SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 194.62 196.26 1.64 0.8% 187.49
High 195.46 198.05 2.59 1.3% 199.84
Low 192.42 194.96 2.54 1.3% 182.40
Close 195.41 195.55 0.14 0.1% 199.28
Range 3.04 3.09 0.05 1.6% 17.44
ATR 4.03 3.96 -0.07 -1.7% 0.00
Volume 160,269,297 152,087,813 -8,181,484 -5.1% 1,650,891,485
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 205.46 203.59 197.25
R3 202.37 200.50 196.40
R2 199.28 199.28 196.12
R1 197.41 197.41 195.83 196.80
PP 196.19 196.19 196.19 195.88
S1 194.32 194.32 195.27 193.71
S2 193.10 193.10 194.98
S3 190.01 191.23 194.70
S4 186.92 188.14 193.85
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
5 199.84 190.73 9.11 4.7% 2.84 1.5% 53% False False 178,414,103
10 203.94 182.40 21.54 11.0% 5.49 2.8% 61% False False 272,913,598
20 210.68 182.40 28.28 14.5% 3.82 2.0% 46% False False 195,283,905
40 213.18 182.40 30.78 15.7% 2.72 1.4% 43% False False 147,893,923
60 213.34 182.40 30.94 15.8% 2.46 1.3% 43% False False 140,301,096
80 213.78 182.40 31.38 16.0% 2.22 1.1% 42% False False 129,040,518
100 213.78 182.40 31.38 16.0% 2.13 1.1% 42% False False 124,052,276
120 213.78 182.40 31.38 16.0% 2.09 1.1% 42% False False 122,043,444
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 1.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 211.18
2.618 206.14
1.618 203.05
1.000 201.14
0.618 199.96
HIGH 198.05
0.618 196.87
0.500 196.51
0.382 196.14
LOW 194.96
0.618 193.05
1.000 191.87
1.618 189.96
2.618 186.87
4.250 181.83
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 196.51 195.16
PP 196.19 194.78
S1 195.87 194.39

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

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