SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 193.88 194.11 0.23 0.1% 196.95
High 194.46 194.67 0.21 0.1% 202.89
Low 192.56 192.91 0.35 0.2% 194.96
Close 193.91 193.60 -0.31 -0.2% 195.45
Range 1.90 1.76 -0.14 -7.4% 7.93
ATR 3.60 3.47 -0.13 -3.6% 0.00
Volume 153,890,797 92,790,602 -61,100,195 -39.7% 792,543,515
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 199.01 198.06 194.57
R3 197.25 196.30 194.08
R2 195.49 195.49 193.92
R1 194.54 194.54 193.76 194.14
PP 193.73 193.73 193.73 193.52
S1 192.78 192.78 193.44 192.38
S2 191.97 191.97 193.28
S3 190.21 191.02 193.12
S4 188.45 189.26 192.63
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% 2.69 1.4% 10% False False 170,422,300
10 202.89 192.56 10.33 5.3% 2.53 1.3% 10% False False 142,325,300
20 202.89 188.37 14.52 7.5% 3.00 1.5% 36% False False 170,058,906
40 211.45 182.40 29.05 15.0% 3.10 1.6% 39% False False 162,483,783
60 213.18 182.40 30.78 15.9% 2.67 1.4% 36% False False 147,244,515
80 213.34 182.40 30.94 16.0% 2.43 1.3% 36% False False 138,692,019
100 213.78 182.40 31.38 16.2% 2.26 1.2% 36% False False 129,778,194
120 213.78 182.40 31.38 16.2% 2.17 1.1% 36% False False 124,114,157
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 202.15
2.618 199.28
1.618 197.52
1.000 196.43
0.618 195.76
HIGH 194.67
0.618 194.00
0.500 193.79
0.382 193.58
LOW 192.91
0.618 191.82
1.000 191.15
1.618 190.06
2.618 188.30
4.250 185.43
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 193.79 195.12
PP 193.73 194.61
S1 193.66 194.11

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

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