SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 258.04 257.41 -0.63 -0.2% 257.48
High 258.43 257.75 -0.68 -0.3% 257.89
Low 257.07 256.19 -0.88 -0.3% 254.00
Close 257.49 257.59 0.10 0.0% 257.71
Range 1.36 1.56 0.20 14.7% 3.89
ATR 1.19 1.22 0.03 2.2% 0.00
Volume 54,202,700 56,449,500 2,246,800 4.1% 389,926,800
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 261.86 261.28 258.45
R3 260.30 259.72 258.02
R2 258.74 258.74 257.88
R1 258.16 258.16 257.73 258.45
PP 257.18 257.18 257.18 257.32
S1 256.60 256.60 257.45 256.89
S2 255.62 255.62 257.30
S3 254.06 255.04 257.16
S4 252.50 253.48 256.73
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
5 258.43 255.63 2.81 1.1% 1.40 0.5% 70% False False 62,160,999
10 258.43 254.00 4.43 1.7% 1.37 0.5% 81% False False 70,434,560
20 258.43 253.65 4.78 1.9% 1.09 0.4% 82% False False 59,298,310
40 258.43 246.30 12.13 4.7% 1.02 0.4% 93% False False 61,208,067
60 258.43 241.83 16.60 6.4% 1.20 0.5% 95% False False 65,250,365
80 258.43 241.83 16.60 6.4% 1.15 0.4% 95% False False 62,167,169
100 258.43 239.96 18.47 7.2% 1.22 0.5% 95% False False 62,591,940
120 258.43 235.43 23.00 8.9% 1.23 0.5% 96% False False 64,601,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 264.38
2.618 261.83
1.618 260.27
1.000 259.31
0.618 258.71
HIGH 257.75
0.618 257.15
0.500 256.97
0.382 256.79
LOW 256.19
0.618 255.23
1.000 254.63
1.618 253.67
2.618 252.11
4.250 249.56
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 257.38 257.50
PP 257.18 257.40
S1 256.97 257.31

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

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