SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 247.92 247.26 -0.66 -0.3% 245.17
High 248.33 247.52 -0.81 -0.3% 248.33
Low 247.67 244.95 -2.72 -1.1% 242.93
Close 247.84 246.06 -1.78 -0.7% 247.84
Range 0.66 2.57 1.91 289.4% 5.40
ATR 1.59 1.68 0.09 5.9% 0.00
Volume 62,006,900 91,398,704 29,391,804 47.4% 319,510,200
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 253.89 252.54 247.47
R3 251.32 249.97 246.77
R2 248.75 248.75 246.53
R1 247.40 247.40 246.30 246.79
PP 246.18 246.18 246.18 245.87
S1 244.83 244.83 245.82 244.22
S2 243.61 243.61 245.59
S3 241.04 242.26 245.35
S4 238.47 239.69 244.65
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% 1.77 0.7% 58% False False 74,068,660
10 248.33 242.93 5.40 2.2% 1.56 0.6% 58% False False 63,944,030
20 248.91 241.83 7.08 2.9% 1.64 0.7% 60% False False 73,754,980
40 248.91 240.85 8.06 3.3% 1.31 0.5% 65% False False 62,976,607
60 248.91 239.96 8.95 3.6% 1.35 0.5% 68% False False 64,018,246
80 248.91 235.43 13.48 5.5% 1.33 0.5% 79% False False 66,296,090
100 248.91 232.51 16.40 6.7% 1.33 0.5% 83% False False 67,586,744
120 248.91 231.61 17.30 7.0% 1.39 0.6% 84% False False 70,217,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 258.44
2.618 254.25
1.618 251.68
1.000 250.09
0.618 249.11
HIGH 247.52
0.618 246.54
0.500 246.24
0.382 245.93
LOW 244.95
0.618 243.36
1.000 242.38
1.618 240.79
2.618 238.22
4.250 234.03
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 246.24 246.64
PP 246.18 246.45
S1 246.12 246.25

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

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