SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 202.50 202.85 0.35 0.2% 201.42
High 203.37 203.84 0.47 0.2% 203.29
Low 202.13 202.55 0.42 0.2% 198.94
Close 203.37 203.09 -0.28 -0.1% 203.27
Range 1.24 1.29 0.05 4.0% 4.35
ATR 2.72 2.61 -0.10 -3.7% 0.00
Volume 76,523,906 78,448,500 1,924,594 2.5% 492,262,618
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 207.03 206.35 203.80
R3 205.74 205.06 203.44
R2 204.45 204.45 203.33
R1 203.77 203.77 203.21 204.11
PP 203.16 203.16 203.16 203.33
S1 202.48 202.48 202.97 202.82
S2 201.87 201.87 202.85
S3 200.58 201.19 202.74
S4 199.29 199.90 202.38
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
5 203.84 198.94 4.90 2.4% 1.71 0.8% 85% True False 100,560,142
10 203.84 197.48 6.36 3.1% 1.81 0.9% 88% True False 103,253,543
20 203.84 186.93 16.91 8.3% 2.42 1.2% 96% True False 125,972,507
40 203.84 186.92 16.92 8.3% 2.88 1.4% 96% True False 154,941,763
60 211.45 182.40 29.05 14.3% 2.89 1.4% 71% False False 150,825,927
80 213.18 182.40 30.78 15.2% 2.64 1.3% 67% False False 143,299,397
100 213.34 182.40 30.94 15.2% 2.43 1.2% 67% False False 136,153,598
120 213.78 182.40 31.38 15.5% 2.29 1.1% 66% False False 129,232,322
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 209.32
2.618 207.22
1.618 205.93
1.000 205.13
0.618 204.64
HIGH 203.84
0.618 203.35
0.500 203.20
0.382 203.04
LOW 202.55
0.618 201.75
1.000 201.26
1.618 200.46
2.618 199.17
4.250 197.07
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 203.20 203.02
PP 203.16 202.95
S1 203.13 202.88

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

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