SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 196.44 193.88 -2.56 -1.3% 196.95
High 197.68 194.46 -3.22 -1.6% 202.89
Low 195.21 192.56 -2.65 -1.4% 194.96
Close 196.46 193.91 -2.55 -1.3% 195.45
Range 2.47 1.90 -0.57 -23.1% 7.93
ATR 3.57 3.60 0.02 0.7% 0.00
Volume 105,726,195 153,890,797 48,164,602 45.6% 792,543,515
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 199.34 198.53 194.96
R3 197.44 196.63 194.43
R2 195.54 195.54 194.26
R1 194.73 194.73 194.08 195.14
PP 193.64 193.64 193.64 193.85
S1 192.83 192.83 193.74 193.24
S2 191.74 191.74 193.56
S3 189.84 190.93 193.39
S4 187.94 189.03 192.87
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
5 202.89 192.56 10.33 5.3% 2.74 1.4% 13% False True 171,780,479
10 202.89 192.56 10.33 5.3% 2.87 1.5% 13% False True 147,980,990
20 202.89 186.92 15.97 8.2% 3.34 1.7% 44% False False 183,911,020
40 211.45 182.40 29.05 15.0% 3.12 1.6% 40% False False 163,252,638
60 213.18 182.40 30.78 15.9% 2.71 1.4% 37% False False 149,075,026
80 213.34 182.40 30.94 16.0% 2.43 1.3% 37% False False 138,698,871
100 213.78 182.40 31.38 16.2% 2.26 1.2% 37% False False 129,884,285
120 213.78 182.40 31.38 16.2% 2.17 1.1% 37% False False 124,065,072
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.57
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 202.54
2.618 199.43
1.618 197.53
1.000 196.36
0.618 195.63
HIGH 194.46
0.618 193.73
0.500 193.51
0.382 193.29
LOW 192.56
0.618 191.39
1.000 190.66
1.618 189.49
2.618 187.59
4.250 184.49
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 193.78 195.62
PP 193.64 195.05
S1 193.51 194.48

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

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