SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 207.25 207.30 0.05 0.0% 202.50
High 207.95 207.37 -0.58 -0.3% 207.95
Low 206.30 206.56 0.26 0.1% 201.65
Close 207.51 207.00 -0.51 -0.2% 207.51
Range 1.65 0.81 -0.84 -50.9% 6.30
ATR 2.66 2.54 -0.12 -4.6% 0.00
Volume 144,442,313 69,032,898 -75,409,415 -52.2% 576,364,305
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 209.41 209.01 207.45
R3 208.60 208.20 207.22
R2 207.79 207.79 207.15
R1 207.39 207.39 207.07 207.19
PP 206.98 206.98 206.98 206.87
S1 206.58 206.58 206.93 206.38
S2 206.17 206.17 206.85
S3 205.36 205.77 206.78
S4 204.55 204.96 206.55
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% 1.91 0.9% 85% False False 113,774,659
10 207.95 198.94 9.01 4.4% 1.89 0.9% 89% False False 108,126,421
20 207.95 186.93 21.02 10.2% 2.23 1.1% 95% False False 121,206,752
40 207.95 186.93 21.02 10.2% 2.56 1.2% 95% False False 138,611,189
60 211.31 182.40 28.91 14.0% 2.90 1.4% 85% False False 151,934,556
80 213.18 182.40 30.78 14.9% 2.63 1.3% 80% False False 141,605,959
100 213.34 182.40 30.94 14.9% 2.44 1.2% 80% False False 136,812,112
120 213.78 182.40 31.38 15.2% 2.28 1.1% 78% False False 129,796,586
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 210.81
2.618 209.49
1.618 208.68
1.000 208.18
0.618 207.87
HIGH 207.37
0.618 207.06
0.500 206.97
0.382 206.87
LOW 206.56
0.618 206.06
1.000 205.75
1.618 205.25
2.618 204.44
4.250 203.12
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 206.99 206.30
PP 206.98 205.60
S1 206.97 204.90

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

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