SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 207.30 206.20 -1.10 -0.5% 202.50
High 207.37 207.00 -0.37 -0.2% 207.95
Low 206.56 205.79 -0.77 -0.4% 201.65
Close 207.00 206.60 -0.40 -0.2% 207.51
Range 0.81 1.21 0.40 49.4% 6.30
ATR 2.54 2.44 -0.09 -3.7% 0.00
Volume 69,032,898 77,905,695 8,872,797 12.9% 576,364,305
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 210.09 209.56 207.27
R3 208.88 208.35 206.93
R2 207.67 207.67 206.82
R1 207.14 207.14 206.71 207.41
PP 206.46 206.46 206.46 206.60
S1 205.93 205.93 206.49 206.20
S2 205.25 205.25 206.38
S3 204.04 204.72 206.27
S4 202.83 203.51 205.93
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% 1.89 0.9% 79% False False 113,666,098
10 207.95 198.94 9.01 4.4% 1.80 0.9% 85% False False 107,113,120
20 207.95 189.12 18.83 9.1% 2.15 1.0% 93% False False 117,149,761
40 207.95 186.93 21.02 10.2% 2.54 1.2% 94% False False 136,476,361
60 211.31 182.40 28.91 14.0% 2.89 1.4% 84% False False 151,333,557
80 213.18 182.40 30.78 14.9% 2.61 1.3% 79% False False 141,105,089
100 213.34 182.40 30.94 15.0% 2.44 1.2% 78% False False 136,374,123
120 213.78 182.40 31.38 15.2% 2.28 1.1% 77% False False 129,710,426
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 212.14
2.618 210.17
1.618 208.96
1.000 208.21
0.618 207.75
HIGH 207.00
0.618 206.54
0.500 206.40
0.382 206.25
LOW 205.79
0.618 205.04
1.000 204.58
1.618 203.83
2.618 202.62
4.250 200.65
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 206.53 206.87
PP 206.46 206.78
S1 206.40 206.69

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

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