SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 214.15 213.09 -1.06 -0.5% 216.16
High 214.69 213.39 -1.30 -0.6% 216.70
Low 213.03 212.17 -0.86 -0.4% 211.21
Close 213.12 212.38 -0.74 -0.3% 213.12
Range 1.66 1.22 -0.44 -26.5% 5.49
ATR 2.02 1.96 -0.06 -2.8% 0.00
Volume 93,346,200 58,275,600 -35,070,600 -37.6% 450,791,488
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 216.31 215.56 213.05
R3 215.09 214.34 212.72
R2 213.87 213.87 212.60
R1 213.12 213.12 212.49 212.89
PP 212.65 212.65 212.65 212.53
S1 211.90 211.90 212.27 211.67
S2 211.43 211.43 212.16
S3 210.21 210.68 212.04
S4 208.99 209.46 211.71
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 230.15 227.12 216.14
R3 224.66 221.63 214.63
R2 219.17 219.17 214.13
R1 216.14 216.14 213.62 214.91
PP 213.68 213.68 213.68 213.06
S1 210.65 210.65 212.62 209.42
S2 208.19 208.19 212.11
S3 202.70 205.16 211.61
S4 197.21 199.67 210.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 215.74 211.21 4.53 2.1% 1.95 0.9% 26% False False 91,442,417
10 216.70 211.21 5.49 2.6% 1.68 0.8% 21% False False 85,454,649
20 217.53 211.21 6.32 3.0% 1.67 0.8% 19% False False 88,449,870
40 219.60 211.21 8.39 4.0% 1.73 0.8% 14% False False 95,832,692
60 219.60 211.21 8.39 4.0% 1.56 0.7% 14% False False 85,258,116
80 219.60 198.65 20.95 9.9% 1.67 0.8% 66% False False 93,168,902
100 219.60 198.65 20.95 9.9% 1.63 0.8% 66% False False 92,693,355
120 219.60 198.65 20.95 9.9% 1.68 0.8% 66% False False 92,618,052
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 218.58
2.618 216.58
1.618 215.36
1.000 214.61
0.618 214.14
HIGH 213.39
0.618 212.92
0.500 212.78
0.382 212.64
LOW 212.17
0.618 211.42
1.000 210.95
1.618 210.20
2.618 208.98
4.250 206.99
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 212.78 212.95
PP 212.65 212.76
S1 212.51 212.57

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

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