SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 215.37 216.10 0.73 0.3% 215.82
High 216.04 216.30 0.26 0.1% 216.30
Low 214.74 214.19 -0.55 -0.3% 213.99
Close 215.78 215.04 -0.74 -0.3% 215.04
Range 1.30 2.11 0.81 62.3% 2.31
ATR 1.95 1.96 0.01 0.6% 0.00
Volume 62,927,300 89,788,200 26,860,900 42.7% 428,991,404
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 221.51 220.38 216.20
R3 219.40 218.27 215.62
R2 217.29 217.29 215.43
R1 216.16 216.16 215.23 215.67
PP 215.18 215.18 215.18 214.93
S1 214.05 214.05 214.85 213.56
S2 213.07 213.07 214.65
S3 210.96 211.94 214.46
S4 208.85 209.83 213.88
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 222.04 220.85 216.31
R3 219.73 218.54 215.68
R2 217.42 217.42 215.46
R1 216.23 216.23 215.25 215.67
PP 215.11 215.11 215.11 214.83
S1 213.92 213.92 214.83 213.36
S2 212.80 212.80 214.62
S3 210.49 211.61 214.40
S4 208.18 209.30 213.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 216.30 213.99 2.31 1.1% 1.48 0.7% 45% True False 85,798,280
10 217.12 213.62 3.50 1.6% 1.74 0.8% 41% False False 92,979,450
20 217.53 212.31 5.22 2.4% 1.91 0.9% 52% False False 106,302,015
40 219.60 212.31 7.29 3.4% 1.60 0.7% 37% False False 92,303,685
60 219.60 212.31 7.29 3.4% 1.50 0.7% 37% False False 83,589,508
80 219.60 198.65 20.95 9.7% 1.67 0.8% 78% False False 94,557,203
100 219.60 198.65 20.95 9.7% 1.63 0.8% 78% False False 93,356,245
120 219.60 198.65 20.95 9.7% 1.66 0.8% 78% False False 92,420,882
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 225.27
2.618 221.82
1.618 219.71
1.000 218.41
0.618 217.60
HIGH 216.30
0.618 215.49
0.500 215.25
0.382 215.00
LOW 214.19
0.618 212.89
1.000 212.08
1.618 210.78
2.618 208.67
4.250 205.22
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 215.25 215.25
PP 215.18 215.18
S1 215.11 215.11

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

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