SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 196.46 198.31 1.85 0.9% 191.78
High 198.74 198.98 0.24 0.1% 195.03
Low 196.33 197.00 0.67 0.3% 186.93
Close 198.47 197.79 -0.68 -0.3% 195.00
Range 2.41 1.98 -0.43 -17.8% 8.10
ATR 3.63 3.52 -0.12 -3.3% 0.00
Volume 126,320,805 110,274,500 -16,046,305 -12.7% 843,095,313
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 203.86 202.81 198.88
R3 201.88 200.83 198.33
R2 199.90 199.90 198.15
R1 198.85 198.85 197.97 198.39
PP 197.92 197.92 197.92 197.69
S1 196.87 196.87 197.61 196.41
S2 195.94 195.94 197.43
S3 193.96 194.89 197.25
S4 191.98 192.91 196.70
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
5 198.98 189.12 9.86 5.0% 3.07 1.6% 88% True False 148,425,861
10 198.98 186.93 12.05 6.1% 3.03 1.5% 90% True False 148,691,472
20 202.89 186.93 15.96 8.1% 2.95 1.5% 68% False False 148,336,231
40 210.68 182.40 28.28 14.3% 3.43 1.7% 54% False False 174,934,518
60 213.18 182.40 30.78 15.6% 2.81 1.4% 50% False False 149,501,029
80 213.34 182.40 30.94 15.6% 2.61 1.3% 50% False False 143,711,575
100 213.78 182.40 31.38 15.9% 2.39 1.2% 49% False False 134,224,706
120 213.78 182.40 31.38 15.9% 2.29 1.2% 49% False False 129,388,289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.65
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 207.40
2.618 204.16
1.618 202.18
1.000 200.96
0.618 200.20
HIGH 198.98
0.618 198.22
0.500 197.99
0.382 197.76
LOW 197.00
0.618 195.78
1.000 195.02
1.618 193.80
2.618 191.82
4.250 188.59
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 197.99 196.54
PP 197.92 195.30
S1 197.86 194.05

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

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