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

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

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