SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Oct-2017
Day Change Summary
Previous Current
29-Sep-2017 02-Oct-2017 Change Change % Previous Week
Open 250.34 251.49 1.15 0.5% 249.15
High 251.32 252.32 1.00 0.4% 251.32
Low 250.13 251.29 1.16 0.5% 248.08
Close 251.23 252.32 1.09 0.4% 251.23
Range 1.19 1.03 -0.16 -13.4% 3.24
ATR 1.24 1.23 -0.01 -0.8% 0.00
Volume 85,578,000 59,022,900 -26,555,100 -31.0% 322,504,400
Daily Pivots for day following 02-Oct-2017
Classic Woodie Camarilla DeMark
R4 255.07 254.72 252.89
R3 254.04 253.69 252.60
R2 253.01 253.01 252.51
R1 252.66 252.66 252.41 252.84
PP 251.98 251.98 251.98 252.06
S1 251.63 251.63 252.23 251.81
S2 250.95 250.95 252.13
S3 249.92 250.60 252.04
S4 248.89 249.57 251.75
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 259.93 258.82 253.01
R3 256.69 255.58 252.12
R2 253.45 253.45 251.82
R1 252.34 252.34 251.53 252.90
PP 250.21 250.21 250.21 250.49
S1 249.10 249.10 250.93 249.66
S2 246.97 246.97 250.64
S3 243.73 245.86 250.34
S4 240.49 242.62 249.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 252.32 248.81 3.52 1.4% 1.11 0.4% 100% True False 64,892,600
10 252.32 248.08 4.24 1.7% 1.02 0.4% 100% True False 58,763,470
20 252.32 244.95 7.37 2.9% 1.02 0.4% 100% True False 64,171,015
40 252.32 241.83 10.49 4.2% 1.28 0.5% 100% True False 67,477,905
60 252.32 240.85 11.47 4.5% 1.19 0.5% 100% True False 62,462,485
80 252.32 239.96 12.36 4.9% 1.27 0.5% 100% True False 64,567,159
100 252.32 235.43 16.89 6.7% 1.26 0.5% 100% True False 65,580,671
120 252.32 232.51 19.81 7.9% 1.26 0.5% 100% True False 66,938,004
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 256.70
2.618 255.02
1.618 253.99
1.000 253.35
0.618 252.96
HIGH 252.32
0.618 251.93
0.500 251.81
0.382 251.68
LOW 251.29
0.618 250.65
1.000 250.26
1.618 249.62
2.618 248.59
4.250 246.91
Fisher Pivots for day following 02-Oct-2017
Pivot 1 day 3 day
R1 252.15 251.87
PP 251.98 251.42
S1 251.81 250.98

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

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