SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 207.00 208.35 1.35 0.7% 202.50
High 208.98 209.27 0.29 0.1% 207.95
Low 206.21 208.21 2.00 1.0% 201.65
Close 208.95 208.83 -0.12 -0.1% 207.51
Range 2.77 1.06 -1.71 -61.7% 6.30
ATR 2.47 2.37 -0.10 -4.1% 0.00
Volume 135,906,703 90,525,398 -45,381,305 -33.4% 576,364,305
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 211.95 211.45 209.41
R3 210.89 210.39 209.12
R2 209.83 209.83 209.02
R1 209.33 209.33 208.93 209.58
PP 208.77 208.77 208.77 208.90
S1 208.27 208.27 208.73 208.52
S2 207.71 207.71 208.64
S3 206.65 207.21 208.54
S4 205.59 206.15 208.25
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
5 209.27 205.79 3.48 1.7% 1.50 0.7% 87% True False 103,562,601
10 209.27 201.65 7.62 3.6% 1.72 0.8% 94% True False 106,431,499
20 209.27 189.12 20.15 9.6% 2.09 1.0% 98% True False 113,744,821
40 209.27 186.93 22.34 10.7% 2.45 1.2% 98% True False 131,730,424
60 210.68 182.40 28.28 13.5% 2.91 1.4% 93% False False 152,313,966
80 213.18 182.40 30.78 14.7% 2.58 1.2% 86% False False 139,712,488
100 213.34 182.40 30.94 14.8% 2.45 1.2% 85% False False 136,697,462
120 213.78 182.40 31.38 15.0% 2.29 1.1% 84% False False 129,667,484
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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 213.78
2.618 212.05
1.618 210.99
1.000 210.33
0.618 209.93
HIGH 209.27
0.618 208.87
0.500 208.74
0.382 208.61
LOW 208.21
0.618 207.55
1.000 207.15
1.618 206.49
2.618 205.43
4.250 203.71
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 208.80 208.40
PP 208.77 207.96
S1 208.74 207.53

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

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