SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 209.97 211.35 1.38 0.7% 207.30
High 211.66 211.50 -0.16 -0.1% 209.44
Low 209.70 209.72 0.02 0.0% 205.79
Close 211.00 210.36 -0.64 -0.3% 207.93
Range 1.96 1.78 -0.18 -9.2% 3.65
ATR 2.32 2.28 -0.04 -1.7% 0.00
Volume 95,246,000 96,224,492 978,492 1.0% 504,447,694
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 215.87 214.89 211.34
R3 214.09 213.11 210.85
R2 212.31 212.31 210.69
R1 211.33 211.33 210.52 210.93
PP 210.53 210.53 210.53 210.33
S1 209.55 209.55 210.20 209.15
S2 208.75 208.75 210.03
S3 206.97 207.77 209.87
S4 205.19 205.99 209.38
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 218.67 216.95 209.94
R3 215.02 213.30 208.93
R2 211.37 211.37 208.60
R1 209.65 209.65 208.26 210.51
PP 207.72 207.72 207.72 208.15
S1 206.00 206.00 207.60 206.86
S2 204.07 204.07 207.26
S3 200.42 202.35 206.93
S4 196.77 198.70 205.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 211.66 207.74 3.92 1.9% 1.79 0.9% 67% False False 99,868,739
10 211.66 201.85 9.81 4.7% 1.91 0.9% 87% False False 110,154,289
20 211.66 198.59 13.07 6.2% 1.85 0.9% 90% False False 105,590,455
40 211.66 186.93 24.73 11.8% 2.33 1.1% 95% False False 126,337,336
60 211.66 182.40 29.26 13.9% 2.91 1.4% 96% False False 151,790,262
80 213.18 182.40 30.78 14.6% 2.58 1.2% 91% False False 139,055,855
100 213.34 182.40 30.94 14.7% 2.46 1.2% 90% False False 136,086,581
120 213.78 182.40 31.38 14.9% 2.31 1.1% 89% False False 129,850,640
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 219.07
2.618 216.16
1.618 214.38
1.000 213.28
0.618 212.60
HIGH 211.50
0.618 210.82
0.500 210.61
0.382 210.40
LOW 209.72
0.618 208.62
1.000 207.94
1.618 206.84
2.618 205.06
4.250 202.16
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 210.61 210.21
PP 210.53 210.06
S1 210.44 209.92

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

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