SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Oct-2016

Day Change Summary
	Previous	Current
	03-Oct-2016	04-Oct-2016	Change	Change %	Previous Week
Open	215.82	215.91	0.09	0.0%	215.02
High	216.04	216.17	0.13	0.1%	217.12
Low	215.04	213.99	-1.05	-0.5%	213.62
Close	215.78	214.68	-1.10	-0.5%	216.30
Range	1.00	2.18	1.18	118.0%	3.50
ATR	2.04	2.05	0.01	0.5%	0.00
Volume	83,512,000	119,948,000	36,436,000	43.6%	500,803,104

Daily Pivots for day following 04-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.49	220.26	215.88
R3	219.31	218.08	215.28
R2	217.13	217.13	215.08
R1	215.90	215.90	214.88	215.43
PP	214.95	214.95	214.95	214.71
S1	213.72	213.72	214.48	213.25
S2	212.77	212.77	214.28
S3	210.59	211.54	214.08
S4	208.41	209.36	213.48

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	226.18	224.74	218.23
R3	222.68	221.24	217.26
R2	219.18	219.18	216.94
R1	217.74	217.74	216.62	218.46
PP	215.68	215.68	215.68	216.04
S1	214.24	214.24	215.98	214.96
S2	212.18	212.18	215.66
S3	208.68	210.74	215.34
S4	205.18	207.24	214.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	217.12	213.99	3.13	1.5%	1.98	0.9%	22%	False	True	107,198,419
10	217.53	213.44	4.09	1.9%	1.76	0.8%	30%	False	False	96,474,900
20	219.22	212.31	6.91	3.2%	1.98	0.9%	34%	False	False	113,637,775
40	219.60	212.31	7.29	3.4%	1.57	0.7%	33%	False	False	91,207,795
60	219.60	212.31	7.29	3.4%	1.50	0.7%	33%	False	False	84,494,493
80	219.60	198.65	20.95	9.8%	1.69	0.8%	77%	False	False	96,137,246
100	219.60	198.65	20.95	9.8%	1.67	0.8%	77%	False	False	93,989,794
120	219.60	198.65	20.95	9.8%	1.66	0.8%	77%	False	False	92,596,524

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	0.41
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	225.44
2.618	221.88
1.618	219.70
1.000	218.35
0.618	217.52
HIGH	216.17
0.618	215.34
0.500	215.08
0.382	214.82
LOW	213.99
0.618	212.64
1.000	211.81
1.618	210.46
2.618	208.28
4.250	204.73

Fisher Pivots for day following 04-Oct-2016
Pivot	1 day	3 day
R1	215.08	215.56
PP	214.95	215.26
S1	214.81	214.97

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