SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 213.14 212.93 -0.21 -0.1% 215.00
High 213.93 213.19 -0.74 -0.3% 215.32
Low 211.71 212.36 0.65 0.3% 211.71
Close 212.54 212.55 0.01 0.0% 212.54
Range 2.22 0.83 -1.39 -62.6% 3.61
ATR 1.74 1.67 -0.06 -3.7% 0.00
Volume 140,623,104 61,272,500 -79,350,604 -56.4% 420,237,504
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 215.19 214.70 213.01
R3 214.36 213.87 212.78
R2 213.53 213.53 212.70
R1 213.04 213.04 212.63 212.87
PP 212.70 212.70 212.70 212.62
S1 212.21 212.21 212.47 212.04
S2 211.87 211.87 212.40
S3 211.04 211.38 212.32
S4 210.21 210.55 212.09
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 224.02 221.89 214.53
R3 220.41 218.28 213.53
R2 216.80 216.80 213.20
R1 214.67 214.67 212.87 213.93
PP 213.19 213.19 213.19 212.82
S1 211.06 211.06 212.21 210.32
S2 209.58 209.58 211.88
S3 205.97 207.45 211.55
S4 202.36 203.84 210.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 214.98 211.71 3.27 1.5% 1.42 0.7% 26% False False 84,272,700
10 215.32 211.71 3.61 1.7% 1.27 0.6% 23% False False 78,762,760
20 216.70 211.21 5.49 2.6% 1.48 0.7% 24% False False 82,108,704
40 219.22 211.21 8.01 3.8% 1.71 0.8% 17% False False 96,292,090
60 219.60 211.21 8.39 3.9% 1.52 0.7% 16% False False 86,840,738
80 219.60 211.21 8.39 3.9% 1.48 0.7% 16% False False 83,319,119
100 219.60 198.65 20.95 9.9% 1.64 0.8% 66% False False 93,270,348
120 219.60 198.65 20.95 9.9% 1.64 0.8% 66% False False 91,756,599
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 0.33
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 216.72
2.618 215.36
1.618 214.53
1.000 214.02
0.618 213.70
HIGH 213.19
0.618 212.87
0.500 212.78
0.382 212.68
LOW 212.36
0.618 211.85
1.000 211.53
1.618 211.02
2.618 210.19
4.250 208.83
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 212.78 213.17
PP 212.70 212.96
S1 212.63 212.76

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

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