SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 212.93 212.93 0.00 0.0% 215.00
High 213.19 212.99 -0.20 -0.1% 215.32
Low 212.36 209.60 -2.76 -1.3% 211.71
Close 212.55 211.01 -1.54 -0.7% 212.54
Range 0.83 3.39 2.56 308.4% 3.61
ATR 1.67 1.79 0.12 7.3% 0.00
Volume 61,272,500 122,781,800 61,509,300 100.4% 420,237,504
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 221.37 219.58 212.87
R3 217.98 216.19 211.94
R2 214.59 214.59 211.63
R1 212.80 212.80 211.32 212.00
PP 211.20 211.20 211.20 210.80
S1 209.41 209.41 210.70 208.61
S2 207.81 207.81 210.39
S3 204.42 206.02 210.08
S4 201.03 202.63 209.15
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
5 214.62 209.60 5.02 2.4% 1.89 0.9% 28% False True 95,520,600
10 215.32 209.60 5.72 2.7% 1.51 0.7% 25% False True 83,353,980
20 216.70 209.60 7.10 3.4% 1.54 0.7% 20% False True 82,250,394
40 219.22 209.60 9.62 4.6% 1.76 0.8% 15% False True 97,944,085
60 219.60 209.60 10.00 4.7% 1.56 0.7% 14% False True 88,221,994
80 219.60 209.60 10.00 4.7% 1.51 0.7% 14% False True 83,933,468
100 219.60 198.65 20.95 9.9% 1.66 0.8% 59% False False 93,359,875
120 219.60 198.65 20.95 9.9% 1.65 0.8% 59% False False 92,033,228
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 False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 227.40
2.618 221.87
1.618 218.48
1.000 216.38
0.618 215.09
HIGH 212.99
0.618 211.70
0.500 211.30
0.382 210.89
LOW 209.60
0.618 207.50
1.000 206.21
1.618 204.11
2.618 200.72
4.250 195.19
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 211.30 211.77
PP 211.20 211.51
S1 211.11 211.26

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

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