SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 251.49 252.46 0.97 0.4% 249.15
High 252.32 252.89 0.57 0.2% 251.32
Low 251.29 252.23 0.94 0.4% 248.08
Close 252.32 252.86 0.54 0.2% 251.23
Range 1.03 0.66 -0.37 -35.9% 3.24
ATR 1.23 1.18 -0.04 -3.3% 0.00
Volume 59,022,900 66,810,100 7,787,200 13.2% 322,504,400
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 254.64 254.41 253.22
R3 253.98 253.75 253.04
R2 253.32 253.32 252.98
R1 253.09 253.09 252.92 253.21
PP 252.66 252.66 252.66 252.72
S1 252.43 252.43 252.80 252.55
S2 252.00 252.00 252.74
S3 251.34 251.77 252.68
S4 250.68 251.11 252.50
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
5 252.89 248.87 4.02 1.6% 1.06 0.4% 99% True False 67,438,240
10 252.89 248.08 4.81 1.9% 1.04 0.4% 99% True False 60,733,670
20 252.89 246.23 6.66 2.6% 0.92 0.4% 100% True False 62,941,585
40 252.89 241.83 11.06 4.4% 1.28 0.5% 100% True False 68,348,283
60 252.89 240.85 12.04 4.8% 1.18 0.5% 100% True False 62,964,933
80 252.89 239.96 12.93 5.1% 1.24 0.5% 100% True False 63,749,081
100 252.89 235.43 17.46 6.9% 1.25 0.5% 100% True False 65,625,189
120 252.89 232.51 20.38 8.1% 1.26 0.5% 100% True False 66,812,551
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.23
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 255.70
2.618 254.62
1.618 253.96
1.000 253.55
0.618 253.30
HIGH 252.89
0.618 252.64
0.500 252.56
0.382 252.48
LOW 252.23
0.618 251.82
1.000 251.57
1.618 251.16
2.618 250.50
4.250 249.43
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 252.76 252.41
PP 252.66 251.96
S1 252.56 251.51

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

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