SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 215.02 214.05 -0.97 -0.5% 214.13
High 215.23 215.68 0.45 0.2% 217.53
Low 214.01 213.62 -0.39 -0.2% 213.03
Close 214.24 215.57 1.33 0.6% 215.99
Range 1.22 2.06 0.84 68.9% 4.50
ATR 2.00 2.00 0.00 0.2% 0.00
Volume 89,811,104 78,459,904 -11,351,200 -12.6% 410,324,112
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 221.14 220.41 216.70
R3 219.08 218.35 216.14
R2 217.02 217.02 215.95
R1 216.29 216.29 215.76 216.66
PP 214.96 214.96 214.96 215.14
S1 214.23 214.23 215.38 214.60
S2 212.90 212.90 215.19
S3 210.84 212.17 215.00
S4 208.78 210.11 214.44
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 229.02 227.00 218.47
R3 224.52 222.50 217.23
R2 220.02 220.02 216.82
R1 218.00 218.00 216.40 219.01
PP 215.52 215.52 215.52 216.02
S1 213.50 213.50 215.58 214.51
S2 211.02 211.02 215.17
S3 206.52 209.00 214.75
S4 202.02 204.50 213.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 217.53 213.44 4.09 1.9% 1.54 0.7% 52% False False 85,751,382
10 217.53 212.50 5.03 2.3% 1.71 0.8% 61% False False 101,366,872
20 219.22 212.31 6.91 3.2% 1.82 0.8% 47% False False 105,699,365
40 219.60 212.31 7.29 3.4% 1.52 0.7% 45% False False 85,424,817
60 219.60 207.06 12.54 5.8% 1.49 0.7% 68% False False 83,878,351
80 219.60 198.65 20.95 9.7% 1.63 0.8% 81% False False 94,182,948
100 219.60 198.65 20.95 9.7% 1.66 0.8% 81% False False 92,754,626
120 219.60 198.65 20.95 9.7% 1.66 0.8% 81% False False 91,927,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 224.44
2.618 221.07
1.618 219.01
1.000 217.74
0.618 216.95
HIGH 215.68
0.618 214.89
0.500 214.65
0.382 214.41
LOW 213.62
0.618 212.35
1.000 211.56
1.618 210.29
2.618 208.23
4.250 204.87
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 215.26 215.46
PP 214.96 215.36
S1 214.65 215.25

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

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