SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 212.39 214.84 2.45 1.2% 218.70
High 216.81 215.15 -1.66 -0.8% 219.22
Low 212.31 212.50 0.19 0.1% 213.25
Close 216.34 213.23 -3.11 -1.4% 213.28
Range 4.50 2.65 -1.85 -41.1% 5.97
ATR 1.85 1.99 0.14 7.7% 0.00
Volume 168,078,896 182,769,200 14,690,304 8.7% 428,948,592
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 221.58 220.05 214.69
R3 218.93 217.40 213.96
R2 216.28 216.28 213.72
R1 214.75 214.75 213.47 214.19
PP 213.63 213.63 213.63 213.35
S1 212.10 212.10 212.99 211.54
S2 210.98 210.98 212.74
S3 208.33 209.45 212.50
S4 205.68 206.80 211.77
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 233.16 229.19 216.56
R3 227.19 223.22 214.92
R2 221.22 221.22 214.37
R1 217.25 217.25 213.83 216.25
PP 215.25 215.25 215.25 214.75
S1 211.28 211.28 212.73 210.28
S2 209.28 209.28 212.19
S3 203.31 205.31 211.64
S4 197.34 199.34 210.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 219.22 212.31 6.91 3.2% 2.53 1.2% 13% False False 144,618,937
10 219.22 212.31 6.91 3.2% 1.93 0.9% 13% False False 110,031,858
20 219.60 212.31 7.29 3.4% 1.58 0.7% 13% False False 90,291,414
40 219.60 212.31 7.29 3.4% 1.41 0.7% 13% False False 76,857,434
60 219.60 198.65 20.95 9.8% 1.64 0.8% 70% False False 92,046,596
80 219.60 198.65 20.95 9.8% 1.60 0.7% 70% False False 91,518,857
100 219.60 198.65 20.95 9.8% 1.65 0.8% 70% False False 91,485,185
120 219.60 198.65 20.95 9.8% 1.68 0.8% 70% False False 91,012,851
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 226.41
2.618 222.09
1.618 219.44
1.000 217.80
0.618 216.79
HIGH 215.15
0.618 214.14
0.500 213.83
0.382 213.51
LOW 212.50
0.618 210.86
1.000 209.85
1.618 208.21
2.618 205.56
4.250 201.24
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 213.83 214.67
PP 213.63 214.19
S1 213.43 213.71

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

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