SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 194.11 192.15 -1.96 -1.0% 196.95
High 194.67 193.45 -1.22 -0.6% 202.89
Low 192.91 190.56 -2.35 -1.2% 194.96
Close 193.60 192.90 -0.70 -0.4% 195.45
Range 1.76 2.89 1.13 64.2% 7.93
ATR 3.47 3.44 -0.03 -0.9% 0.00
Volume 92,790,602 159,378,797 66,588,195 71.8% 792,543,515
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 200.97 199.83 194.49
R3 198.08 196.94 193.69
R2 195.19 195.19 193.43
R1 194.05 194.05 193.16 194.62
PP 192.30 192.30 192.30 192.59
S1 191.16 191.16 192.64 191.73
S2 189.41 189.41 192.37
S3 186.52 188.27 192.11
S4 183.63 185.38 191.31
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
5 198.68 190.56 8.12 4.2% 2.55 1.3% 29% False True 147,088,759
10 202.89 190.56 12.33 6.4% 2.53 1.3% 19% False True 142,402,100
20 202.89 190.56 12.33 6.4% 2.82 1.5% 19% False True 161,065,007
40 211.45 182.40 29.05 15.1% 3.13 1.6% 36% False False 163,823,472
60 213.18 182.40 30.78 16.0% 2.68 1.4% 34% False False 146,852,076
80 213.34 182.40 30.94 16.0% 2.45 1.3% 34% False False 139,540,117
100 213.78 182.40 31.38 16.3% 2.28 1.2% 33% False False 130,662,710
120 213.78 182.40 31.38 16.3% 2.17 1.1% 33% False False 124,489,247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.71
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 205.73
2.618 201.02
1.618 198.13
1.000 196.34
0.618 195.24
HIGH 193.45
0.618 192.35
0.500 192.01
0.382 191.66
LOW 190.56
0.618 188.77
1.000 187.67
1.618 185.88
2.618 182.99
4.250 178.28
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 192.60 192.81
PP 192.30 192.71
S1 192.01 192.62

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

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