250.34
S4	240.49	242.62	249.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	251.32	248.08	3.24	1.3%	1.20	0.5%	97%	True	False	64,500,880
10	251.32	248.08	3.24	1.3%	1.00	0.4%	97%	True	False	57,484,700
20	251.32	244.95	6.37	2.5%	1.00	0.4%	99%	True	False	64,320,215
40	251.32	241.83	9.49	3.8%	1.27	0.5%	99%	True	False	67,507,128
60	251.32	240.56	10.76	4.3%	1.20	0.5%	99%	True	False	62,444,973
80	251.32	239.96	11.36	4.5%	1.28	0.5%	99%	True	False	64,653,755
100	251.32	235.43	15.89	6.3%	1.25	0.5%	99%	True	False	65,533,380
120	251.32	232.51	18.81	7.5%	1.27	0.5%	100%	True	False	67,179,856

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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	256.38
2.618	254.44
1.618	253.25
1.000	252.51
0.618	252.06
HIGH	251.32
0.618	250.87
0.500	250.73
0.382	250.58
LOW	250.13
0.618	249.39
1.000	248.94
1.618	248.20
2.618	247.01
4.250	245.07

Fisher Pivots for day following 29-Sep-2017
Pivot	1 day	3 day
R1	251.06	250.85
PP	250.89	250.47
S1	250.73	250.10

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols