SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 249.73 250.34 0.61 0.2% 249.15
High 250.44 251.32 0.88 0.4% 251.32
Low 249.63 250.13 0.50 0.2% 248.08
Close 250.35 251.23 0.88 0.4% 251.23
Range 0.81 1.19 0.38 46.9% 3.24
ATR 1.24 1.24 0.00 -0.3% 0.00
Volume 44,778,800 85,578,000 40,799,200 91.1% 322,504,400
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 254.46 254.04 251.88
R3 253.27 252.85 251.56
R2 252.08 252.08 251.45
R1 251.66 251.66 251.34 251.87
PP 250.89 250.89 250.89 251.00
S1 250.47 250.47 251.12 250.68
S2 249.70 249.70 251.01
S3 248.51 249.28 250.90
S4 247.32 248.09 250.58
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 259.93 258.82 253.01
R3 256.69 255.58 252.12
R2 253.45 253.45 251.82
R1 252.34 252.34 251.53 252.90
PP 250.21 250.21 250.21 250.49
S1 249.10 249.10 250.93 249.66
S2 246.97 246.97 250.64
S3 243.73 245.86 250.34
S4 240.49 242.62 249.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 251.32 248.08 3.24 1.3% 1.20 0.5% 97% True False 64,500,880
10 251.32 248.08 3.24 1.3% 1.00 0.4% 97% True False 57,484,700
20 251.32 244.95 6.37 2.5% 1.00 0.4% 99% True False 64,320,215
40 251.32 241.83 9.49 3.8% 1.27 0.5% 99% True False 67,507,128
60 251.32 240.56 10.76 4.3% 1.20 0.5% 99% True False 62,444,973
80 251.32 239.96 11.36 4.5% 1.28 0.5% 99% True False 64,653,755
100 251.32 235.43 15.89 6.3% 1.25 0.5% 99% True False 65,533,380
120 251.32 232.51 18.81 7.5% 1.27 0.5% 100% True False 67,179,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 256.38
2.618 254.44
1.618 253.25
1.000 252.51
0.618 252.06
HIGH 251.32
0.618 250.87
0.500 250.73
0.382 250.58
LOW 250.13
0.618 249.39
1.000 248.94
1.618 248.20
2.618 247.01
4.250 245.07
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 251.06 250.85
PP 250.89 250.47
S1 250.73 250.10

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

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