SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 195.38 196.95 1.57 0.8% 195.94
High 196.82 197.01 0.19 0.1% 199.47
Low 194.53 195.43 0.90 0.5% 194.25
Close 196.74 196.01 -0.73 -0.4% 196.74
Range 2.29 1.58 -0.71 -31.0% 5.22
ATR 3.91 3.74 -0.17 -4.3% 0.00
Volume 119,691,102 79,451,906 -40,239,196 -33.6% 543,675,001
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 200.89 200.03 196.88
R3 199.31 198.45 196.44
R2 197.73 197.73 196.30
R1 196.87 196.87 196.15 196.51
PP 196.15 196.15 196.15 195.97
S1 195.29 195.29 195.87 194.93
S2 194.57 194.57 195.72
S3 192.99 193.71 195.58
S4 191.41 192.13 195.14
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
5 199.47 194.25 5.22 2.7% 2.88 1.5% 34% False False 124,625,381
10 199.47 190.73 8.74 4.5% 2.89 1.5% 60% False False 156,186,403
20 210.68 182.40 28.28 14.4% 4.10 2.1% 48% False False 203,869,140
40 213.18 182.40 30.78 15.7% 2.93 1.5% 44% False False 153,377,541
60 213.18 182.40 30.78 15.7% 2.56 1.3% 44% False False 142,250,563
80 213.75 182.40 31.35 16.0% 2.34 1.2% 43% False False 133,285,194
100 213.78 182.40 31.38 16.0% 2.20 1.1% 43% False False 126,328,443
120 213.78 182.40 31.38 16.0% 2.13 1.1% 43% False False 122,557,334
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 True
Stretch 0.80
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 203.73
2.618 201.15
1.618 199.57
1.000 198.59
0.618 197.99
HIGH 197.01
0.618 196.41
0.500 196.22
0.382 196.03
LOW 195.43
0.618 194.45
1.000 193.85
1.618 192.87
2.618 191.29
4.250 188.72
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 196.22 195.92
PP 196.15 195.83
S1 196.08 195.74

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

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