SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 194.56 195.38 0.82 0.4% 195.94
High 197.22 196.82 -0.40 -0.2% 199.47
Low 194.25 194.53 0.28 0.1% 194.25
Close 195.85 196.74 0.89 0.5% 196.74
Range 2.97 2.29 -0.68 -22.9% 5.22
ATR 4.03 3.91 -0.12 -3.1% 0.00
Volume 158,610,797 119,691,102 -38,919,695 -24.5% 543,675,001
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 202.90 202.11 198.00
R3 200.61 199.82 197.37
R2 198.32 198.32 197.16
R1 197.53 197.53 196.95 197.93
PP 196.03 196.03 196.03 196.23
S1 195.24 195.24 196.53 195.64
S2 193.74 193.74 196.32
S3 191.45 192.95 196.11
S4 189.16 190.66 195.48
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 212.48 209.83 199.61
R3 207.26 204.61 198.18
R2 202.04 202.04 197.70
R1 199.39 199.39 197.22 200.72
PP 196.82 196.82 196.82 197.48
S1 194.17 194.17 196.26 195.50
S2 191.60 191.60 195.78
S3 186.38 188.95 195.30
S4 181.16 183.73 193.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 199.47 191.61 7.86 4.0% 3.01 1.5% 65% False False 150,151,181
10 199.84 190.73 9.11 4.6% 2.93 1.5% 66% False False 164,282,642
20 210.68 182.40 28.28 14.4% 4.08 2.1% 51% False False 203,535,870
40 213.18 182.40 30.78 15.6% 2.91 1.5% 47% False False 153,616,991
60 213.34 182.40 30.94 15.7% 2.58 1.3% 46% False False 143,690,829
80 213.78 182.40 31.38 15.9% 2.34 1.2% 46% False False 133,252,764
100 213.78 182.40 31.38 15.9% 2.21 1.1% 46% False False 126,316,570
120 213.78 182.40 31.38 15.9% 2.13 1.1% 46% False False 122,543,612
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.85
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 206.55
2.618 202.82
1.618 200.53
1.000 199.11
0.618 198.24
HIGH 196.82
0.618 195.95
0.500 195.68
0.382 195.40
LOW 194.53
0.618 193.11
1.000 192.24
1.618 190.82
2.618 188.53
4.250 184.80
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 196.39 196.86
PP 196.03 196.82
S1 195.68 196.78

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

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