SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 254.83 256.70 1.87 0.7% 255.21
High 255.83 257.14 1.31 0.5% 257.14
Low 254.35 255.77 1.42 0.6% 254.35
Close 255.79 257.11 1.32 0.5% 257.11
Range 1.48 1.37 -0.11 -7.4% 2.79
ATR 1.00 1.02 0.03 2.7% 0.00
Volume 61,903,700 89,176,304 27,272,604 44.1% 261,750,804
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 260.78 260.32 257.86
R3 259.41 258.95 257.49
R2 258.04 258.04 257.36
R1 257.58 257.58 257.24 257.81
PP 256.67 256.67 256.67 256.79
S1 256.21 256.21 256.98 256.44
S2 255.30 255.30 256.86
S3 253.93 254.84 256.73
S4 252.56 253.47 256.36
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 264.57 263.63 258.64
R3 261.78 260.84 257.88
R2 258.99 258.99 257.62
R1 258.05 258.05 257.37 258.52
PP 256.20 256.20 256.20 256.44
S1 255.26 255.26 256.85 255.73
S2 253.41 253.41 256.60
S3 250.62 252.47 256.34
S4 247.83 249.68 255.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 257.14 254.35 2.79 1.1% 0.91 0.4% 99% True False 52,350,160
10 257.14 253.65 3.49 1.4% 0.87 0.3% 99% True False 49,015,100
20 257.14 248.08 9.06 3.5% 0.98 0.4% 100% True False 56,930,530
40 257.14 242.93 14.21 5.5% 1.04 0.4% 100% True False 60,611,493
60 257.14 241.83 15.31 6.0% 1.15 0.4% 100% True False 62,923,928
80 257.14 239.96 17.18 6.7% 1.18 0.5% 100% True False 61,453,395
100 257.14 239.96 17.18 6.7% 1.21 0.5% 100% True False 62,952,532
120 257.14 235.43 21.71 8.4% 1.20 0.5% 100% True False 63,881,621
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 262.96
2.618 260.73
1.618 259.36
1.000 258.51
0.618 257.99
HIGH 257.14
0.618 256.62
0.500 256.46
0.382 256.29
LOW 255.77
0.618 254.92
1.000 254.40
1.618 253.55
2.618 252.18
4.250 249.95
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 256.89 256.66
PP 256.67 256.20
S1 256.46 255.75

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

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