SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 203.61 202.98 -0.63 -0.3% 201.42
High 203.79 205.51 1.72 0.8% 203.29
Low 201.65 201.85 0.20 0.1% 198.94
Close 201.85 205.26 3.41 1.7% 203.27
Range 2.14 3.66 1.52 71.0% 4.35
ATR 2.58 2.66 0.08 3.0% 0.00
Volume 102,037,992 174,911,594 72,873,602 71.4% 492,262,618
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 215.19 213.88 207.27
R3 211.53 210.22 206.27
R2 207.87 207.87 205.93
R1 206.56 206.56 205.60 207.22
PP 204.21 204.21 204.21 204.53
S1 202.90 202.90 204.92 203.56
S2 200.55 200.55 204.59
S3 196.89 199.24 204.25
S4 193.23 195.58 203.25
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
5 205.51 201.65 3.86 1.9% 1.94 0.9% 94% True False 109,300,398
10 205.51 198.94 6.57 3.2% 1.86 0.9% 96% True False 103,212,261
20 205.51 186.93 18.58 9.1% 2.48 1.2% 99% True False 127,211,516
40 205.51 186.93 18.58 9.1% 2.65 1.3% 99% True False 144,138,262
60 211.45 182.40 29.05 14.2% 2.91 1.4% 79% False False 151,619,487
80 213.18 182.40 30.78 15.0% 2.63 1.3% 74% False False 141,941,936
100 213.34 182.40 30.94 15.1% 2.45 1.2% 74% False False 137,074,397
120 213.78 182.40 31.38 15.3% 2.31 1.1% 73% False False 130,087,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 221.07
2.618 215.09
1.618 211.43
1.000 209.17
0.618 207.77
HIGH 205.51
0.618 204.11
0.500 203.68
0.382 203.25
LOW 201.85
0.618 199.59
1.000 198.19
1.618 195.93
2.618 192.27
4.250 186.30
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 204.73 204.70
PP 204.21 204.14
S1 203.68 203.58

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

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