SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 212.96 215.00 2.04 1.0% 213.09
High 214.08 215.32 1.24 0.6% 214.64
Low 212.76 214.48 1.72 0.8% 212.17
Close 213.98 214.89 0.91 0.4% 213.98
Range 1.32 0.84 -0.48 -36.4% 2.47
ATR 1.82 1.78 -0.03 -1.9% 0.00
Volume 89,089,000 60,146,500 -28,942,500 -32.5% 364,393,200
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 217.42 216.99 215.35
R3 216.58 216.15 215.12
R2 215.74 215.74 215.04
R1 215.31 215.31 214.97 215.11
PP 214.90 214.90 214.90 214.79
S1 214.47 214.47 214.81 214.27
S2 214.06 214.06 214.74
S3 213.22 213.63 214.66
S4 212.38 212.79 214.43
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 221.01 219.96 215.34
R3 218.54 217.49 214.66
R2 216.07 216.07 214.43
R1 215.02 215.02 214.21 215.55
PP 213.60 213.60 213.60 213.86
S1 212.55 212.55 213.75 213.08
S2 211.13 211.13 213.53
S3 208.66 210.08 213.30
S4 206.19 207.61 212.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 215.32 212.76 2.56 1.2% 1.13 0.5% 83% True False 73,252,820
10 215.74 211.21 4.53 2.1% 1.54 0.7% 81% False False 82,347,618
20 217.12 211.21 5.91 2.8% 1.61 0.8% 62% False False 85,765,729
40 219.22 211.21 8.01 3.7% 1.70 0.8% 46% False False 95,533,602
60 219.60 211.21 8.39 3.9% 1.54 0.7% 44% False False 85,452,646
80 219.60 207.06 12.54 5.8% 1.51 0.7% 62% False False 84,695,138
100 219.60 198.65 20.95 9.7% 1.63 0.8% 78% False False 92,732,476
120 219.60 198.65 20.95 9.7% 1.65 0.8% 78% False False 91,499,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 218.89
2.618 217.52
1.618 216.68
1.000 216.16
0.618 215.84
HIGH 215.32
0.618 215.00
0.500 214.90
0.382 214.80
LOW 214.48
0.618 213.96
1.000 213.64
1.618 213.12
2.618 212.28
4.250 210.91
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 214.90 214.61
PP 214.90 214.32
S1 214.89 214.04

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

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