SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Oct-2019
Day Change Summary
Previous Current
30-Sep-2019 01-Oct-2019 Change Change % Previous Week
Open 295.97 297.74 1.77 0.6% 297.55
High 297.55 298.46 0.91 0.3% 299.84
Low 295.92 293.00 -2.92 -1.0% 293.69
Close 296.77 293.24 -3.53 -1.2% 295.40
Range 1.63 5.46 3.83 234.7% 6.15
ATR 3.11 3.28 0.17 5.4% 0.00
Volume 52,562,700 89,900,400 37,337,700 71.0% 361,846,208
Daily Pivots for day following 01-Oct-2019
Classic Woodie Camarilla DeMark
R4 311.26 307.71 296.24
R3 305.81 302.25 294.74
R2 300.35 300.35 294.24
R1 296.80 296.80 293.74 295.85
PP 294.90 294.90 294.90 294.42
S1 291.34 291.34 292.74 290.39
S2 289.44 289.44 292.24
S3 283.99 285.89 291.74
S4 278.53 280.43 290.24
Weekly Pivots for week ending 27-Sep-2019
Classic Woodie Camarilla DeMark
R4 314.76 311.23 298.78
R3 308.61 305.08 297.09
R2 302.46 302.46 296.53
R1 298.93 298.93 295.96 297.62
PP 296.31 296.31 296.31 295.66
S1 292.78 292.78 294.84 291.47
S2 290.16 290.16 294.27
S3 284.01 286.63 293.71
S4 277.86 280.48 292.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 298.46 293.00 5.46 1.9% 3.51 1.2% 4% True True 71,880,100
10 302.63 293.00 9.63 3.3% 3.25 1.1% 2% False True 75,405,641
20 302.63 292.31 10.32 3.5% 2.69 0.9% 9% False False 67,406,926
40 302.63 282.04 20.59 7.0% 3.41 1.2% 54% False False 75,530,585
60 302.63 281.72 20.91 7.1% 3.13 1.1% 55% False False 71,932,096
80 302.63 281.72 20.91 7.1% 2.84 1.0% 55% False False 69,335,730
100 302.63 273.09 29.54 10.1% 2.89 1.0% 68% False False 71,356,578
120 302.63 273.09 29.54 10.1% 2.82 1.0% 68% False False 70,993,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 321.64
2.618 312.74
1.618 307.28
1.000 303.91
0.618 301.83
HIGH 298.46
0.618 296.37
0.500 295.73
0.382 295.08
LOW 293.00
0.618 289.63
1.000 287.55
1.618 284.17
2.618 278.72
4.250 269.82
Fisher Pivots for day following 01-Oct-2019
Pivot 1 day 3 day
R1 295.73 295.73
PP 294.90 294.90
S1 294.07 294.07

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

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