SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Sep-2017
Day Change Summary
Previous Current
21-Sep-2017 22-Sep-2017 Change Change % Previous Week
Open 249.88 249.05 -0.83 -0.3% 249.61
High 249.98 249.63 -0.35 -0.1% 250.19
Low 249.19 249.02 -0.17 -0.1% 248.92
Close 249.39 249.44 0.05 0.0% 249.44
Range 0.80 0.61 -0.19 -23.3% 1.27
ATR 1.31 1.26 -0.05 -3.8% 0.00
Volume 48,211,300 51,214,000 3,002,700 6.2% 252,342,600
Daily Pivots for day following 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 251.19 250.93 249.78
R3 250.58 250.32 249.61
R2 249.97 249.97 249.55
R1 249.71 249.71 249.50 249.84
PP 249.36 249.36 249.36 249.43
S1 249.10 249.10 249.38 249.23
S2 248.75 248.75 249.33
S3 248.14 248.49 249.27
S4 247.53 247.88 249.10
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 253.33 252.65 250.14
R3 252.06 251.38 249.79
R2 250.79 250.79 249.67
R1 250.11 250.11 249.56 249.82
PP 249.52 249.52 249.52 249.37
S1 248.84 248.84 249.32 248.55
S2 248.25 248.25 249.21
S3 246.98 247.57 249.09
S4 245.71 246.30 248.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 250.19 248.92 1.27 0.5% 0.80 0.3% 41% False False 50,468,520
10 250.32 248.02 2.30 0.9% 0.80 0.3% 62% False False 63,071,000
20 250.32 242.93 7.39 3.0% 1.10 0.4% 88% False False 64,292,455
40 250.32 241.83 8.49 3.4% 1.24 0.5% 90% False False 65,920,628
60 250.32 239.96 10.36 4.2% 1.25 0.5% 92% False False 62,961,016
80 250.32 239.96 10.36 4.2% 1.27 0.5% 92% False False 64,458,032
100 250.32 235.43 14.89 6.0% 1.25 0.5% 94% False False 65,271,840
120 250.32 232.51 17.81 7.1% 1.29 0.5% 95% False False 67,628,880
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook True
Bull Hook False
Stretch 0.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 252.22
2.618 251.23
1.618 250.62
1.000 250.24
0.618 250.01
HIGH 249.63
0.618 249.40
0.500 249.33
0.382 249.25
LOW 249.02
0.618 248.64
1.000 248.41
1.618 248.03
2.618 247.42
4.250 246.43
Fisher Pivots for day following 22-Sep-2017
Pivot 1 day 3 day
R1 249.40 249.56
PP 249.36 249.52
S1 249.33 249.48

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.