SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 215.91 215.41 -0.50 -0.2% 215.02
High 216.17 216.13 -0.04 0.0% 217.12
Low 213.99 215.33 1.34 0.6% 213.62
Close 214.68 215.63 0.95 0.4% 216.30
Range 2.18 0.80 -1.38 -63.3% 3.50
ATR 2.05 2.00 -0.04 -2.1% 0.00
Volume 119,948,000 72,815,904 -47,132,096 -39.3% 500,803,104
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 218.10 217.66 216.07
R3 217.30 216.86 215.85
R2 216.50 216.50 215.78
R1 216.06 216.06 215.70 216.28
PP 215.70 215.70 215.70 215.81
S1 215.26 215.26 215.56 215.48
S2 214.90 214.90 215.48
S3 214.10 214.46 215.41
S4 213.30 213.66 215.19
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
5 217.12 213.99 3.13 1.5% 1.71 0.8% 52% False False 104,291,720
10 217.53 213.62 3.91 1.8% 1.58 0.7% 51% False False 92,732,660
20 218.94 212.31 6.63 3.1% 1.97 0.9% 50% False False 113,450,830
40 219.60 212.31 7.29 3.4% 1.57 0.7% 46% False False 91,746,900
60 219.60 212.31 7.29 3.4% 1.48 0.7% 46% False False 84,020,164
80 219.60 198.65 20.95 9.7% 1.68 0.8% 81% False False 95,575,556
100 219.60 198.65 20.95 9.7% 1.65 0.8% 81% False False 93,753,207
120 219.60 198.65 20.95 9.7% 1.66 0.8% 81% False False 92,571,977
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 219.53
2.618 218.22
1.618 217.42
1.000 216.93
0.618 216.62
HIGH 216.13
0.618 215.82
0.500 215.73
0.382 215.64
LOW 215.33
0.618 214.84
1.000 214.53
1.618 214.04
2.618 213.24
4.250 211.93
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 215.73 215.45
PP 215.70 215.26
S1 215.66 215.08

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

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