SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Sep-2017
Day Change Summary
Previous Current
05-Sep-2017 06-Sep-2017 Change Change % Previous Week
Open 247.26 246.84 -0.42 -0.2% 245.17
High 247.52 247.28 -0.24 -0.1% 248.33
Low 244.95 246.23 1.28 0.5% 242.93
Close 246.06 246.90 0.84 0.3% 247.84
Range 2.57 1.05 -1.52 -59.1% 5.40
ATR 1.68 1.65 -0.03 -2.0% 0.00
Volume 91,398,704 57,916,800 -33,481,904 -36.6% 319,510,200
Daily Pivots for day following 06-Sep-2017
Classic Woodie Camarilla DeMark
R4 249.95 249.48 247.48
R3 248.90 248.43 247.19
R2 247.85 247.85 247.09
R1 247.38 247.38 247.00 247.62
PP 246.80 246.80 246.80 246.92
S1 246.33 246.33 246.80 246.57
S2 245.75 245.75 246.71
S3 244.70 245.28 246.61
S4 243.65 244.23 246.32
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
5 248.33 244.62 3.71 1.5% 1.54 0.6% 61% False False 75,431,400
10 248.33 242.93 5.40 2.2% 1.46 0.6% 74% False False 63,421,700
20 248.33 241.83 6.50 2.6% 1.59 0.6% 78% False False 73,564,855
40 248.91 241.83 7.08 2.9% 1.29 0.5% 72% False False 63,165,662
60 248.91 239.96 8.95 3.6% 1.35 0.5% 78% False False 63,548,391
80 248.91 235.43 13.48 5.5% 1.33 0.5% 85% False False 66,346,141
100 248.91 232.88 16.03 6.5% 1.32 0.5% 87% False False 67,237,109
120 248.91 231.61 17.30 7.0% 1.39 0.6% 88% False False 70,046,886
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 251.74
2.618 250.03
1.618 248.98
1.000 248.33
0.618 247.93
HIGH 247.28
0.618 246.88
0.500 246.76
0.382 246.63
LOW 246.23
0.618 245.58
1.000 245.18
1.618 244.53
2.618 243.48
4.250 241.77
Fisher Pivots for day following 06-Sep-2017
Pivot 1 day 3 day
R1 246.85 246.81
PP 246.80 246.73
S1 246.76 246.64

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.