SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Sep-2019
Day Change Summary
Previous Current
23-Sep-2019 24-Sep-2019 Change Change % Previous Week
Open 297.55 299.41 1.86 0.6% 299.84
High 299.00 299.84 0.84 0.3% 302.63
Low 297.27 294.81 -2.46 -0.8% 297.41
Close 298.21 295.87 -2.34 -0.8% 298.28
Range 1.73 5.03 3.30 190.8% 5.22
ATR 2.96 3.11 0.15 5.0% 0.00
Volume 47,541,300 97,367,504 49,826,204 104.8% 350,842,604
Daily Pivots for day following 24-Sep-2019
Classic Woodie Camarilla DeMark
R4 311.93 308.93 298.64
R3 306.90 303.90 297.25
R2 301.87 301.87 296.79
R1 298.87 298.87 296.33 297.86
PP 296.84 296.84 296.84 296.33
S1 293.84 293.84 295.41 292.83
S2 291.81 291.81 294.95
S3 286.78 288.81 294.49
S4 281.75 283.78 293.10
Weekly Pivots for week ending 20-Sep-2019
Classic Woodie Camarilla DeMark
R4 315.10 311.91 301.15
R3 309.88 306.69 299.72
R2 304.66 304.66 299.24
R1 301.47 301.47 298.76 300.46
PP 299.44 299.44 299.44 298.93
S1 296.25 296.25 297.80 295.24
S2 294.22 294.22 297.32
S3 289.00 291.03 296.84
S4 283.78 285.81 295.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 302.63 294.81 7.82 2.6% 2.98 1.0% 14% False True 78,931,181
10 302.63 294.81 7.82 2.6% 2.40 0.8% 14% False True 69,958,591
20 302.63 285.25 17.38 5.9% 2.58 0.9% 61% False False 65,352,285
40 302.63 281.72 20.91 7.1% 3.58 1.2% 68% False False 81,251,465
60 302.63 281.72 20.91 7.1% 3.01 1.0% 68% False False 70,592,583
80 302.63 273.09 29.54 10.0% 2.83 1.0% 77% False False 69,699,872
100 302.63 273.09 29.54 10.0% 2.91 1.0% 77% False False 72,797,681
120 302.63 273.09 29.54 10.0% 2.73 0.9% 77% False False 70,331,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 321.22
2.618 313.01
1.618 307.98
1.000 304.87
0.618 302.95
HIGH 299.84
0.618 297.92
0.500 297.33
0.382 296.73
LOW 294.81
0.618 291.70
1.000 289.78
1.618 286.67
2.618 281.64
4.250 273.43
Fisher Pivots for day following 24-Sep-2019
Pivot 1 day 3 day
R1 297.33 297.74
PP 296.84 297.12
S1 296.36 296.49

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

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