SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 201.42 200.65 -0.77 -0.4% 196.46
High 201.76 202.16 0.40 0.2% 201.90
Low 200.91 200.05 -0.86 -0.4% 196.33
Close 201.52 200.25 -1.27 -0.6% 201.33
Range 0.85 2.11 1.26 148.2% 5.57
ATR 3.08 3.01 -0.07 -2.2% 0.00
Volume 56,395,602 88,038,711 31,643,109 56.1% 621,895,711
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 207.15 205.81 201.41
R3 205.04 203.70 200.83
R2 202.93 202.93 200.64
R1 201.59 201.59 200.44 201.21
PP 200.82 200.82 200.82 200.63
S1 199.48 199.48 200.06 199.10
S2 198.71 198.71 199.86
S3 196.60 197.37 199.67
S4 194.49 195.26 199.09
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
5 202.16 197.48 4.68 2.3% 1.92 1.0% 59% True False 105,946,943
10 202.16 189.12 13.04 6.5% 2.49 1.2% 85% True False 127,186,402
20 202.89 186.93 15.96 8.0% 2.68 1.3% 83% False False 143,777,591
40 210.68 182.40 28.28 14.1% 3.40 1.7% 63% False False 174,691,706
60 212.74 182.40 30.34 15.2% 2.88 1.4% 59% False False 150,900,214
80 213.18 182.40 30.78 15.4% 2.61 1.3% 58% False False 142,423,915
100 213.54 182.40 31.14 15.6% 2.43 1.2% 57% False False 135,874,091
120 213.78 182.40 31.38 15.7% 2.29 1.1% 57% False False 129,330,137
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 211.13
2.618 207.68
1.618 205.57
1.000 204.27
0.618 203.46
HIGH 202.16
0.618 201.35
0.500 201.11
0.382 200.86
LOW 200.05
0.618 198.75
1.000 197.94
1.618 196.64
2.618 194.53
4.250 191.08
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 201.11 201.11
PP 200.82 200.82
S1 200.54 200.54

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.