SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 189.77 196.46 6.69 3.5% 191.78
High 195.03 198.74 3.71 1.9% 195.03
Low 189.12 196.33 7.21 3.8% 186.93
Close 195.00 198.47 3.47 1.8% 195.00
Range 5.91 2.41 -3.50 -59.2% 8.10
ATR 3.62 3.63 0.01 0.2% 0.00
Volume 211,003,109 126,320,805 -84,682,304 -40.1% 843,095,313
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 205.08 204.18 199.80
R3 202.67 201.77 199.13
R2 200.26 200.26 198.91
R1 199.36 199.36 198.69 199.81
PP 197.85 197.85 197.85 198.07
S1 196.95 196.95 198.25 197.40
S2 195.44 195.44 198.03
S3 193.03 194.54 197.81
S4 190.62 192.13 197.14
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 216.62 213.91 199.46
R3 208.52 205.81 197.23
R2 200.42 200.42 196.49
R1 197.71 197.71 195.74 199.07
PP 192.32 192.32 192.32 193.00
S1 189.61 189.61 194.26 190.97
S2 184.22 184.22 193.52
S3 176.12 181.51 192.77
S4 168.02 173.41 190.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 198.74 186.93 11.81 6.0% 3.24 1.6% 98% True False 158,180,064
10 198.74 186.93 11.81 6.0% 3.02 1.5% 98% True False 153,053,101
20 202.89 186.93 15.96 8.0% 2.97 1.5% 72% False False 148,623,786
40 210.68 182.40 28.28 14.2% 3.42 1.7% 57% False False 174,184,420
60 213.18 182.40 30.78 15.5% 2.79 1.4% 52% False False 149,430,944
80 213.34 182.40 30.94 15.6% 2.61 1.3% 52% False False 144,046,825
100 213.78 182.40 31.38 15.8% 2.38 1.2% 51% False False 134,081,301
120 213.78 182.40 31.38 15.8% 2.28 1.1% 51% False False 129,043,791
Crabel Price Patterns
NR True
NR4 False
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 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 208.98
2.618 205.05
1.618 202.64
1.000 201.15
0.618 200.23
HIGH 198.74
0.618 197.82
0.500 197.54
0.382 197.25
LOW 196.33
0.618 194.84
1.000 193.92
1.618 192.43
2.618 190.02
4.250 186.09
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 198.16 196.96
PP 197.85 195.44
S1 197.54 193.93

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

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