SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 202.85 203.61 0.76 0.4% 201.42
High 203.84 203.79 -0.05 0.0% 203.29
Low 202.55 201.65 -0.90 -0.4% 198.94
Close 203.09 201.85 -1.24 -0.6% 203.27
Range 1.29 2.14 0.85 65.9% 4.35
ATR 2.61 2.58 -0.03 -1.3% 0.00
Volume 78,448,500 102,037,992 23,589,492 30.1% 492,262,618
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 208.85 207.49 203.03
R3 206.71 205.35 202.44
R2 204.57 204.57 202.24
R1 203.21 203.21 202.05 202.82
PP 202.43 202.43 202.43 202.24
S1 201.07 201.07 201.65 200.68
S2 200.29 200.29 201.46
S3 198.15 198.93 201.26
S4 196.01 196.79 200.67
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
5 203.84 199.64 4.20 2.1% 1.75 0.9% 53% False False 101,146,520
10 203.84 198.59 5.25 2.6% 1.79 0.9% 62% False False 101,026,621
20 203.84 186.93 16.91 8.4% 2.44 1.2% 88% False False 126,434,877
40 203.84 186.93 16.91 8.4% 2.72 1.3% 88% False False 148,246,891
60 211.45 182.40 29.05 14.4% 2.88 1.4% 67% False False 150,467,481
80 213.18 182.40 30.78 15.2% 2.61 1.3% 63% False False 142,042,105
100 213.34 182.40 30.94 15.3% 2.44 1.2% 63% False False 136,240,591
120 213.78 182.40 31.38 15.5% 2.29 1.1% 62% False False 129,220,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 212.89
2.618 209.39
1.618 207.25
1.000 205.93
0.618 205.11
HIGH 203.79
0.618 202.97
0.500 202.72
0.382 202.47
LOW 201.65
0.618 200.33
1.000 199.51
1.618 198.19
2.618 196.05
4.250 192.56
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 202.72 202.75
PP 202.43 202.45
S1 202.14 202.15

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.