SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 254.51 254.66 0.15 0.1% 251.49
High 255.02 255.06 0.04 0.0% 254.70
Low 254.32 254.37 0.05 0.0% 251.29
Close 255.02 254.64 -0.38 -0.1% 254.37
Range 0.70 0.70 -0.01 -0.7% 3.41
ATR 1.12 1.09 -0.03 -2.7% 0.00
Volume 47,674,300 47,065,100 -609,200 -1.3% 325,955,204
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 256.77 256.40 255.02
R3 256.08 255.71 254.83
R2 255.38 255.38 254.77
R1 255.01 255.01 254.70 254.85
PP 254.69 254.69 254.69 254.61
S1 254.32 254.32 254.58 254.16
S2 253.99 253.99 254.51
S3 253.30 253.62 254.45
S4 252.60 252.93 254.26
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 263.68 262.44 256.25
R3 260.27 259.03 255.31
R2 256.86 256.86 255.00
R1 255.62 255.62 254.68 256.24
PP 253.45 253.45 253.45 253.77
S1 252.21 252.21 254.06 252.83
S2 250.04 250.04 253.74
S3 246.63 248.80 253.43
S4 243.22 245.39 252.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 255.06 253.65 1.41 0.6% 0.87 0.3% 70% True False 50,849,140
10 255.06 250.13 4.93 1.9% 0.96 0.4% 91% True False 58,513,300
20 255.06 248.08 6.98 2.7% 0.96 0.4% 94% True False 58,491,715
40 255.06 241.83 13.23 5.2% 1.19 0.5% 97% True False 65,067,550
60 255.06 241.83 13.23 5.2% 1.16 0.5% 97% True False 63,576,837
80 255.06 239.96 15.10 5.9% 1.22 0.5% 97% True False 62,197,791
100 255.06 239.51 15.55 6.1% 1.21 0.5% 97% True False 63,139,240
120 255.06 235.43 19.63 7.7% 1.21 0.5% 98% True False 64,632,044
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 258.01
2.618 256.88
1.618 256.18
1.000 255.76
0.618 255.49
HIGH 255.06
0.618 254.79
0.500 254.71
0.382 254.63
LOW 254.37
0.618 253.94
1.000 253.67
1.618 253.24
2.618 252.55
4.250 251.41
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 254.71 254.60
PP 254.69 254.56
S1 254.66 254.52

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

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