SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 215.65 215.82 0.17 0.1% 215.02
High 217.12 216.04 -1.08 -0.5% 217.12
Low 215.36 215.04 -0.32 -0.1% 213.62
Close 216.30 215.78 -0.52 -0.2% 216.30
Range 1.76 1.00 -0.76 -43.2% 3.50
ATR 2.10 2.04 -0.06 -2.8% 0.00
Volume 117,153,696 83,512,000 -33,641,696 -28.7% 500,803,104
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 218.62 218.20 216.33
R3 217.62 217.20 216.06
R2 216.62 216.62 215.96
R1 216.20 216.20 215.87 215.91
PP 215.62 215.62 215.62 215.48
S1 215.20 215.20 215.69 214.91
S2 214.62 214.62 215.60
S3 213.62 214.20 215.51
S4 212.62 213.20 215.23
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 226.18 224.74 218.23
R3 222.68 221.24 217.26
R2 219.18 219.18 216.94
R1 217.74 217.74 216.62 218.46
PP 215.68 215.68 215.68 216.04
S1 214.24 214.24 215.98 214.96
S2 212.18 212.18 215.66
S3 208.68 210.74 215.34
S4 205.18 207.24 214.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 217.12 213.62 3.50 1.6% 1.95 0.9% 62% False False 98,900,800
10 217.53 213.38 4.15 1.9% 1.66 0.8% 58% False False 91,445,091
20 219.22 212.31 6.91 3.2% 1.93 0.9% 50% False False 110,475,475
40 219.60 212.31 7.29 3.4% 1.54 0.7% 48% False False 89,206,755
60 219.60 212.31 7.29 3.4% 1.48 0.7% 48% False False 83,722,591
80 219.60 198.65 20.95 9.7% 1.68 0.8% 82% False False 96,060,760
100 219.60 198.65 20.95 9.7% 1.67 0.8% 82% False False 93,686,177
120 219.60 198.65 20.95 9.7% 1.65 0.8% 82% False False 92,140,397
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.40
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 220.29
2.618 218.66
1.618 217.66
1.000 217.04
0.618 216.66
HIGH 216.04
0.618 215.66
0.500 215.54
0.382 215.42
LOW 215.04
0.618 214.42
1.000 214.04
1.618 213.42
2.618 212.42
4.250 210.79
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 215.70 215.71
PP 215.62 215.65
S1 215.54 215.58

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.