SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 195.71 196.44 0.73 0.4% 196.95
High 198.68 197.68 -1.00 -0.5% 202.89
Low 194.96 195.21 0.25 0.1% 194.96
Close 195.45 196.46 1.01 0.5% 195.45
Range 3.72 2.47 -1.25 -33.6% 7.93
ATR 3.66 3.57 -0.08 -2.3% 0.00
Volume 223,657,406 105,726,195 -117,931,211 -52.7% 792,543,515
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 203.86 202.63 197.82
R3 201.39 200.16 197.14
R2 198.92 198.92 196.91
R1 197.69 197.69 196.69 198.31
PP 196.45 196.45 196.45 196.76
S1 195.22 195.22 196.23 195.84
S2 193.98 193.98 196.01
S3 191.51 192.75 195.78
S4 189.04 190.28 195.10
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 221.56 216.43 199.81
R3 213.63 208.50 197.63
R2 205.70 205.70 196.90
R1 200.57 200.57 196.18 199.17
PP 197.77 197.77 197.77 197.07
S1 192.64 192.64 194.72 191.24
S2 189.84 189.84 194.00
S3 181.91 184.71 193.27
S4 173.98 176.78 191.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 202.89 194.96 7.93 4.0% 2.97 1.5% 19% False False 163,763,560
10 202.89 194.25 8.64 4.4% 2.92 1.5% 26% False False 144,194,471
20 202.89 182.40 20.49 10.4% 4.00 2.0% 69% False False 201,578,666
40 211.45 182.40 29.05 14.8% 3.11 1.6% 48% False False 162,714,393
60 213.18 182.40 30.78 15.7% 2.71 1.4% 46% False False 148,246,426
80 213.34 182.40 30.94 15.7% 2.43 1.2% 45% False False 138,336,731
100 213.78 182.40 31.38 16.0% 2.27 1.2% 45% False False 129,958,425
120 213.78 182.40 31.38 16.0% 2.17 1.1% 45% False False 123,926,843
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 208.18
2.618 204.15
1.618 201.68
1.000 200.15
0.618 199.21
HIGH 197.68
0.618 196.74
0.500 196.45
0.382 196.15
LOW 195.21
0.618 193.68
1.000 192.74
1.618 191.21
2.618 188.74
4.250 184.71
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 196.46 198.93
PP 196.45 198.10
S1 196.45 197.28

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

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