SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 198.82 200.02 1.20 0.6% 195.94
High 200.41 202.89 2.48 1.2% 199.47
Low 198.41 199.28 0.87 0.4% 194.25
Close 200.18 199.73 -0.45 -0.2% 196.74
Range 2.00 3.61 1.61 80.5% 5.22
ATR 3.57 3.57 0.00 0.1% 0.00
Volume 99,581,500 276,046,500 176,465,000 177.2% 543,675,001
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 211.46 209.21 201.72
R3 207.85 205.60 200.72
R2 204.24 204.24 200.39
R1 201.99 201.99 200.06 201.31
PP 200.63 200.63 200.63 200.30
S1 198.38 198.38 199.40 197.70
S2 197.02 197.02 199.07
S3 193.41 194.77 198.74
S4 189.80 191.16 197.74
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
5 202.89 194.53 8.36 4.2% 2.50 1.3% 62% True False 137,715,442
10 202.89 191.61 11.28 5.6% 2.84 1.4% 72% True False 147,172,982
20 208.29 182.40 25.89 13.0% 4.23 2.1% 67% False False 212,155,295
40 211.65 182.40 29.25 14.6% 3.07 1.5% 59% False False 159,686,403
60 213.18 182.40 30.78 15.4% 2.66 1.3% 56% False False 145,913,609
80 213.34 182.40 30.94 15.5% 2.39 1.2% 56% False False 136,321,790
100 213.78 182.40 31.38 15.7% 2.24 1.1% 55% False False 128,790,072
120 213.78 182.40 31.38 15.7% 2.15 1.1% 55% False False 123,039,888
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 218.23
2.618 212.34
1.618 208.73
1.000 206.50
0.618 205.12
HIGH 202.89
0.618 201.51
0.500 201.09
0.382 200.66
LOW 199.28
0.618 197.05
1.000 195.67
1.618 193.44
2.618 189.83
4.250 183.94
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 201.09 199.63
PP 200.63 199.53
S1 200.18 199.43

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

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