SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 198.11 193.12 -4.99 -2.5% 187.49
High 199.13 194.77 -4.36 -2.2% 199.84
Low 197.01 190.73 -6.28 -3.2% 182.40
Close 197.67 191.77 -5.90 -3.0% 199.28
Range 2.12 4.04 1.92 90.6% 17.44
ATR 3.84 4.06 0.22 5.8% 0.00
Volume 163,298,797 256,000,313 92,701,516 56.8% 1,650,891,485
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 204.54 202.20 193.99
R3 200.50 198.16 192.88
R2 196.46 196.46 192.51
R1 194.12 194.12 192.14 193.27
PP 192.42 192.42 192.42 192.00
S1 190.08 190.08 191.40 189.23
S2 188.38 188.38 191.03
S3 184.34 186.04 190.66
S4 180.30 182.00 189.55
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 246.16 240.16 208.87
R3 228.72 222.72 204.08
R2 211.28 211.28 202.48
R1 205.28 205.28 200.88 208.28
PP 193.84 193.84 193.84 195.34
S1 187.84 187.84 197.68 190.84
S2 176.40 176.40 196.08
S3 158.96 170.40 194.48
S4 141.52 152.96 189.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 199.84 188.37 11.47 6.0% 3.74 2.0% 30% False False 238,622,800
10 210.01 182.40 27.61 14.4% 5.58 2.9% 34% False False 278,405,268
20 211.31 182.40 28.91 15.1% 3.73 1.9% 32% False False 189,756,924
40 213.18 182.40 30.78 16.1% 2.69 1.4% 30% False False 147,788,319
60 213.34 182.40 30.94 16.1% 2.42 1.3% 30% False False 139,088,247
80 213.78 182.40 31.38 16.4% 2.19 1.1% 30% False False 127,578,998
100 213.78 182.40 31.38 16.4% 2.10 1.1% 30% False False 122,424,068
120 213.78 182.40 31.38 16.4% 2.09 1.1% 30% False False 121,928,052
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 1.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 211.94
2.618 205.35
1.618 201.31
1.000 198.81
0.618 197.27
HIGH 194.77
0.618 193.23
0.500 192.75
0.382 192.27
LOW 190.73
0.618 188.23
1.000 186.69
1.618 184.19
2.618 180.15
4.250 173.56
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 192.75 195.29
PP 192.42 194.11
S1 192.10 192.94

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

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