SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Sep-2018

Day Change Summary
	Previous	Current
	07-Sep-2018	10-Sep-2018	Change	Change %	Previous Week
Open	286.98	288.74	1.76	0.6%	289.84
High	288.70	289.04	0.34	0.1%	290.21
Low	286.71	287.88	1.17	0.4%	286.71
Close	287.60	288.10	0.50	0.2%	287.60
Range	1.99	1.16	-0.83	-41.7%	3.50
ATR	1.94	1.90	-0.04	-1.8%	0.00
Volume	73,524,800	50,210,900	-23,313,900	-31.7%	269,481,300

Daily Pivots for day following 10-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	291.82	291.12	288.74
R3	290.66	289.96	288.42
R2	289.50	289.50	288.31
R1	288.80	288.80	288.21	288.57
PP	288.34	288.34	288.34	288.23
S1	287.64	287.64	287.99	287.41
S2	287.18	287.18	287.89
S3	286.02	286.48	287.78
S4	284.86	285.32	287.46

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	298.67	296.64	289.53
R3	295.17	293.14	288.56
R2	291.67	291.67	288.24
R1	289.64	289.64	287.92	288.91
PP	288.17	288.17	288.17	287.81
S1	286.14	286.14	287.28	285.41
S2	284.67	284.67	286.96
S3	281.17	282.64	286.64
S4	277.67	279.14	285.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	290.21	286.71	3.50	1.2%	1.78	0.6%	40%	False	False	63,938,440
10	291.74	286.71	5.03	1.7%	1.63	0.6%	28%	False	False	61,256,370
20	291.74	280.16	11.58	4.0%	1.65	0.6%	69%	False	False	60,970,750
40	291.74	278.41	13.33	4.6%	1.69	0.6%	73%	False	False	59,450,052
60	291.74	268.49	23.25	8.1%	1.88	0.7%	84%	False	False	63,882,248
80	291.74	267.76	23.98	8.3%	1.88	0.7%	85%	False	False	65,050,753
100	291.74	259.05	32.69	11.3%	2.08	0.7%	89%	False	False	67,692,018
120	291.74	254.67	37.07	12.9%	2.49	0.9%	90%	False	False	75,470,632

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	293.97
2.618	292.08
1.618	290.92
1.000	290.20
0.618	289.76
HIGH	289.04
0.618	288.60
0.500	288.46
0.382	288.32
LOW	287.88
0.618	287.16
1.000	286.72
1.618	286.00
2.618	284.84
4.250	282.95

Fisher Pivots for day following 10-Sep-2018
Pivot	1 day	3 day
R1	288.46	288.10
PP	288.34	288.10
S1	288.22	288.10

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