SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 215.66 213.59 -2.07 -1.0% 215.82
High 215.74 214.32 -1.42 -0.7% 216.30
Low 212.58 213.01 0.43 0.2% 213.99
Close 213.43 213.71 0.28 0.1% 215.04
Range 3.16 1.31 -1.85 -58.5% 2.31
ATR 2.06 2.01 -0.05 -2.6% 0.00
Volume 130,367,296 73,866,096 -56,501,200 -43.3% 428,991,404
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 217.61 216.97 214.43
R3 216.30 215.66 214.07
R2 214.99 214.99 213.95
R1 214.35 214.35 213.83 214.67
PP 213.68 213.68 213.68 213.84
S1 213.04 213.04 213.59 213.36
S2 212.37 212.37 213.47
S3 211.06 211.73 213.35
S4 209.75 210.42 212.99
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
5 216.70 212.58 4.12 1.9% 1.72 0.8% 27% False False 81,760,778
10 217.12 212.58 4.54 2.1% 1.72 0.8% 25% False False 93,026,249
20 217.53 212.57 4.96 2.3% 1.71 0.8% 23% False False 94,855,805
40 219.60 212.31 7.29 3.4% 1.68 0.8% 19% False False 94,597,382
60 219.60 212.31 7.29 3.4% 1.54 0.7% 19% False False 84,187,204
80 219.60 198.65 20.95 9.8% 1.66 0.8% 72% False False 93,391,086
100 219.60 198.65 20.95 9.8% 1.63 0.8% 72% False False 92,477,988
120 219.60 198.65 20.95 9.8% 1.67 0.8% 72% False False 92,337,895
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 219.89
2.618 217.75
1.618 216.44
1.000 215.63
0.618 215.13
HIGH 214.32
0.618 213.82
0.500 213.67
0.382 213.51
LOW 213.01
0.618 212.20
1.000 211.70
1.618 210.89
2.618 209.58
4.250 207.44
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 213.70 214.64
PP 213.68 214.33
S1 213.67 214.02

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

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