SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 215.83 216.40 0.57 0.3% 214.13
High 216.82 216.87 0.05 0.0% 217.53
Low 214.71 214.04 -0.67 -0.3% 213.03
Close 216.64 214.68 -1.96 -0.9% 215.99
Range 2.11 2.83 0.72 34.1% 4.50
ATR 2.01 2.07 0.06 2.9% 0.00
Volume 87,349,400 128,029,000 40,679,600 46.6% 410,324,112
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 223.69 222.01 216.24
R3 220.86 219.18 215.46
R2 218.03 218.03 215.20
R1 216.35 216.35 214.94 215.78
PP 215.20 215.20 215.20 214.91
S1 213.52 213.52 214.42 212.95
S2 212.37 212.37 214.16
S3 209.54 210.69 213.90
S4 206.71 207.86 213.12
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
5 216.88 213.62 3.26 1.5% 1.84 0.9% 33% False False 91,451,302
10 217.53 212.57 4.96 2.3% 1.68 0.8% 43% False False 94,919,812
20 219.22 212.31 6.91 3.2% 1.94 0.9% 34% False False 109,299,090
40 219.60 212.31 7.29 3.4% 1.56 0.7% 33% False False 87,152,052
60 219.60 208.63 10.97 5.1% 1.51 0.7% 55% False False 84,037,574
80 219.60 198.65 20.95 9.8% 1.67 0.8% 77% False False 95,301,910
100 219.60 198.65 20.95 9.8% 1.68 0.8% 77% False False 93,271,511
120 219.60 198.65 20.95 9.8% 1.66 0.8% 77% False False 92,232,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 228.90
2.618 224.28
1.618 221.45
1.000 219.70
0.618 218.62
HIGH 216.87
0.618 215.79
0.500 215.46
0.382 215.12
LOW 214.04
0.618 212.29
1.000 211.21
1.618 209.46
2.618 206.63
4.250 202.01
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 215.46 215.25
PP 215.20 215.06
S1 214.94 214.87

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

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