SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 202.83 202.50 -0.33 -0.2% 201.42
High 203.29 203.37 0.08 0.0% 203.29
Low 201.92 202.13 0.21 0.1% 198.94
Close 203.27 203.37 0.10 0.0% 203.27
Range 1.37 1.24 -0.13 -9.5% 4.35
ATR 2.83 2.72 -0.11 -4.0% 0.00
Volume 114,580,000 76,523,906 -38,056,094 -33.2% 492,262,618
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 206.68 206.26 204.05
R3 205.44 205.02 203.71
R2 204.20 204.20 203.60
R1 203.78 203.78 203.48 203.99
PP 202.96 202.96 202.96 203.06
S1 202.54 202.54 203.26 202.75
S2 201.72 201.72 203.14
S3 200.48 201.30 203.03
S4 199.24 200.06 202.69
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 214.88 213.43 205.66
R3 210.53 209.08 204.47
R2 206.18 206.18 204.07
R1 204.73 204.73 203.67 205.46
PP 201.83 201.83 201.83 202.20
S1 200.38 200.38 202.87 201.11
S2 197.48 197.48 202.47
S3 193.13 196.03 202.07
S4 188.78 191.68 200.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 203.37 198.94 4.43 2.2% 1.87 0.9% 100% True False 102,478,184
10 203.37 197.00 6.37 3.1% 1.88 0.9% 100% True False 106,436,143
20 203.37 186.93 16.44 8.1% 2.45 1.2% 100% True False 129,744,622
40 203.37 182.40 20.97 10.3% 3.22 1.6% 100% True False 165,661,644
60 211.45 182.40 29.05 14.3% 2.89 1.4% 72% False False 151,724,469
80 213.18 182.40 30.78 15.1% 2.64 1.3% 68% False False 143,620,975
100 213.34 182.40 30.94 15.2% 2.43 1.2% 68% False False 136,618,309
120 213.78 182.40 31.38 15.4% 2.30 1.1% 67% False False 129,922,791
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 208.64
2.618 206.62
1.618 205.38
1.000 204.61
0.618 204.14
HIGH 203.37
0.618 202.90
0.500 202.75
0.382 202.60
LOW 202.13
0.618 201.36
1.000 200.89
1.618 200.12
2.618 198.88
4.250 196.86
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 203.16 202.75
PP 202.96 202.13
S1 202.75 201.51

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.