SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 196.61 198.82 2.21 1.1% 195.94
High 198.99 200.41 1.42 0.7% 199.47
Low 195.96 198.41 2.45 1.3% 194.25
Close 198.46 200.18 1.72 0.9% 196.74
Range 3.03 2.00 -1.03 -34.0% 5.22
ATR 3.69 3.57 -0.12 -3.3% 0.00
Volume 113,806,203 99,581,500 -14,224,703 -12.5% 543,675,001
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 205.67 204.92 201.28
R3 203.67 202.92 200.73
R2 201.67 201.67 200.55
R1 200.92 200.92 200.36 201.30
PP 199.67 199.67 199.67 199.85
S1 198.92 198.92 200.00 199.30
S2 197.67 197.67 199.81
S3 195.67 196.92 199.63
S4 193.67 194.92 199.08
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
5 200.41 194.25 6.16 3.1% 2.37 1.2% 96% True False 114,228,301
10 200.41 191.61 8.80 4.4% 2.78 1.4% 97% True False 135,595,262
20 210.01 182.40 27.61 13.8% 4.18 2.1% 64% False False 207,000,265
40 211.77 182.40 29.37 14.7% 3.00 1.5% 61% False False 155,001,938
60 213.18 182.40 30.78 15.4% 2.61 1.3% 58% False False 142,454,114
80 213.34 182.40 30.94 15.5% 2.38 1.2% 57% False False 134,425,067
100 213.78 182.40 31.38 15.7% 2.23 1.1% 57% False False 126,823,188
120 213.78 182.40 31.38 15.7% 2.13 1.1% 57% False False 121,730,658
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 208.91
2.618 205.65
1.618 203.65
1.000 202.41
0.618 201.65
HIGH 200.41
0.618 199.65
0.500 199.41
0.382 199.17
LOW 198.41
0.618 197.17
1.000 196.41
1.618 195.17
2.618 193.17
4.250 189.91
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 199.92 199.43
PP 199.67 198.67
S1 199.41 197.92

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

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