SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 435.64 436.95 1.31 0.3% 426.62
High 436.58 437.34 0.76 0.2% 431.13
Low 433.18 431.23 -1.95 -0.5% 420.18
Close 436.32 433.66 -2.66 -0.6% 429.54
Range 3.40 6.11 2.71 79.6% 10.95
ATR 5.16 5.22 0.07 1.3% 0.00
Volume 62,451,700 81,154,200 18,702,500 29.9% 458,428,100
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 452.39 449.13 437.02
R3 446.29 443.03 435.34
R2 440.18 440.18 434.78
R1 436.92 436.92 434.22 435.50
PP 434.08 434.08 434.08 433.36
S1 430.82 430.82 433.10 429.39
S2 427.97 427.97 432.54
S3 421.87 424.71 431.98
S4 415.76 418.61 430.30
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 459.78 455.61 435.56
R3 448.84 444.66 432.55
R2 437.89 437.89 431.55
R1 433.72 433.72 430.54 435.81
PP 426.95 426.95 426.95 427.99
S1 422.77 422.77 428.54 424.86
S2 416.00 416.00 427.53
S3 405.06 411.83 426.53
S4 394.11 400.88 423.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 437.34 420.60 16.74 3.9% 6.12 1.4% 78% True False 83,172,140
10 437.34 420.18 17.16 4.0% 5.69 1.3% 79% True False 87,612,680
20 447.48 420.18 27.30 6.3% 5.06 1.2% 49% False False 88,086,870
40 453.67 420.18 33.49 7.7% 4.56 1.1% 40% False False 80,446,230
60 459.44 420.18 39.26 9.1% 4.40 1.0% 34% False False 77,701,680
80 459.44 420.18 39.26 9.1% 4.06 0.9% 34% False False 76,428,837
100 459.44 409.88 49.56 11.4% 4.07 0.9% 48% False False 78,346,126
120 459.44 403.74 55.70 12.8% 4.07 0.9% 54% False False 78,635,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 463.28
2.618 453.32
1.618 447.21
1.000 443.44
0.618 441.11
HIGH 437.34
0.618 435.00
0.500 434.28
0.382 433.56
LOW 431.23
0.618 427.46
1.000 425.13
1.618 421.35
2.618 415.25
4.250 405.28
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 434.28 434.28
PP 434.08 434.08
S1 433.87 433.87

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

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