SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Sep-2019
Day Change Summary
Previous Current
26-Sep-2019 27-Sep-2019 Change Change % Previous Week
Open 297.63 297.83 0.20 0.1% 297.55
High 297.86 297.95 0.09 0.0% 299.84
Low 295.45 293.69 -1.76 -0.6% 293.69
Close 297.00 295.40 -1.60 -0.5% 295.40
Range 2.41 4.26 1.85 76.6% 6.15
ATR 3.10 3.18 0.08 2.7% 0.00
Volume 58,722,300 84,781,104 26,058,804 44.4% 361,846,208
Daily Pivots for day following 27-Sep-2019
Classic Woodie Camarilla DeMark
R4 308.45 306.18 297.74
R3 304.19 301.92 296.57
R2 299.94 299.94 296.18
R1 297.67 297.67 295.79 296.67
PP 295.68 295.68 295.68 295.18
S1 293.41 293.41 295.01 292.42
S2 291.42 291.42 294.62
S3 287.17 289.15 294.23
S4 282.91 284.90 293.06
Weekly Pivots for week ending 27-Sep-2019
Classic Woodie Camarilla DeMark
R4 314.76 311.23 298.78
R3 308.61 305.08 297.09
R2 302.46 302.46 296.53
R1 298.93 298.93 295.96 297.62
PP 296.31 296.31 296.31 295.66
S1 292.78 292.78 294.84 291.47
S2 290.16 290.16 294.27
S3 284.01 286.63 293.71
S4 277.86 280.48 292.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 299.84 293.69 6.15 2.1% 3.44 1.2% 28% False True 72,369,241
10 302.63 293.69 8.94 3.0% 2.83 1.0% 19% False True 71,268,881
20 302.63 289.27 13.36 4.5% 2.59 0.9% 46% False False 66,893,446
40 302.63 281.72 20.91 7.1% 3.47 1.2% 65% False False 79,356,385
60 302.63 281.72 20.91 7.1% 3.09 1.0% 65% False False 71,183,028
80 302.63 281.72 20.91 7.1% 2.83 1.0% 65% False False 69,351,222
100 302.63 273.09 29.54 10.0% 2.89 1.0% 76% False False 71,882,340
120 302.63 273.09 29.54 10.0% 2.78 0.9% 76% False False 70,795,788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 316.04
2.618 309.09
1.618 304.83
1.000 302.20
0.618 300.58
HIGH 297.95
0.618 296.32
0.500 295.82
0.382 295.32
LOW 293.69
0.618 291.06
1.000 289.43
1.618 286.80
2.618 282.55
4.250 275.60
Fisher Pivots for day following 27-Sep-2019
Pivot 1 day 3 day
R1 295.82 295.90
PP 295.68 295.73
S1 295.54 295.57

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.