SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 198.31 198.90 0.59 0.3% 191.78
High 198.98 199.82 0.84 0.4% 195.03
Low 197.00 197.48 0.48 0.2% 186.93
Close 197.79 199.41 1.62 0.8% 195.00
Range 1.98 2.34 0.36 18.2% 8.10
ATR 3.52 3.43 -0.08 -2.4% 0.00
Volume 110,274,500 124,307,203 14,032,703 12.7% 843,095,313
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 205.92 205.01 200.70
R3 203.58 202.67 200.05
R2 201.24 201.24 199.84
R1 200.33 200.33 199.62 200.79
PP 198.90 198.90 198.90 199.13
S1 197.99 197.99 199.20 198.45
S2 196.56 196.56 198.98
S3 194.22 195.65 198.77
S4 191.88 193.31 198.12
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
5 199.82 189.12 10.70 5.4% 3.06 1.5% 96% True False 140,596,901
10 199.82 186.93 12.89 6.5% 3.09 1.5% 97% True False 151,843,132
20 202.89 186.93 15.96 8.0% 2.81 1.4% 78% False False 147,084,216
40 210.68 182.40 28.28 14.2% 3.45 1.7% 60% False False 174,890,165
60 213.18 182.40 30.78 15.4% 2.82 1.4% 55% False False 150,210,989
80 213.34 182.40 30.94 15.5% 2.62 1.3% 55% False False 143,710,612
100 213.78 182.40 31.38 15.7% 2.40 1.2% 54% False False 134,702,677
120 213.78 182.40 31.38 15.7% 2.29 1.1% 54% False False 128,831,572
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 209.77
2.618 205.95
1.618 203.61
1.000 202.16
0.618 201.27
HIGH 199.82
0.618 198.93
0.500 198.65
0.382 198.37
LOW 197.48
0.618 196.03
1.000 195.14
1.618 193.69
2.618 191.35
4.250 187.54
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 199.16 198.97
PP 198.90 198.52
S1 198.65 198.08

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

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