SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 188.27 190.37 2.10 1.1% 196.44
High 189.74 191.83 2.09 1.1% 197.68
Low 186.93 189.44 2.51 1.3% 190.56
Close 188.12 191.63 3.51 1.9% 192.85
Range 2.81 2.39 -0.42 -14.9% 7.12
ATR 3.49 3.51 0.02 0.4% 0.00
Volume 159,045,516 163,452,000 4,406,484 2.8% 666,841,094
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 198.14 197.27 192.94
R3 195.75 194.88 192.29
R2 193.36 193.36 192.07
R1 192.49 192.49 191.85 192.93
PP 190.97 190.97 190.97 191.18
S1 190.10 190.10 191.41 190.54
S2 188.58 188.58 191.19
S3 186.19 187.71 190.97
S4 183.80 185.32 190.32
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
5 195.00 186.93 8.07 4.2% 3.11 1.6% 58% False False 163,089,362
10 202.89 186.93 15.96 8.3% 2.90 1.5% 29% False False 166,755,831
20 202.89 186.93 15.96 8.3% 2.84 1.5% 29% False False 151,175,546
40 211.31 182.40 28.91 15.1% 3.29 1.7% 32% False False 170,466,235
60 213.18 182.40 30.78 16.1% 2.74 1.4% 30% False False 148,917,395
80 213.34 182.40 30.94 16.1% 2.52 1.3% 30% False False 142,110,072
100 213.78 182.40 31.38 16.4% 2.32 1.2% 29% False False 132,298,307
120 213.78 182.40 31.38 16.4% 2.22 1.2% 29% False False 127,215,981
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 0.79
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 201.99
2.618 198.09
1.618 195.70
1.000 194.22
0.618 193.31
HIGH 191.83
0.618 190.92
0.500 190.64
0.382 190.35
LOW 189.44
0.618 187.96
1.000 187.05
1.618 185.57
2.618 183.18
4.250 179.28
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 191.30 190.89
PP 190.97 190.16
S1 190.64 189.42

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

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