SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Sep-2019
Day Change Summary
Previous Current
11-Sep-2019 12-Sep-2019 Change Change % Previous Week
Open 298.47 301.25 2.78 0.9% 290.57
High 300.34 302.46 2.12 0.7% 298.83
Low 297.75 300.41 2.66 0.9% 289.27
Close 300.25 301.29 1.04 0.3% 298.05
Range 2.59 2.05 -0.54 -20.8% 9.56
ATR 3.60 3.50 -0.10 -2.8% 0.00
Volume 68,821,000 72,908,704 4,087,704 5.9% 249,176,604
Daily Pivots for day following 12-Sep-2019
Classic Woodie Camarilla DeMark
R4 307.54 306.46 302.42
R3 305.49 304.41 301.85
R2 303.44 303.44 301.67
R1 302.36 302.36 301.48 302.90
PP 301.39 301.39 301.39 301.66
S1 300.31 300.31 301.10 300.85
S2 299.34 299.34 300.91
S3 297.29 298.26 300.73
S4 295.24 296.21 300.16
Weekly Pivots for week ending 06-Sep-2019
Classic Woodie Camarilla DeMark
R4 324.06 320.62 303.31
R3 314.50 311.06 300.68
R2 304.94 304.94 299.80
R1 301.50 301.50 298.93 303.22
PP 295.38 295.38 295.38 296.25
S1 291.94 291.94 297.17 293.66
S2 285.82 285.82 296.30
S3 276.26 282.38 295.42
S4 266.70 272.82 292.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 302.46 295.97 6.49 2.2% 2.06 0.7% 82% True False 60,104,240
10 302.46 289.27 13.19 4.4% 2.45 0.8% 91% True False 62,107,420
20 302.46 282.39 20.07 6.7% 3.03 1.0% 94% True False 68,281,925
40 302.46 281.72 20.74 6.9% 3.49 1.2% 94% True False 77,228,702
60 302.46 281.72 20.74 6.9% 2.96 1.0% 94% True False 70,619,246
80 302.46 273.09 29.37 9.7% 2.82 0.9% 96% True False 69,846,769
100 302.46 273.09 29.37 9.7% 2.89 1.0% 96% True False 72,082,499
120 302.46 273.09 29.37 9.7% 2.71 0.9% 96% True False 70,268,074
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.81
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 311.17
2.618 307.83
1.618 305.78
1.000 304.51
0.618 303.73
HIGH 302.46
0.618 301.68
0.500 301.44
0.382 301.19
LOW 300.41
0.618 299.14
1.000 298.36
1.618 297.09
2.618 295.04
4.250 291.70
Fisher Pivots for day following 12-Sep-2019
Pivot 1 day 3 day
R1 301.44 300.60
PP 301.39 299.91
S1 301.34 299.22

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

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