SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 216.40 215.65 -0.75 -0.3% 215.02
High 216.87 217.12 0.25 0.1% 217.12
Low 214.04 215.36 1.32 0.6% 213.62
Close 214.68 216.30 1.62 0.8% 216.30
Range 2.83 1.76 -1.07 -37.8% 3.50
ATR 2.07 2.10 0.03 1.3% 0.00
Volume 128,029,000 117,153,696 -10,875,304 -8.5% 500,803,104
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 221.54 220.68 217.27
R3 219.78 218.92 216.78
R2 218.02 218.02 216.62
R1 217.16 217.16 216.46 217.59
PP 216.26 216.26 216.26 216.48
S1 215.40 215.40 216.14 215.83
S2 214.50 214.50 215.98
S3 212.74 213.64 215.82
S4 210.98 211.88 215.33
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 226.18 224.74 218.23
R3 222.68 221.24 217.26
R2 219.18 219.18 216.94
R1 217.74 217.74 216.62 218.46
PP 215.68 215.68 215.68 216.04
S1 214.24 214.24 215.98 214.96
S2 212.18 212.18 215.66
S3 208.68 210.74 215.34
S4 205.18 207.24 214.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 217.12 213.62 3.50 1.6% 2.00 0.9% 77% True False 100,160,620
10 217.53 213.03 4.50 2.1% 1.75 0.8% 73% False False 91,112,721
20 219.22 212.31 6.91 3.2% 1.94 0.9% 58% False False 110,264,565
40 219.60 212.31 7.29 3.4% 1.54 0.7% 55% False False 88,916,257
60 219.60 210.78 8.82 4.1% 1.50 0.7% 63% False False 84,563,573
80 219.60 198.65 20.95 9.7% 1.68 0.8% 84% False False 95,939,195
100 219.60 198.65 20.95 9.7% 1.68 0.8% 84% False False 93,668,326
120 219.60 198.65 20.95 9.7% 1.66 0.8% 84% False False 92,247,267
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 0.46
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 224.60
2.618 221.73
1.618 219.97
1.000 218.88
0.618 218.21
HIGH 217.12
0.618 216.45
0.500 216.24
0.382 216.03
LOW 215.36
0.618 214.27
1.000 213.60
1.618 212.51
2.618 210.75
4.250 207.88
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 216.28 216.06
PP 216.26 215.82
S1 216.24 215.58

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

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