SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 255.99 256.54 0.55 0.2% 257.48
High 256.30 257.89 1.59 0.6% 257.89
Low 255.48 255.63 0.15 0.1% 254.00
Close 255.62 257.71 2.09 0.8% 257.71
Range 0.82 2.27 1.45 176.2% 3.89
ATR 1.13 1.21 0.08 7.2% 0.00
Volume 69,797,904 85,562,496 15,764,592 22.6% 389,926,800
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 263.87 263.06 258.96
R3 261.61 260.79 258.33
R2 259.34 259.34 258.13
R1 258.53 258.53 257.92 258.93
PP 257.08 257.08 257.08 257.28
S1 256.26 256.26 257.50 256.67
S2 254.81 254.81 257.29
S3 252.55 254.00 257.09
S4 250.28 251.73 256.46
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 268.20 266.85 259.85
R3 264.31 262.96 258.78
R2 260.42 260.42 258.42
R1 259.07 259.07 258.07 259.75
PP 256.53 256.53 256.53 256.87
S1 255.18 255.18 257.35 255.86
S2 252.64 252.64 257.00
S3 248.75 251.29 256.64
S4 244.86 247.40 255.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 257.89 254.00 3.89 1.5% 1.51 0.6% 95% True False 77,985,360
10 257.89 254.00 3.89 1.5% 1.21 0.5% 95% True False 65,167,760
20 257.89 251.29 6.60 2.6% 1.06 0.4% 97% True False 60,301,650
40 257.89 244.95 12.94 5.0% 1.03 0.4% 99% True False 62,310,933
60 257.89 241.83 16.06 6.2% 1.20 0.5% 99% True False 65,105,302
80 257.89 240.56 17.33 6.7% 1.16 0.5% 99% True False 61,909,142
100 257.89 239.96 17.93 7.0% 1.23 0.5% 99% True False 63,783,334
120 257.89 235.43 22.46 8.7% 1.22 0.5% 99% True False 64,661,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 267.52
2.618 263.82
1.618 261.55
1.000 260.16
0.618 259.29
HIGH 257.89
0.618 257.02
0.500 256.76
0.382 256.49
LOW 255.63
0.618 254.23
1.000 253.36
1.618 251.96
2.618 249.70
4.250 246.00
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 257.39 257.12
PP 257.08 256.53
S1 256.76 255.95

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

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