SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Oct-2017
Day Change Summary
Previous Current
04-Oct-2017 05-Oct-2017 Change Change % Previous Week
Open 252.69 253.54 0.85 0.3% 249.15
High 253.44 254.68 1.24 0.5% 251.32
Low 252.56 253.20 0.64 0.3% 248.08
Close 253.16 254.66 1.50 0.6% 251.23
Range 0.88 1.48 0.60 68.2% 3.24
ATR 1.16 1.19 0.03 2.2% 0.00
Volume 55,953,600 63,522,700 7,569,100 13.5% 322,504,400
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 258.62 258.12 255.47
R3 257.14 256.64 255.07
R2 255.66 255.66 254.93
R1 255.16 255.16 254.80 255.41
PP 254.18 254.18 254.18 254.31
S1 253.68 253.68 254.52 253.93
S2 252.70 252.70 254.39
S3 251.22 252.20 254.25
S4 249.74 250.72 253.85
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 259.93 258.82 253.01
R3 256.69 255.58 252.12
R2 253.45 253.45 251.82
R1 252.34 252.34 251.53 252.90
PP 250.21 250.21 250.21 250.49
S1 249.10 249.10 250.93 249.66
S2 246.97 246.97 250.64
S3 243.73 245.86 250.34
S4 240.49 242.62 249.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 254.68 250.13 4.55 1.8% 1.05 0.4% 100% True False 66,177,460
10 254.68 248.08 6.60 2.6% 1.06 0.4% 100% True False 61,902,770
20 254.68 246.30 8.38 3.3% 0.94 0.4% 100% True False 63,117,825
40 254.68 241.83 12.85 5.0% 1.26 0.5% 100% True False 68,226,393
60 254.68 241.83 12.85 5.0% 1.18 0.5% 100% True False 63,123,455
80 254.68 239.96 14.72 5.8% 1.25 0.5% 100% True False 63,415,347
100 254.68 235.43 19.25 7.6% 1.26 0.5% 100% True False 65,661,636
120 254.68 233.08 21.60 8.5% 1.25 0.5% 100% True False 66,464,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 260.97
2.618 258.55
1.618 257.07
1.000 256.16
0.618 255.59
HIGH 254.68
0.618 254.11
0.500 253.94
0.382 253.77
LOW 253.20
0.618 252.29
1.000 251.72
1.618 250.81
2.618 249.33
4.250 246.91
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 254.42 254.26
PP 254.18 253.86
S1 253.94 253.46

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

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