SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Oct-2015

Day Change Summary
	Previous	Current
	30-Sep-2015	01-Oct-2015	Change	Change %	Previous Week
Open	190.37	192.08	1.71	0.9%	196.44
High	191.83	192.49	0.66	0.3%	197.68
Low	189.44	189.82	0.38	0.2%	190.56
Close	191.63	192.13	0.50	0.3%	192.85
Range	2.39	2.67	0.28	11.7%	7.12
ATR	3.51	3.45	-0.06	-1.7%	0.00
Volume	163,452,000	131,078,891	-32,373,109	-19.8%	666,841,094

Daily Pivots for day following 01-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	199.49	198.48	193.60
R3	196.82	195.81	192.86
R2	194.15	194.15	192.62
R1	193.14	193.14	192.37	193.65
PP	191.48	191.48	191.48	191.73
S1	190.47	190.47	191.89	190.98
S2	188.81	188.81	191.64
S3	186.14	187.80	191.40
S4	183.47	185.13	190.66

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.06	211.07	196.77
R3	207.94	203.95	194.81
R2	200.82	200.82	194.16
R1	196.83	196.83	193.50	195.27
PP	193.70	193.70	193.70	192.91
S1	189.71	189.71	192.20	188.15
S2	186.58	186.58	191.54
S3	179.46	182.59	190.89
S4	172.34	175.47	188.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	195.00	186.93	8.07	4.2%	3.07	1.6%	64%	False	False	157,429,381
10	198.68	186.93	11.75	6.1%	2.81	1.5%	44%	False	False	152,259,070
20	202.89	186.93	15.96	8.3%	2.82	1.5%	33%	False	False	149,716,026
40	210.68	182.40	28.28	14.7%	3.32	1.7%	34%	False	False	171,598,538
60	213.18	182.40	30.78	16.0%	2.74	1.4%	32%	False	False	148,368,377
80	213.34	182.40	30.94	16.1%	2.54	1.3%	31%	False	False	142,435,622
100	213.78	182.40	31.38	16.3%	2.33	1.2%	31%	False	False	132,852,016
120	213.78	182.40	31.38	16.3%	2.23	1.2%	31%	False	False	127,688,001

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.76
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	203.84
2.618	199.48
1.618	196.81
1.000	195.16
0.618	194.14
HIGH	192.49
0.618	191.47
0.500	191.16
0.382	190.84
LOW	189.82
0.618	188.17
1.000	187.15
1.618	185.50
2.618	182.83
4.250	178.47

Fisher Pivots for day following 01-Oct-2015
Pivot	1 day	3 day
R1	191.81	191.32
PP	191.48	190.52
S1	191.16	189.71

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols