SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 210.65 209.99 -0.66 -0.3% 215.00
High 211.10 210.24 -0.86 -0.4% 215.32
Low 209.23 208.46 -0.77 -0.4% 211.71
Close 209.74 208.78 -0.96 -0.5% 212.54
Range 1.87 1.78 -0.09 -4.8% 3.61
ATR 1.80 1.80 0.00 -0.1% 0.00
Volume 103,330,800 88,939,296 -14,391,504 -13.9% 420,237,504
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 214.50 213.42 209.76
R3 212.72 211.64 209.27
R2 210.94 210.94 209.11
R1 209.86 209.86 208.94 209.51
PP 209.16 209.16 209.16 208.99
S1 208.08 208.08 208.62 207.73
S2 207.38 207.38 208.45
S3 205.60 206.30 208.29
S4 203.82 204.52 207.80
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
5 213.93 208.46 5.47 2.6% 2.02 1.0% 6% False True 103,389,500
10 215.32 208.46 6.86 3.3% 1.63 0.8% 5% False True 88,565,090
20 216.70 208.46 8.24 3.9% 1.62 0.8% 4% False True 85,076,739
40 217.53 208.46 9.07 4.3% 1.81 0.9% 4% False True 98,984,397
60 219.60 208.46 11.14 5.3% 1.59 0.8% 3% False True 89,606,636
80 219.60 208.46 11.14 5.3% 1.52 0.7% 3% False True 83,979,348
100 219.60 198.65 20.95 10.0% 1.66 0.8% 48% False False 92,854,473
120 219.60 198.65 20.95 10.0% 1.64 0.8% 48% False False 92,185,800
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 217.81
2.618 214.90
1.618 213.12
1.000 212.02
0.618 211.34
HIGH 210.24
0.618 209.56
0.500 209.35
0.382 209.14
LOW 208.46
0.618 207.36
1.000 206.68
1.618 205.58
2.618 203.80
4.250 200.90
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 209.35 210.73
PP 209.16 210.08
S1 208.97 209.43

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

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