SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 214.05 215.83 1.78 0.8% 214.13
High 215.68 216.82 1.14 0.5% 217.53
Low 213.62 214.71 1.09 0.5% 213.03
Close 215.57 216.64 1.07 0.5% 215.99
Range 2.06 2.11 0.05 2.4% 4.50
ATR 2.00 2.01 0.01 0.4% 0.00
Volume 78,459,904 87,349,400 8,889,496 11.3% 410,324,112
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 222.39 221.62 217.80
R3 220.28 219.51 217.22
R2 218.17 218.17 217.03
R1 217.40 217.40 216.83 217.79
PP 216.06 216.06 216.06 216.25
S1 215.29 215.29 216.45 215.68
S2 213.95 213.95 216.25
S3 211.84 213.18 216.06
S4 209.73 211.07 215.48
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
5 217.53 213.62 3.91 1.8% 1.44 0.7% 77% False False 81,173,601
10 217.53 212.57 4.96 2.3% 1.70 0.8% 82% False False 96,685,362
20 219.22 212.31 6.91 3.2% 1.86 0.9% 63% False False 107,161,110
40 219.60 212.31 7.29 3.4% 1.52 0.7% 59% False False 85,301,167
60 219.60 207.06 12.54 5.8% 1.50 0.7% 76% False False 83,504,114
80 219.60 198.65 20.95 9.7% 1.64 0.8% 86% False False 94,463,728
100 219.60 198.65 20.95 9.7% 1.66 0.8% 86% False False 92,734,970
120 219.60 198.65 20.95 9.7% 1.66 0.8% 86% False False 91,863,312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 225.79
2.618 222.34
1.618 220.23
1.000 218.93
0.618 218.12
HIGH 216.82
0.618 216.01
0.500 215.77
0.382 215.52
LOW 214.71
0.618 213.41
1.000 212.60
1.618 211.30
2.618 209.19
4.250 205.74
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 216.35 216.17
PP 216.06 215.69
S1 215.77 215.22

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

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