SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 216.16 215.66 -0.50 -0.2% 215.82
High 216.70 215.74 -0.96 -0.4% 216.30
Low 215.99 212.58 -3.41 -1.6% 213.99
Close 216.16 213.43 -2.73 -1.3% 215.04
Range 0.71 3.16 2.45 345.1% 2.31
ATR 1.94 2.06 0.12 6.0% 0.00
Volume 51,855,000 130,367,296 78,512,296 151.4% 428,991,404
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 223.40 221.57 215.17
R3 220.24 218.41 214.30
R2 217.08 217.08 214.01
R1 215.25 215.25 213.72 214.59
PP 213.92 213.92 213.92 213.58
S1 212.09 212.09 213.14 211.43
S2 210.76 210.76 212.85
S3 207.60 208.93 212.56
S4 204.44 205.77 211.69
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 222.04 220.85 216.31
R3 219.73 218.54 215.68
R2 217.42 217.42 215.46
R1 216.23 216.23 215.25 215.67
PP 215.11 215.11 215.11 214.83
S1 213.92 213.92 214.83 213.36
S2 212.80 212.80 214.62
S3 210.49 211.61 214.40
S4 208.18 209.30 213.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 216.70 212.58 4.12 1.9% 1.62 0.8% 21% False True 81,550,740
10 217.12 212.58 4.54 2.1% 1.80 0.8% 19% False True 94,374,579
20 217.53 212.50 5.03 2.4% 1.75 0.8% 18% False False 97,870,725
40 219.60 212.31 7.29 3.4% 1.66 0.8% 15% False False 94,081,070
60 219.60 212.31 7.29 3.4% 1.52 0.7% 15% False False 83,861,864
80 219.60 198.65 20.95 9.8% 1.67 0.8% 71% False False 93,502,628
100 219.60 198.65 20.95 9.8% 1.63 0.8% 71% False False 92,789,231
120 219.60 198.65 20.95 9.8% 1.67 0.8% 71% False False 92,549,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 229.17
2.618 224.01
1.618 220.85
1.000 218.90
0.618 217.69
HIGH 215.74
0.618 214.53
0.500 214.16
0.382 213.79
LOW 212.58
0.618 210.63
1.000 209.42
1.618 207.47
2.618 204.31
4.250 199.15
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 214.16 214.64
PP 213.92 214.24
S1 213.67 213.83

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

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