SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 194.64 191.78 -2.86 -1.5% 196.44
High 195.00 191.91 -3.09 -1.6% 197.68
Low 191.81 187.64 -4.17 -2.2% 190.56
Close 192.85 188.01 -4.84 -2.5% 192.85
Range 3.19 4.27 1.08 33.9% 7.12
ATR 3.42 3.55 0.13 3.7% 0.00
Volume 155,054,703 178,515,797 23,461,094 15.1% 666,841,094
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 202.00 199.27 190.36
R3 197.73 195.00 189.18
R2 193.46 193.46 188.79
R1 190.73 190.73 188.40 189.96
PP 189.19 189.19 189.19 188.80
S1 186.46 186.46 187.62 185.69
S2 184.92 184.92 187.23
S3 180.65 182.19 186.84
S4 176.38 177.92 185.66
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 215.06 211.07 196.77
R3 207.94 203.95 194.81
R2 200.82 200.82 194.16
R1 196.83 196.83 193.50 195.27
PP 193.70 193.70 193.70 192.91
S1 189.71 189.71 192.20 188.15
S2 186.58 186.58 191.54
S3 179.46 182.59 190.89
S4 172.34 175.47 188.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 195.00 187.64 7.36 3.9% 2.80 1.5% 5% False True 147,926,139
10 202.89 187.64 15.25 8.1% 2.88 1.5% 2% False True 155,844,850
20 202.89 187.64 15.25 8.1% 2.89 1.5% 2% False True 156,015,626
40 211.31 182.40 28.91 15.4% 3.24 1.7% 19% False False 167,298,457
60 213.18 182.40 30.78 16.4% 2.76 1.5% 18% False False 148,405,695
80 213.34 182.40 30.94 16.5% 2.50 1.3% 18% False False 140,713,452
100 213.78 182.40 31.38 16.7% 2.30 1.2% 18% False False 131,514,553
120 213.78 182.40 31.38 16.7% 2.21 1.2% 18% False False 125,847,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 210.06
2.618 203.09
1.618 198.82
1.000 196.18
0.618 194.55
HIGH 191.91
0.618 190.28
0.500 189.78
0.382 189.27
LOW 187.64
0.618 185.00
1.000 183.37
1.618 180.73
2.618 176.46
4.250 169.49
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 189.78 191.32
PP 189.19 190.22
S1 188.60 189.11

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

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