SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 206.20 207.00 0.80 0.4% 202.50
High 207.00 208.98 1.98 1.0% 207.95
Low 205.79 206.21 0.42 0.2% 201.65
Close 206.60 208.95 2.35 1.1% 207.51
Range 1.21 2.77 1.56 128.9% 6.30
ATR 2.44 2.47 0.02 1.0% 0.00
Volume 77,905,695 135,906,703 58,001,008 74.5% 576,364,305
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 216.36 215.42 210.47
R3 213.59 212.65 209.71
R2 210.82 210.82 209.46
R1 209.88 209.88 209.20 210.35
PP 208.05 208.05 208.05 208.28
S1 207.11 207.11 208.70 207.58
S2 205.28 205.28 208.44
S3 202.51 204.34 208.19
S4 199.74 201.57 207.43
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
5 208.98 201.85 7.13 3.4% 2.02 1.0% 100% True False 120,439,840
10 208.98 199.64 9.34 4.5% 1.89 0.9% 100% True False 110,793,180
20 208.98 189.12 19.86 9.5% 2.17 1.0% 100% True False 115,772,496
40 208.98 186.93 22.05 10.6% 2.50 1.2% 100% True False 133,474,021
60 211.31 182.40 28.91 13.8% 2.91 1.4% 92% False False 152,234,989
80 213.18 182.40 30.78 14.7% 2.60 1.2% 86% False False 140,631,170
100 213.34 182.40 30.94 14.8% 2.45 1.2% 86% False False 136,842,557
120 213.78 182.40 31.38 15.0% 2.29 1.1% 85% False False 129,544,005
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 220.75
2.618 216.23
1.618 213.46
1.000 211.75
0.618 210.69
HIGH 208.98
0.618 207.92
0.500 207.60
0.382 207.27
LOW 206.21
0.618 204.50
1.000 203.44
1.618 201.73
2.618 198.96
4.250 194.44
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 208.50 208.43
PP 208.05 207.91
S1 207.60 207.39

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

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