SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 250.00 250.07 0.07 0.0% 248.04
High 250.07 250.19 0.12 0.0% 250.32
Low 249.60 248.92 -0.68 -0.3% 248.02
Close 249.97 250.06 0.09 0.0% 249.19
Range 0.47 1.27 0.80 170.2% 2.30
ATR 1.35 1.34 -0.01 -0.4% 0.00
Volume 47,108,100 59,574,000 12,465,900 26.5% 378,367,408
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 253.53 253.07 250.76
R3 252.26 251.80 250.41
R2 250.99 250.99 250.29
R1 250.53 250.53 250.18 250.13
PP 249.72 249.72 249.72 249.52
S1 249.26 249.26 249.94 248.86
S2 248.45 248.45 249.83
S3 247.18 247.99 249.71
S4 245.91 246.72 249.36
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 256.08 254.93 250.46
R3 253.78 252.63 249.82
R2 251.48 251.48 249.61
R1 250.33 250.33 249.40 250.91
PP 249.18 249.18 249.18 249.46
S1 248.03 248.03 248.98 248.61
S2 246.88 246.88 248.77
S3 244.58 245.73 248.56
S4 242.28 243.43 247.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 250.32 248.57 1.75 0.7% 0.80 0.3% 85% False False 68,759,181
10 250.32 246.30 4.02 1.6% 0.83 0.3% 94% False False 65,315,220
20 250.32 242.93 7.39 3.0% 1.14 0.5% 96% False False 64,368,460
40 250.32 241.83 8.49 3.4% 1.27 0.5% 97% False False 66,393,543
60 250.32 239.96 10.36 4.1% 1.28 0.5% 97% False False 63,842,098
80 250.32 239.96 10.36 4.1% 1.28 0.5% 97% False False 64,802,688
100 250.32 235.43 14.89 6.0% 1.25 0.5% 98% False False 65,520,169
120 250.32 232.51 17.81 7.1% 1.30 0.5% 99% False False 68,127,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 255.59
2.618 253.51
1.618 252.24
1.000 251.46
0.618 250.97
HIGH 250.19
0.618 249.70
0.500 249.56
0.382 249.41
LOW 248.92
0.618 248.14
1.000 247.65
1.618 246.87
2.618 245.60
4.250 243.52
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 249.89 249.89
PP 249.72 249.72
S1 249.56 249.56

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

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