SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Oct-2017

Day Change Summary
	Previous	Current
	26-Oct-2017	27-Oct-2017	Change	Change %	Previous Week
Open	255.99	256.54	0.55	0.2%	257.48
High	256.30	257.89	1.59	0.6%	257.89
Low	255.48	255.63	0.15	0.1%	254.00
Close	255.62	257.71	2.09	0.8%	257.71
Range	0.82	2.27	1.45	176.2%	3.89
ATR	1.13	1.21	0.08	7.2%	0.00
Volume	69,797,904	85,562,496	15,764,592	22.6%	389,926,800

Daily Pivots for day following 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	263.87	263.06	258.96
R3	261.61	260.79	258.33
R2	259.34	259.34	258.13
R1	258.53	258.53	257.92	258.93
PP	257.08	257.08	257.08	257.28
S1	256.26	256.26	257.50	256.67
S2	254.81	254.81	257.29
S3	252.55	254.00	257.09
S4	250.28	251.73	256.46

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	268.20	266.85	259.85
R3	264.31	262.96	258.78
R2	260.42	260.42	258.42
R1	259.07	259.07	258.07	259.75
PP	256.53	256.53	256.53	256.87
S1	255.18	255.18	257.35	255.86
S2	252.64	252.64	257.00
S3	248.75	251.29	256.64
S4	244.86	247.40	255.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	257.89	254.00	3.89	1.5%	1.51	0.6%	95%	True	False	77,985,360
10	257.89	254.00	3.89	1.5%	1.21	0.5%	95%	True	False	65,167,760
20	257.89	251.29	6.60	2.6%	1.06	0.4%	97%	True	False	60,301,650
40	257.89	244.95	12.94	5.0%	1.03	0.4%	99%	True	False	62,310,933
60	257.89	241.83	16.06	6.2%	1.20	0.5%	99%	True	False	65,105,302
80	257.89	240.56	17.33	6.7%	1.16	0.5%	99%	True	False	61,909,142
100	257.89	239.96	17.93	7.0%	1.23	0.5%	99%	True	False	63,783,334
120	257.89	235.43	22.46	8.7%	1.22	0.5%	99%	True	False	64,661,425

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	267.52
2.618	263.82
1.618	261.55
1.000	260.16
0.618	259.29
HIGH	257.89
0.618	257.02
0.500	256.76
0.382	256.49
LOW	255.63
0.618	254.23
1.000	253.36
1.618	251.96
2.618	249.70
4.250	246.00

Fisher Pivots for day following 27-Oct-2017
Pivot	1 day	3 day
R1	257.39	257.12
PP	257.08	256.53
S1	256.76	255.95

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