SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 416.45 414.19 -2.26 -0.5% 419.61
High 417.33 414.60 -2.73 -0.7% 424.82
Low 411.60 409.21 -2.39 -0.6% 409.21
Close 412.55 410.68 -1.87 -0.5% 410.68
Range 5.73 5.39 -0.34 -5.9% 15.61
ATR 5.67 5.65 -0.02 -0.3% 0.00
Volume 115,156,700 107,367,600 -7,789,100 -6.8% 487,346,700
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 427.67 424.56 413.64
R3 422.28 419.17 412.16
R2 416.89 416.89 411.67
R1 413.78 413.78 411.17 412.64
PP 411.50 411.50 411.50 410.93
S1 408.39 408.39 410.19 407.25
S2 406.11 406.11 409.69
S3 400.72 403.00 409.20
S4 395.33 397.61 407.72
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 461.73 451.82 419.27
R3 446.12 436.21 414.97
R2 430.51 430.51 413.54
R1 420.60 420.60 412.11 417.75
PP 414.90 414.90 414.90 413.48
S1 404.99 404.99 409.25 402.14
S2 399.29 399.29 407.82
S3 383.68 389.38 406.39
S4 368.07 373.77 402.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 424.82 409.21 15.61 3.8% 5.35 1.3% 9% False True 97,469,340
10 438.14 409.21 28.93 7.0% 5.47 1.3% 5% False True 97,690,690
20 438.14 409.21 28.93 7.0% 5.61 1.4% 5% False True 91,656,175
40 453.67 409.21 44.46 10.8% 4.75 1.2% 3% False True 85,562,835
60 453.67 409.21 44.46 10.8% 4.77 1.2% 3% False True 82,732,880
80 459.44 409.21 50.23 12.2% 4.42 1.1% 3% False True 79,759,147
100 459.44 409.21 50.23 12.2% 4.24 1.0% 3% False True 79,927,858
120 459.44 408.87 50.57 12.3% 4.18 1.0% 4% False False 79,941,451
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 0.91
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 437.51
2.618 428.71
1.618 423.32
1.000 419.99
0.618 417.93
HIGH 414.60
0.618 412.54
0.500 411.91
0.382 411.27
LOW 409.21
0.618 405.88
1.000 403.82
1.618 400.49
2.618 395.10
4.250 386.30
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 411.91 415.57
PP 411.50 413.94
S1 411.09 412.31

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

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