SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 213.21 214.58 1.37 0.6% 213.09
High 214.42 214.62 0.20 0.1% 214.64
Low 212.93 213.08 0.15 0.1% 212.17
Close 213.74 213.17 -0.57 -0.3% 213.98
Range 1.49 1.54 0.05 3.4% 2.47
ATR 1.71 1.70 -0.01 -0.7% 0.00
Volume 75,705,400 77,220,200 1,514,800 2.0% 364,393,200
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 218.24 217.25 214.02
R3 216.70 215.71 213.59
R2 215.16 215.16 213.45
R1 214.17 214.17 213.31 213.90
PP 213.62 213.62 213.62 213.49
S1 212.63 212.63 213.03 212.36
S2 212.08 212.08 212.89
S3 210.54 211.09 212.75
S4 209.00 209.55 212.32
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% 1.24 0.6% 16% False False 73,740,680
10 215.32 212.17 3.15 1.5% 1.26 0.6% 32% False False 73,735,380
20 217.12 211.21 5.91 2.8% 1.46 0.7% 33% False False 82,047,209
40 219.22 211.21 8.01 3.8% 1.70 0.8% 24% False False 95,673,149
60 219.60 211.21 8.39 3.9% 1.53 0.7% 23% False False 85,450,438
80 219.60 208.63 10.97 5.1% 1.50 0.7% 41% False False 83,539,983
100 219.60 198.65 20.95 9.8% 1.63 0.8% 69% False False 92,650,969
120 219.60 198.65 20.95 9.8% 1.64 0.8% 69% False False 91,400,794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 221.17
2.618 218.65
1.618 217.11
1.000 216.16
0.618 215.57
HIGH 214.62
0.618 214.03
0.500 213.85
0.382 213.67
LOW 213.08
0.618 212.13
1.000 211.54
1.618 210.59
2.618 209.05
4.250 206.54
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 213.85 213.96
PP 213.62 213.69
S1 213.40 213.43

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

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