SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 208.35 209.06 0.71 0.3% 207.30
High 209.27 209.44 0.17 0.1% 209.44
Low 208.21 207.74 -0.47 -0.2% 205.79
Close 208.83 207.93 -0.90 -0.4% 207.93
Range 1.06 1.70 0.64 60.4% 3.65
ATR 2.37 2.32 -0.05 -2.0% 0.00
Volume 90,525,398 131,077,000 40,551,602 44.8% 504,447,694
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 213.47 212.40 208.87
R3 211.77 210.70 208.40
R2 210.07 210.07 208.24
R1 209.00 209.00 208.09 208.69
PP 208.37 208.37 208.37 208.21
S1 207.30 207.30 207.77 206.99
S2 206.67 206.67 207.62
S3 204.97 205.60 207.46
S4 203.27 203.90 207.00
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 218.67 216.95 209.94
R3 215.02 213.30 208.93
R2 211.37 211.37 208.60
R1 209.65 209.65 208.26 210.51
PP 207.72 207.72 207.72 208.15
S1 206.00 206.00 207.60 206.86
S2 204.07 204.07 207.26
S3 200.42 202.35 206.93
S4 196.77 198.70 205.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 209.44 205.79 3.65 1.8% 1.51 0.7% 59% True False 100,889,538
10 209.44 201.65 7.79 3.7% 1.75 0.8% 81% True False 108,081,199
20 209.44 196.33 13.11 6.3% 1.88 0.9% 88% True False 109,748,516
40 209.44 186.93 22.51 10.8% 2.42 1.2% 93% True False 131,205,153
60 210.68 182.40 28.28 13.6% 2.89 1.4% 90% False False 152,564,737
80 213.18 182.40 30.78 14.8% 2.57 1.2% 83% False False 139,549,538
100 213.34 182.40 30.94 14.9% 2.45 1.2% 83% False False 136,662,719
120 213.78 182.40 31.38 15.1% 2.29 1.1% 81% False False 129,762,063
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 216.67
2.618 213.89
1.618 212.19
1.000 211.14
0.618 210.49
HIGH 209.44
0.618 208.79
0.500 208.59
0.382 208.39
LOW 207.74
0.618 206.69
1.000 206.04
1.618 204.99
2.618 203.29
4.250 200.52
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 208.59 207.90
PP 208.37 207.86
S1 208.15 207.83

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

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