SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary
Previous Current
08-Oct-2021 11-Oct-2021 Change Change % Previous Week
Open 439.48 437.16 -2.32 -0.5% 433.00
High 439.89 440.26 0.37 0.1% 441.68
Low 437.19 434.62 -2.57 -0.6% 426.36
Close 437.86 434.69 -3.17 -0.7% 437.86
Range 2.70 5.64 2.94 108.9% 15.32
ATR 5.55 5.56 0.01 0.1% 0.00
Volume 74,557,400 65,233,200 -9,324,200 -12.5% 479,279,500
Daily Pivots for day following 11-Oct-2021
Classic Woodie Camarilla DeMark
R4 453.44 449.71 437.79
R3 447.80 444.07 436.24
R2 442.16 442.16 435.72
R1 438.43 438.43 435.21 437.48
PP 436.52 436.52 436.52 436.05
S1 432.79 432.79 434.17 431.84
S2 430.88 430.88 433.66
S3 425.24 427.15 433.14
S4 419.60 421.51 431.59
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 481.26 474.88 446.29
R3 465.94 459.56 442.07
R2 450.62 450.62 440.67
R1 444.24 444.24 439.26 447.43
PP 435.30 435.30 435.30 436.90
S1 428.92 428.92 436.46 432.11
S2 419.98 419.98 435.05
S3 404.66 413.60 433.65
S4 389.34 398.28 429.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 441.68 427.54 14.14 3.3% 5.10 1.2% 51% False False 83,188,560
10 441.68 426.36 15.32 3.5% 6.02 1.4% 54% False False 102,702,420
20 448.41 426.36 22.05 5.1% 5.43 1.3% 38% False False 97,070,435
40 454.05 426.36 27.69 6.4% 4.38 1.0% 30% False False 80,436,315
60 454.05 421.97 32.08 7.4% 3.94 0.9% 40% False False 72,964,492
80 454.05 414.70 39.35 9.1% 3.69 0.8% 51% False False 70,648,439
100 454.05 411.67 42.38 9.7% 3.53 0.8% 54% False False 67,999,301
120 454.05 404.00 50.05 11.5% 3.63 0.8% 61% False False 70,126,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 464.23
2.618 455.03
1.618 449.39
1.000 445.90
0.618 443.75
HIGH 440.26
0.618 438.11
0.500 437.44
0.382 436.77
LOW 434.62
0.618 431.13
1.000 428.98
1.618 425.49
2.618 419.85
4.250 410.65
Fisher Pivots for day following 11-Oct-2021
Pivot 1 day 3 day
R1 437.44 438.15
PP 436.52 437.00
S1 435.61 435.84

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

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