SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 214.84 213.29 -1.55 -0.7% 218.70
High 215.15 214.70 -0.45 -0.2% 219.22
Low 212.50 212.50 0.00 0.0% 213.25
Close 213.23 213.15 -0.08 0.0% 213.28
Range 2.65 2.20 -0.45 -17.0% 5.97
ATR 1.99 2.01 0.01 0.7% 0.00
Volume 182,769,200 134,164,496 -48,604,704 -26.6% 428,948,592
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 220.05 218.80 214.36
R3 217.85 216.60 213.76
R2 215.65 215.65 213.55
R1 214.40 214.40 213.35 213.93
PP 213.45 213.45 213.45 213.21
S1 212.20 212.20 212.95 211.73
S2 211.25 211.25 212.75
S3 209.05 210.00 212.55
S4 206.85 207.80 211.94
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
5 218.94 212.31 6.63 3.1% 2.78 1.3% 13% False False 156,140,876
10 219.22 212.31 6.91 3.2% 2.03 1.0% 12% False False 117,636,858
20 219.60 212.31 7.29 3.4% 1.65 0.8% 12% False False 94,338,959
40 219.60 212.31 7.29 3.4% 1.45 0.7% 12% False False 78,852,904
60 219.60 198.65 20.95 9.8% 1.64 0.8% 69% False False 92,902,846
80 219.60 198.65 20.95 9.8% 1.61 0.8% 69% False False 91,883,534
100 219.60 198.65 20.95 9.8% 1.66 0.8% 69% False False 91,834,313
120 219.60 198.65 20.95 9.8% 1.68 0.8% 69% False False 91,427,881
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 224.05
2.618 220.46
1.618 218.26
1.000 216.90
0.618 216.06
HIGH 214.70
0.618 213.86
0.500 213.60
0.382 213.34
LOW 212.50
0.618 211.14
1.000 210.30
1.618 208.94
2.618 206.74
4.250 203.15
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 213.60 214.56
PP 213.45 214.09
S1 213.30 213.62

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

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