SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Sep-2017
Day Change Summary
Previous Current
31-Aug-2017 01-Sep-2017 Change Change % Previous Week
Open 246.72 247.92 1.20 0.5% 245.17
High 247.77 248.33 0.56 0.2% 248.33
Low 246.05 247.67 1.62 0.7% 242.93
Close 247.49 247.84 0.35 0.1% 247.84
Range 1.72 0.66 -1.06 -61.6% 5.40
ATR 1.65 1.59 -0.06 -3.5% 0.00
Volume 103,803,800 62,006,900 -41,796,900 -40.3% 319,510,200
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 249.93 249.54 248.20
R3 249.27 248.88 248.02
R2 248.61 248.61 247.96
R1 248.22 248.22 247.90 248.09
PP 247.95 247.95 247.95 247.88
S1 247.56 247.56 247.78 247.43
S2 247.29 247.29 247.72
S3 246.63 246.90 247.66
S4 245.97 246.24 247.48
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 262.57 260.60 250.81
R3 257.17 255.20 249.33
R2 251.77 251.77 248.83
R1 249.80 249.80 248.34 250.79
PP 246.37 246.37 246.37 246.86
S1 244.40 244.40 247.35 245.39
S2 240.97 240.97 246.85
S3 235.57 239.00 246.36
S4 230.17 233.60 244.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 248.33 242.93 5.40 2.2% 1.48 0.6% 91% True False 63,902,040
10 248.33 241.83 6.50 2.6% 1.44 0.6% 92% True False 61,351,130
20 248.91 241.83 7.08 2.9% 1.54 0.6% 85% False False 70,784,795
40 248.91 240.85 8.06 3.3% 1.27 0.5% 87% False False 61,608,220
60 248.91 239.96 8.95 3.6% 1.36 0.5% 88% False False 64,699,206
80 248.91 235.43 13.48 5.4% 1.32 0.5% 92% False False 65,933,084
100 248.91 232.51 16.40 6.6% 1.31 0.5% 93% False False 67,491,401
120 248.91 231.61 17.30 7.0% 1.39 0.6% 94% False False 70,256,137
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 251.14
2.618 250.06
1.618 249.40
1.000 248.99
0.618 248.74
HIGH 248.33
0.618 248.08
0.500 248.00
0.382 247.92
LOW 247.67
0.618 247.26
1.000 247.01
1.618 246.60
2.618 245.94
4.250 244.87
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 248.00 247.39
PP 247.95 246.93
S1 247.89 246.48

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

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