SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 200.18 200.08 -0.10 0.0% 196.46
High 200.87 202.36 1.49 0.7% 201.90
Low 198.94 199.64 0.70 0.4% 196.33
Close 199.29 202.35 3.06 1.5% 201.33
Range 1.93 2.72 0.79 40.9% 5.57
ATR 2.93 2.94 0.01 0.3% 0.00
Volume 99,106,102 134,142,203 35,036,101 35.4% 621,895,711
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 209.61 208.70 203.85
R3 206.89 205.98 203.10
R2 204.17 204.17 202.85
R1 203.26 203.26 202.60 203.72
PP 201.45 201.45 201.45 201.68
S1 200.54 200.54 202.10 201.00
S2 198.73 198.73 201.85
S3 196.01 197.82 201.60
S4 193.29 195.10 200.85
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 216.56 214.52 204.39
R3 210.99 208.95 202.86
R2 205.42 205.42 202.35
R1 203.38 203.38 201.84 204.40
PP 199.85 199.85 199.85 200.37
S1 197.81 197.81 200.82 198.83
S2 194.28 194.28 200.31
S3 188.71 192.24 199.80
S4 183.14 186.67 198.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 202.36 198.94 3.42 1.7% 1.79 0.9% 100% True False 97,124,123
10 202.36 189.12 13.24 6.5% 2.45 1.2% 100% True False 121,058,143
20 202.36 186.93 15.43 7.6% 2.63 1.3% 100% True False 136,658,607
40 208.29 182.40 25.89 12.8% 3.43 1.7% 77% False False 174,406,951
60 211.65 182.40 29.25 14.5% 2.92 1.4% 68% False False 152,010,471
80 213.18 182.40 30.78 15.2% 2.65 1.3% 65% False False 143,599,859
100 213.34 182.40 30.94 15.3% 2.44 1.2% 64% False False 136,389,154
120 213.78 182.40 31.38 15.5% 2.31 1.1% 64% False False 130,101,495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 213.92
2.618 209.48
1.618 206.76
1.000 205.08
0.618 204.04
HIGH 202.36
0.618 201.32
0.500 201.00
0.382 200.68
LOW 199.64
0.618 197.96
1.000 196.92
1.618 195.24
2.618 192.52
4.250 188.08
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 201.90 201.78
PP 201.45 201.22
S1 201.00 200.65

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

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