SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Sep-2017
Day Change Summary
Previous Current
08-Sep-2017 11-Sep-2017 Change Change % Previous Week
Open 246.54 248.04 1.50 0.6% 247.26
High 247.11 249.30 2.19 0.9% 247.52
Low 246.30 248.02 1.72 0.7% 244.95
Close 246.58 249.21 2.63 1.1% 246.58
Range 0.81 1.28 0.47 58.0% 2.57
ATR 1.54 1.62 0.08 5.5% 0.00
Volume 63,832,800 71,364,800 7,532,000 11.8% 271,183,004
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 252.68 252.23 249.91
R3 251.40 250.95 249.56
R2 250.12 250.12 249.44
R1 249.67 249.67 249.33 249.90
PP 248.84 248.84 248.84 248.96
S1 248.39 248.39 249.09 248.62
S2 247.56 247.56 248.98
S3 246.28 247.11 248.86
S4 245.00 245.83 248.51
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 254.06 252.89 247.99
R3 251.49 250.32 247.29
R2 248.92 248.92 247.05
R1 247.75 247.75 246.82 247.05
PP 246.35 246.35 246.35 246.00
S1 245.18 245.18 246.34 244.48
S2 243.78 243.78 246.11
S3 241.21 242.61 245.87
S4 238.64 240.04 245.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 249.30 244.95 4.35 1.7% 1.32 0.5% 98% True False 68,509,560
10 249.30 242.93 6.37 2.6% 1.40 0.6% 99% True False 66,205,800
20 249.30 241.83 7.47 3.0% 1.48 0.6% 99% True False 70,327,375
40 249.30 241.83 7.47 3.0% 1.28 0.5% 99% True False 64,012,855
60 249.30 239.96 9.34 3.7% 1.33 0.5% 99% True False 63,350,030
80 249.30 235.43 13.87 5.6% 1.31 0.5% 99% True False 65,194,861
100 249.30 233.78 15.52 6.2% 1.30 0.5% 99% True False 66,966,123
120 249.30 231.61 17.69 7.1% 1.37 0.5% 99% True False 69,379,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 254.74
2.618 252.65
1.618 251.37
1.000 250.58
0.618 250.09
HIGH 249.30
0.618 248.81
0.500 248.66
0.382 248.51
LOW 248.02
0.618 247.23
1.000 246.74
1.618 245.95
2.618 244.67
4.250 242.58
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 249.03 248.74
PP 248.84 248.27
S1 248.66 247.80

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.