SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 196.95 196.61 -0.34 -0.2% 195.94
High 197.01 198.99 1.98 1.0% 199.47
Low 195.43 195.96 0.53 0.3% 194.25
Close 196.01 198.46 2.45 1.2% 196.74
Range 1.58 3.03 1.45 91.8% 5.22
ATR 3.74 3.69 -0.05 -1.4% 0.00
Volume 79,451,906 113,806,203 34,354,297 43.2% 543,675,001
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 206.89 205.71 200.13
R3 203.86 202.68 199.29
R2 200.83 200.83 199.02
R1 199.65 199.65 198.74 200.24
PP 197.80 197.80 197.80 198.10
S1 196.62 196.62 198.18 197.21
S2 194.77 194.77 197.90
S3 191.74 193.59 197.63
S4 188.71 190.56 196.79
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 2.6% 3.00 1.5% 81% False False 124,181,501
10 199.47 190.73 8.74 4.4% 2.99 1.5% 88% False False 151,237,143
20 210.68 182.40 28.28 14.2% 4.13 2.1% 57% False False 205,605,820
40 212.74 182.40 30.34 15.3% 2.98 1.5% 53% False False 154,461,526
60 213.18 182.40 30.78 15.5% 2.59 1.3% 52% False False 141,972,689
80 213.54 182.40 31.14 15.7% 2.36 1.2% 52% False False 133,898,215
100 213.78 182.40 31.38 15.8% 2.21 1.1% 51% False False 126,440,646
120 213.78 182.40 31.38 15.8% 2.13 1.1% 51% False False 122,176,372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.76
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 211.87
2.618 206.92
1.618 203.89
1.000 202.02
0.618 200.86
HIGH 198.99
0.618 197.83
0.500 197.48
0.382 197.12
LOW 195.96
0.618 194.09
1.000 192.93
1.618 191.06
2.618 188.03
4.250 183.08
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 198.13 197.89
PP 197.80 197.33
S1 197.48 196.76

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

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