SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Sep-2017
Day Change Summary
Previous Current
27-Sep-2017 28-Sep-2017 Change Change % Previous Week
Open 249.88 249.73 -0.15 -0.1% 249.61
High 250.49 250.44 -0.05 0.0% 250.19
Low 248.87 249.63 0.76 0.3% 248.92
Close 250.05 250.35 0.30 0.1% 249.44
Range 1.62 0.81 -0.81 -50.0% 1.27
ATR 1.27 1.24 -0.03 -2.6% 0.00
Volume 81,001,400 44,778,800 -36,222,600 -44.7% 252,342,600
Daily Pivots for day following 28-Sep-2017
Classic Woodie Camarilla DeMark
R4 252.57 252.27 250.80
R3 251.76 251.46 250.57
R2 250.95 250.95 250.50
R1 250.65 250.65 250.42 250.80
PP 250.14 250.14 250.14 250.22
S1 249.84 249.84 250.28 249.99
S2 249.33 249.33 250.20
S3 248.52 249.03 250.13
S4 247.71 248.22 249.90
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
5 250.49 248.08 2.41 1.0% 1.08 0.4% 94% False False 57,628,080
10 250.49 248.08 2.41 1.0% 0.95 0.4% 94% False False 58,470,130
20 250.49 244.95 5.54 2.2% 1.02 0.4% 97% False False 65,231,505
40 250.49 241.83 8.66 3.5% 1.26 0.5% 98% False False 66,389,075
60 250.49 240.34 10.15 4.1% 1.21 0.5% 99% False False 62,120,595
80 250.49 239.96 10.53 4.2% 1.27 0.5% 99% False False 64,260,834
100 250.49 235.43 15.06 6.0% 1.25 0.5% 99% False False 65,191,231
120 250.49 232.51 17.98 7.2% 1.27 0.5% 99% False False 67,030,167
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 253.88
2.618 252.56
1.618 251.75
1.000 251.25
0.618 250.94
HIGH 250.44
0.618 250.13
0.500 250.04
0.382 249.94
LOW 249.63
0.618 249.13
1.000 248.82
1.618 248.32
2.618 247.51
4.250 246.19
Fisher Pivots for day following 28-Sep-2017
Pivot 1 day 3 day
R1 250.25 250.12
PP 250.14 249.88
S1 250.04 249.65

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

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