SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 257.41 257.77 0.36 0.1% 257.07
High 257.75 258.50 0.75 0.3% 258.50
Low 256.19 257.30 1.11 0.4% 256.19
Close 257.59 258.45 0.86 0.3% 258.45
Range 1.56 1.20 -0.36 -23.1% 2.31
ATR 1.22 1.22 0.00 -0.1% 0.00
Volume 56,449,500 59,589,700 3,140,200 5.6% 284,832,200
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 261.68 261.27 259.11
R3 260.48 260.07 258.78
R2 259.28 259.28 258.67
R1 258.87 258.87 258.56 259.08
PP 258.08 258.08 258.08 258.19
S1 257.67 257.67 258.34 257.88
S2 256.88 256.88 258.23
S3 255.68 256.47 258.12
S4 254.48 255.27 257.79
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 264.64 263.86 259.72
R3 262.33 261.55 259.09
R2 260.02 260.02 258.87
R1 259.24 259.24 258.66 259.63
PP 257.71 257.71 257.71 257.91
S1 256.93 256.93 258.24 257.32
S2 255.40 255.40 258.03
S3 253.09 254.62 257.81
S4 250.78 252.31 257.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 258.50 256.19 2.31 0.9% 1.19 0.5% 98% True False 56,966,440
10 258.50 254.00 4.50 1.7% 1.35 0.5% 99% True False 67,475,900
20 258.50 253.65 4.85 1.9% 1.11 0.4% 99% True False 58,245,500
40 258.50 248.02 10.48 4.1% 1.03 0.4% 100% True False 61,101,990
60 258.50 241.83 16.67 6.4% 1.18 0.5% 100% True False 64,235,537
80 258.50 241.83 16.67 6.4% 1.16 0.4% 100% True False 62,418,645
100 258.50 239.96 18.54 7.2% 1.21 0.5% 100% True False 62,401,814
120 258.50 235.43 23.07 8.9% 1.23 0.5% 100% True False 64,670,648
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 263.60
2.618 261.64
1.618 260.44
1.000 259.70
0.618 259.24
HIGH 258.50
0.618 258.04
0.500 257.90
0.382 257.76
LOW 257.30
0.618 256.56
1.000 256.10
1.618 255.36
2.618 254.16
4.250 252.20
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 258.27 258.08
PP 258.08 257.71
S1 257.90 257.35

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

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