SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Oct-2019
Day Change Summary
Previous Current
10-Oct-2019 11-Oct-2019 Change Change % Previous Week
Open 291.18 296.27 5.09 1.7% 293.47
High 294.21 298.74 4.53 1.5% 298.74
Low 291.00 296.14 5.14 1.8% 288.49
Close 293.24 296.28 3.04 1.0% 296.28
Range 3.21 2.60 -0.61 -19.2% 10.25
ATR 3.66 3.79 0.13 3.6% 0.00
Volume 57,255,900 101,228,496 43,972,596 76.8% 386,417,296
Daily Pivots for day following 11-Oct-2019
Classic Woodie Camarilla DeMark
R4 304.84 303.16 297.71
R3 302.25 300.56 296.99
R2 299.65 299.65 296.76
R1 297.97 297.97 296.52 298.81
PP 297.05 297.05 297.05 297.48
S1 295.37 295.37 296.04 296.21
S2 294.46 294.46 295.80
S3 291.86 292.77 295.57
S4 289.27 290.18 294.85
Weekly Pivots for week ending 11-Oct-2019
Classic Woodie Camarilla DeMark
R4 325.25 321.02 301.92
R3 315.00 310.77 299.10
R2 304.75 304.75 298.16
R1 300.52 300.52 297.22 302.64
PP 294.50 294.50 294.50 295.56
S1 290.27 290.27 295.34 292.39
S2 284.25 284.25 294.40
S3 274.00 280.02 293.46
S4 263.75 269.77 290.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 298.74 288.49 10.25 3.5% 3.06 1.0% 76% True False 77,283,459
10 298.74 284.82 13.92 4.7% 3.67 1.2% 82% True False 80,601,170
20 302.63 284.82 17.81 6.0% 3.25 1.1% 64% False False 75,935,025
40 302.63 283.47 19.16 6.5% 3.10 1.0% 67% False False 71,112,850
60 302.63 281.72 20.91 7.1% 3.39 1.1% 70% False False 76,970,863
80 302.63 281.72 20.91 7.1% 3.02 1.0% 70% False False 71,741,072
100 302.63 273.09 29.54 10.0% 2.91 1.0% 79% False False 71,216,998
120 302.63 273.09 29.54 10.0% 2.94 1.0% 79% False False 72,806,738
Crabel Price Patterns
NR True
NR4 True
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 0.66
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 309.77
2.618 305.53
1.618 302.94
1.000 301.34
0.618 300.34
HIGH 298.74
0.618 297.75
0.500 297.44
0.382 297.14
LOW 296.14
0.618 294.54
1.000 293.55
1.618 291.95
2.618 289.35
4.250 285.12
Fisher Pivots for day following 11-Oct-2019
Pivot 1 day 3 day
R1 297.44 295.42
PP 297.05 294.56
S1 296.67 293.70

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

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