SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Sep-2019
Day Change Summary
Previous Current
27-Sep-2019 30-Sep-2019 Change Change % Previous Week
Open 297.83 295.97 -1.86 -0.6% 297.55
High 297.95 297.55 -0.40 -0.1% 299.84
Low 293.69 295.92 2.23 0.8% 293.69
Close 295.40 296.77 1.37 0.5% 295.40
Range 4.26 1.63 -2.63 -61.7% 6.15
ATR 3.18 3.11 -0.07 -2.3% 0.00
Volume 84,781,104 52,562,700 -32,218,404 -38.0% 361,846,208
Daily Pivots for day following 30-Sep-2019
Classic Woodie Camarilla DeMark
R4 301.64 300.83 297.67
R3 300.01 299.20 297.22
R2 298.38 298.38 297.07
R1 297.57 297.57 296.92 297.98
PP 296.75 296.75 296.75 296.95
S1 295.94 295.94 296.62 296.35
S2 295.12 295.12 296.47
S3 293.49 294.31 296.32
S4 291.86 292.68 295.87
Weekly Pivots for week ending 27-Sep-2019
Classic Woodie Camarilla DeMark
R4 314.76 311.23 298.78
R3 308.61 305.08 297.09
R2 302.46 302.46 296.53
R1 298.93 298.93 295.96 297.62
PP 296.31 296.31 296.31 295.66
S1 292.78 292.78 294.84 291.47
S2 290.16 290.16 294.27
S3 284.01 286.63 293.71
S4 277.86 280.48 292.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 299.84 293.69 6.15 2.1% 3.42 1.2% 50% False False 73,373,521
10 302.63 293.69 8.94 3.0% 2.83 1.0% 34% False False 70,706,041
20 302.63 289.27 13.36 4.5% 2.53 0.9% 56% False False 66,373,496
40 302.63 281.72 20.91 7.0% 3.43 1.2% 72% False False 77,751,710
60 302.63 281.72 20.91 7.0% 3.07 1.0% 72% False False 71,197,785
80 302.63 281.72 20.91 7.0% 2.81 0.9% 72% False False 69,140,377
100 302.63 273.09 29.54 10.0% 2.88 1.0% 80% False False 71,492,285
120 302.63 273.09 29.54 10.0% 2.78 0.9% 80% False False 70,682,625
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 304.48
2.618 301.82
1.618 300.19
1.000 299.18
0.618 298.56
HIGH 297.55
0.618 296.93
0.500 296.74
0.382 296.54
LOW 295.92
0.618 294.91
1.000 294.29
1.618 293.28
2.618 291.65
4.250 288.99
Fisher Pivots for day following 30-Sep-2019
Pivot 1 day 3 day
R1 296.76 296.45
PP 296.75 296.14
S1 296.74 295.82

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

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