SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Oct-2016

Day Change Summary
	Previous	Current
	05-Oct-2016	06-Oct-2016	Change	Change %	Previous Week
Open	215.41	215.37	-0.04	0.0%	215.02
High	216.13	216.04	-0.09	0.0%	217.12
Low	215.33	214.74	-0.59	-0.3%	213.62
Close	215.63	215.78	0.15	0.1%	216.30
Range	0.80	1.30	0.50	62.5%	3.50
ATR	2.00	1.95	-0.05	-2.5%	0.00
Volume	72,815,904	62,927,300	-9,888,604	-13.6%	500,803,104

Daily Pivots for day following 06-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.42	218.90	216.50
R3	218.12	217.60	216.14
R2	216.82	216.82	216.02
R1	216.30	216.30	215.90	216.56
PP	215.52	215.52	215.52	215.65
S1	215.00	215.00	215.66	215.26
S2	214.22	214.22	215.54
S3	212.92	213.70	215.42
S4	211.62	212.40	215.07

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%	1.41	0.7%	57%	False	False	91,271,380
10	217.12	213.62	3.50	1.6%	1.63	0.8%	62%	False	False	91,361,341
20	217.53	212.31	5.22	2.4%	2.00	0.9%	66%	False	False	112,892,055
40	219.60	212.31	7.29	3.4%	1.57	0.7%	48%	False	False	91,871,585
60	219.60	212.31	7.29	3.4%	1.48	0.7%	48%	False	False	83,613,551
80	219.60	198.65	20.95	9.7%	1.67	0.8%	82%	False	False	94,798,907
100	219.60	198.65	20.95	9.7%	1.64	0.8%	82%	False	False	93,607,612
120	219.60	198.65	20.95	9.7%	1.66	0.8%	82%	False	False	92,408,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	221.57
2.618	219.44
1.618	218.14
1.000	217.34
0.618	216.84
HIGH	216.04
0.618	215.54
0.500	215.39
0.382	215.24
LOW	214.74
0.618	213.94
1.000	213.44
1.618	212.64
2.618	211.34
4.250	209.22

Fisher Pivots for day following 06-Oct-2016
Pivot	1 day	3 day
R1	215.65	215.55
PP	215.52	215.31
S1	215.39	215.08

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