SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 214.41 214.24 -0.17 -0.1% 212.39
High 214.59 216.03 1.44 0.7% 216.81
Low 213.38 213.44 0.06 0.0% 212.31
Close 213.42 215.82 2.40 1.1% 213.37
Range 1.21 2.59 1.38 114.0% 4.50
ATR 2.04 2.08 0.04 2.0% 0.00
Volume 69,649,904 110,238,304 40,588,400 58.3% 785,921,696
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 222.87 221.93 217.24
R3 220.28 219.34 216.53
R2 217.69 217.69 216.29
R1 216.75 216.75 216.06 217.22
PP 215.10 215.10 215.10 215.33
S1 214.16 214.16 215.58 214.63
S2 212.51 212.51 215.35
S3 209.92 211.57 215.11
S4 207.33 208.98 214.40
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 227.66 225.02 215.85
R3 223.16 220.52 214.61
R2 218.66 218.66 214.20
R1 216.02 216.02 213.78 217.34
PP 214.16 214.16 214.16 214.83
S1 211.52 211.52 212.96 212.84
S2 209.66 209.66 212.55
S3 205.16 207.02 212.13
S4 200.66 202.52 210.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 216.03 212.57 3.46 1.6% 1.95 0.9% 94% True False 112,197,123
10 218.94 212.31 6.63 3.1% 2.37 1.1% 53% False False 134,169,000
20 219.22 212.31 6.91 3.2% 1.90 0.9% 51% False False 106,471,535
40 219.60 212.31 7.29 3.4% 1.54 0.7% 48% False False 85,010,607
60 219.60 201.12 18.48 8.6% 1.55 0.7% 80% False False 88,032,844
80 219.60 198.65 20.95 9.7% 1.65 0.8% 82% False False 94,509,182
100 219.60 198.65 20.95 9.7% 1.67 0.8% 82% False False 92,854,168
120 219.60 198.65 20.95 9.7% 1.69 0.8% 82% False False 92,346,897
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 227.04
2.618 222.81
1.618 220.22
1.000 218.62
0.618 217.63
HIGH 216.03
0.618 215.04
0.500 214.74
0.382 214.43
LOW 213.44
0.618 211.84
1.000 210.85
1.618 209.25
2.618 206.66
4.250 202.43
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 215.46 215.39
PP 215.10 214.96
S1 214.74 214.53

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.