SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 208.32 209.97 1.65 0.8% 207.30
High 210.62 211.66 1.04 0.5% 209.44
Low 208.17 209.70 1.53 0.7% 205.79
Close 210.39 211.00 0.61 0.3% 207.93
Range 2.45 1.96 -0.49 -20.0% 3.65
ATR 2.34 2.32 -0.03 -1.2% 0.00
Volume 86,270,805 95,246,000 8,975,195 10.4% 504,447,694
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 216.67 215.79 212.08
R3 214.71 213.83 211.54
R2 212.75 212.75 211.36
R1 211.87 211.87 211.18 212.31
PP 210.79 210.79 210.79 211.01
S1 209.91 209.91 210.82 210.35
S2 208.83 208.83 210.64
S3 206.87 207.95 210.46
S4 204.91 205.99 209.92
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
5 211.66 206.21 5.45 2.6% 1.99 0.9% 88% True False 107,805,181
10 211.66 201.65 10.01 4.7% 1.94 0.9% 93% True False 110,735,639
20 211.66 197.48 14.18 6.7% 1.88 0.9% 95% True False 106,994,591
40 211.66 186.93 24.73 11.7% 2.41 1.1% 97% True False 127,665,411
60 211.66 182.40 29.26 13.9% 2.91 1.4% 98% True False 152,287,875
80 213.18 182.40 30.78 14.6% 2.57 1.2% 93% False False 138,874,419
100 213.34 182.40 30.94 14.7% 2.46 1.2% 92% False False 136,368,178
120 213.78 182.40 31.38 14.9% 2.30 1.1% 91% False False 129,686,354
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 219.99
2.618 216.79
1.618 214.83
1.000 213.62
0.618 212.87
HIGH 211.66
0.618 210.91
0.500 210.68
0.382 210.45
LOW 209.70
0.618 208.49
1.000 207.74
1.618 206.53
2.618 204.57
4.250 201.37
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 210.89 210.57
PP 210.79 210.13
S1 210.68 209.70

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

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