SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 201.38 201.42 0.04 0.0% 196.46
High 201.90 201.76 -0.14 -0.1% 201.90
Low 200.58 200.91 0.33 0.2% 196.33
Close 201.33 201.52 0.19 0.1% 201.33
Range 1.32 0.85 -0.47 -35.6% 5.57
ATR 3.25 3.08 -0.17 -5.3% 0.00
Volume 107,938,000 56,395,602 -51,542,398 -47.8% 621,895,711
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 203.95 203.58 201.99
R3 203.10 202.73 201.75
R2 202.25 202.25 201.68
R1 201.88 201.88 201.60 202.07
PP 201.40 201.40 201.40 201.49
S1 201.03 201.03 201.44 201.22
S2 200.55 200.55 201.36
S3 199.70 200.18 201.29
S4 198.85 199.33 201.05
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 216.56 214.52 204.39
R3 210.99 208.95 202.86
R2 205.42 205.42 202.35
R1 203.38 203.38 201.84 204.40
PP 199.85 199.85 199.85 200.37
S1 197.81 197.81 200.82 198.83
S2 194.28 194.28 200.31
S3 188.71 192.24 199.80
S4 183.14 186.67 198.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 201.90 197.00 4.90 2.4% 1.89 0.9% 92% False False 110,394,101
10 201.90 186.93 14.97 7.4% 2.56 1.3% 97% False False 134,287,082
20 202.89 186.93 15.96 7.9% 2.72 1.4% 91% False False 145,065,966
40 210.68 182.40 28.28 14.0% 3.41 1.7% 68% False False 174,467,553
60 213.18 182.40 30.78 15.3% 2.86 1.4% 62% False False 150,607,016
80 213.18 182.40 30.78 15.3% 2.60 1.3% 62% False False 142,954,414
100 213.75 182.40 31.35 15.6% 2.42 1.2% 61% False False 135,641,348
120 213.78 182.40 31.38 15.6% 2.29 1.1% 61% False False 129,451,364
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 205.37
2.618 203.99
1.618 203.14
1.000 202.61
0.618 202.29
HIGH 201.76
0.618 201.44
0.500 201.34
0.382 201.23
LOW 200.91
0.618 200.38
1.000 200.06
1.618 199.53
2.618 198.68
4.250 197.30
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 201.46 201.10
PP 201.40 200.67
S1 201.34 200.25

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

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