SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 214.58 213.14 -1.44 -0.7% 215.00
High 214.62 213.93 -0.69 -0.3% 215.32
Low 213.08 211.71 -1.37 -0.6% 211.71
Close 213.17 212.54 -0.63 -0.3% 212.54
Range 1.54 2.22 0.68 44.2% 3.61
ATR 1.70 1.74 0.04 2.2% 0.00
Volume 77,220,200 140,623,104 63,402,904 82.1% 420,237,504
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 219.39 218.18 213.76
R3 217.17 215.96 213.15
R2 214.95 214.95 212.95
R1 213.74 213.74 212.74 213.24
PP 212.73 212.73 212.73 212.47
S1 211.52 211.52 212.34 211.02
S2 210.51 210.51 212.13
S3 208.29 209.30 211.93
S4 206.07 207.08 211.32
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 224.02 221.89 214.53
R3 220.41 218.28 213.53
R2 216.80 216.80 213.20
R1 214.67 214.67 212.87 213.93
PP 213.19 213.19 213.19 212.82
S1 211.06 211.06 212.21 210.32
S2 209.58 209.58 211.88
S3 205.97 207.45 211.55
S4 202.36 203.84 210.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 215.32 211.71 3.61 1.7% 1.42 0.7% 23% False True 84,047,500
10 215.32 211.71 3.61 1.7% 1.31 0.6% 23% False True 78,463,070
20 216.70 211.21 5.49 2.6% 1.49 0.7% 24% False False 83,220,679
40 219.22 211.21 8.01 3.8% 1.71 0.8% 17% False False 96,742,622
60 219.60 211.21 8.39 3.9% 1.52 0.7% 16% False False 87,017,731
80 219.60 210.78 8.82 4.1% 1.50 0.7% 20% False False 84,227,849
100 219.60 198.65 20.95 9.9% 1.64 0.8% 66% False False 93,395,491
120 219.60 198.65 20.95 9.9% 1.65 0.8% 66% False False 91,927,052
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 11 trading days
Fibonacci Retracements and Extensions
4.250 223.37
2.618 219.74
1.618 217.52
1.000 216.15
0.618 215.30
HIGH 213.93
0.618 213.08
0.500 212.82
0.382 212.56
LOW 211.71
0.618 210.34
1.000 209.49
1.618 208.12
2.618 205.90
4.250 202.28
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 212.82 213.17
PP 212.73 212.96
S1 212.63 212.75

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

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