SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Sep-2017
Day Change Summary
Previous Current
11-Sep-2017 12-Sep-2017 Change Change % Previous Week
Open 248.04 249.63 1.59 0.6% 247.26
High 249.30 250.09 0.79 0.3% 247.52
Low 248.02 249.42 1.40 0.6% 244.95
Close 249.21 250.05 0.84 0.3% 246.58
Range 1.28 0.67 -0.61 -47.7% 2.57
ATR 1.62 1.57 -0.05 -3.3% 0.00
Volume 71,364,800 56,896,000 -14,468,800 -20.3% 271,183,004
Daily Pivots for day following 12-Sep-2017
Classic Woodie Camarilla DeMark
R4 251.86 251.63 250.42
R3 251.19 250.96 250.23
R2 250.52 250.52 250.17
R1 250.29 250.29 250.11 250.41
PP 249.85 249.85 249.85 249.91
S1 249.62 249.62 249.99 249.74
S2 249.18 249.18 249.93
S3 248.51 248.95 249.87
S4 247.84 248.28 249.68
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
5 250.09 246.23 3.86 1.5% 0.94 0.4% 99% True False 61,609,020
10 250.09 242.93 7.16 2.9% 1.36 0.5% 99% True False 67,838,840
20 250.09 241.83 8.26 3.3% 1.46 0.6% 100% True False 69,507,580
40 250.09 241.83 8.26 3.3% 1.29 0.5% 100% True False 64,596,957
60 250.09 239.96 10.13 4.1% 1.32 0.5% 100% True False 62,889,080
80 250.09 237.27 12.82 5.1% 1.29 0.5% 100% True False 64,567,966
100 250.09 234.13 15.96 6.4% 1.29 0.5% 100% True False 66,609,362
120 250.09 231.61 18.48 7.4% 1.36 0.5% 100% True False 69,040,310
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 252.94
2.618 251.84
1.618 251.17
1.000 250.76
0.618 250.50
HIGH 250.09
0.618 249.83
0.500 249.76
0.382 249.68
LOW 249.42
0.618 249.01
1.000 248.75
1.618 248.34
2.618 247.67
4.250 246.57
Fisher Pivots for day following 12-Sep-2017
Pivot 1 day 3 day
R1 249.95 249.43
PP 249.85 248.81
S1 249.76 248.20

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

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