SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 202.98 207.25 4.27 2.1% 202.50
High 205.51 207.95 2.44 1.2% 207.95
Low 201.85 206.30 4.45 2.2% 201.65
Close 205.26 207.51 2.25 1.1% 207.51
Range 3.66 1.65 -2.01 -54.9% 6.30
ATR 2.66 2.66 0.00 0.1% 0.00
Volume 174,911,594 144,442,313 -30,469,281 -17.4% 576,364,305
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 212.20 211.51 208.42
R3 210.55 209.86 207.96
R2 208.90 208.90 207.81
R1 208.21 208.21 207.66 208.56
PP 207.25 207.25 207.25 207.43
S1 206.56 206.56 207.36 206.91
S2 205.60 205.60 207.21
S3 203.95 204.91 207.06
S4 202.30 203.26 206.60
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 224.60 222.36 210.98
R3 218.30 216.06 209.24
R2 212.00 212.00 208.67
R1 209.76 209.76 208.09 210.88
PP 205.70 205.70 205.70 206.27
S1 203.46 203.46 206.93 204.58
S2 199.40 199.40 206.36
S3 193.10 197.16 205.78
S4 186.80 190.86 204.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 207.95 201.65 6.30 3.0% 2.00 1.0% 93% True False 115,272,861
10 207.95 198.94 9.01 4.3% 1.90 0.9% 95% True False 106,862,692
20 207.95 186.93 21.02 10.1% 2.40 1.2% 98% True False 126,680,897
40 207.95 186.93 21.02 10.1% 2.59 1.2% 98% True False 140,895,724
60 211.45 182.40 29.05 14.0% 2.91 1.4% 86% False False 152,505,121
80 213.18 182.40 30.78 14.8% 2.63 1.3% 82% False False 142,047,718
100 213.34 182.40 30.94 14.9% 2.46 1.2% 81% False False 137,640,611
120 213.78 182.40 31.38 15.1% 2.30 1.1% 80% False False 130,346,813
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 214.96
2.618 212.27
1.618 210.62
1.000 209.60
0.618 208.97
HIGH 207.95
0.618 207.32
0.500 207.13
0.382 206.93
LOW 206.30
0.618 205.28
1.000 204.65
1.618 203.63
2.618 201.98
4.250 199.29
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 207.38 206.61
PP 207.25 205.70
S1 207.13 204.80

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

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