SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 257.18 258.04 0.86 0.3% 257.48
High 257.44 258.43 0.99 0.4% 257.89
Low 256.81 257.07 0.27 0.1% 254.00
Close 257.15 257.49 0.34 0.1% 257.71
Range 0.64 1.36 0.73 114.2% 3.89
ATR 1.18 1.19 0.01 1.1% 0.00
Volume 60,304,700 54,202,700 -6,102,000 -10.1% 389,926,800
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 261.74 260.98 258.24
R3 260.38 259.62 257.86
R2 259.02 259.02 257.74
R1 258.26 258.26 257.61 257.96
PP 257.66 257.66 257.66 257.52
S1 256.90 256.90 257.37 256.60
S2 256.30 256.30 257.24
S3 254.94 255.54 257.12
S4 253.58 254.18 256.74
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
5 258.43 255.48 2.95 1.1% 1.25 0.5% 68% True False 64,830,680
10 258.43 254.00 4.43 1.7% 1.36 0.5% 79% True False 70,979,980
20 258.43 253.20 5.23 2.0% 1.09 0.4% 82% True False 59,651,970
40 258.43 246.30 12.13 4.7% 1.00 0.4% 92% True False 61,247,697
60 258.43 241.83 16.60 6.4% 1.20 0.5% 94% True False 65,353,417
80 258.43 241.83 16.60 6.4% 1.15 0.4% 94% True False 62,206,680
100 258.43 239.96 18.47 7.2% 1.21 0.5% 95% True False 62,628,114
120 258.43 235.43 23.00 8.9% 1.22 0.5% 96% True False 64,646,660
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 264.21
2.618 261.99
1.618 260.63
1.000 259.79
0.618 259.27
HIGH 258.43
0.618 257.91
0.500 257.75
0.382 257.59
LOW 257.07
0.618 256.23
1.000 255.71
1.618 254.87
2.618 253.51
4.250 251.29
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 257.75 257.47
PP 257.66 257.44
S1 257.58 257.42

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

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