SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Sep-2019
Day Change Summary
Previous Current
04-Sep-2019 05-Sep-2019 Change Change % Previous Week
Open 293.14 296.79 3.65 1.2% 287.27
High 294.06 298.83 4.78 1.6% 294.24
Low 292.31 294.00 1.69 0.6% 285.25
Close 294.04 297.82 3.78 1.3% 292.45
Range 1.75 4.83 3.08 176.7% 8.99
ATR 4.06 4.12 0.05 1.4% 0.00
Volume 47,003,900 83,356,704 36,352,804 77.3% 321,696,396
Daily Pivots for day following 05-Sep-2019
Classic Woodie Camarilla DeMark
R4 311.37 309.42 300.48
R3 306.54 304.60 299.15
R2 301.71 301.71 298.71
R1 299.77 299.77 298.26 300.74
PP 296.88 296.88 296.88 297.37
S1 294.94 294.94 297.38 295.91
S2 292.05 292.05 296.93
S3 287.23 290.11 296.49
S4 282.40 285.28 295.16
Weekly Pivots for week ending 30-Aug-2019
Classic Woodie Camarilla DeMark
R4 317.62 314.02 297.39
R3 308.63 305.03 294.92
R2 299.64 299.64 294.10
R1 296.04 296.04 293.27 297.84
PP 290.65 290.65 290.65 291.54
S1 287.05 287.05 291.63 288.85
S2 281.66 281.66 290.80
S3 272.67 278.06 289.98
S4 263.68 269.07 287.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 298.83 289.27 9.56 3.2% 2.85 1.0% 89% True False 64,110,600
10 298.83 283.47 15.36 5.2% 3.72 1.3% 93% True False 72,234,609
20 298.83 282.39 16.44 5.5% 3.93 1.3% 94% True False 77,108,085
40 302.23 281.72 20.51 6.9% 3.41 1.1% 78% False False 74,961,279
60 302.23 281.72 20.51 6.9% 2.92 1.0% 78% False False 70,160,670
80 302.23 273.09 29.14 9.8% 2.90 1.0% 85% False False 70,977,001
100 302.23 273.09 29.14 9.8% 2.87 1.0% 85% False False 71,766,152
120 302.23 273.09 29.14 9.8% 2.77 0.9% 85% False False 71,424,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 319.35
2.618 311.47
1.618 306.64
1.000 303.66
0.618 301.81
HIGH 298.83
0.618 296.99
0.500 296.42
0.382 295.85
LOW 294.00
0.618 291.02
1.000 289.17
1.618 286.19
2.618 281.36
4.250 273.48
Fisher Pivots for day following 05-Sep-2019
Pivot 1 day 3 day
R1 297.35 296.56
PP 296.88 295.31
S1 296.42 294.05

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

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