SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Oct-2017

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	257.48	256.60	-0.88	-0.3%	255.21
High	257.51	256.83	-0.68	-0.3%	257.14
Low	256.02	256.15	0.13	0.1%	254.35
Close	256.11	256.56	0.45	0.2%	257.11
Range	1.49	0.68	-0.81	-54.4%	2.79
ATR	1.06	1.03	-0.02	-2.3%	0.00
Volume	63,915,300	66,935,900	3,020,600	4.7%	261,750,804

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	258.55	258.24	256.93
R3	257.87	257.56	256.75
R2	257.19	257.19	256.68
R1	256.88	256.88	256.62	256.70
PP	256.51	256.51	256.51	256.42
S1	256.20	256.20	256.50	256.02
S2	255.83	255.83	256.44
S3	255.15	255.52	256.37
S4	254.47	254.84	256.19

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	264.57	263.63	258.64
R3	261.78	260.84	257.88
R2	258.99	258.99	257.62
R1	258.05	258.05	257.37	258.52
PP	256.20	256.20	256.20	256.44
S1	255.26	255.26	256.85	255.73
S2	253.41	253.41	256.60
S3	250.62	252.47	256.34
S4	247.83	249.68	255.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	257.51	254.35	3.16	1.2%	1.09	0.4%	70%	False	False	64,563,900
10	257.51	254.32	3.19	1.2%	0.87	0.3%	70%	False	False	54,214,180
20	257.51	248.87	8.64	3.4%	0.97	0.4%	89%	False	False	57,915,780
40	257.51	242.93	14.58	5.7%	1.03	0.4%	93%	False	False	61,257,485
60	257.51	241.83	15.68	6.1%	1.15	0.4%	94%	False	False	63,172,667
80	257.51	240.34	17.17	6.7%	1.15	0.4%	94%	False	False	60,666,906
100	257.51	239.96	17.55	6.8%	1.20	0.5%	95%	False	False	62,684,763
120	257.51	235.43	22.08	8.6%	1.20	0.5%	96%	False	False	63,850,378

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	259.72
2.618	258.61
1.618	257.93
1.000	257.51
0.618	257.25
HIGH	256.83
0.618	256.57
0.500	256.49
0.382	256.41
LOW	256.15
0.618	255.73
1.000	255.47
1.618	255.05
2.618	254.37
4.250	253.26

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	256.54	256.64
PP	256.51	256.61
S1	256.49	256.59

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols