SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Oct-2018

Day Change Summary
	Previous	Current
	26-Oct-2018	29-Oct-2018	Change	Change %	Previous Week
Open	265.92	268.80	2.88	1.1%	277.00
High	271.00	270.25	-0.75	-0.3%	277.36
Low	262.29	259.85	-2.44	-0.9%	262.29
Close	265.33	263.86	-1.47	-0.6%	265.33
Range	8.71	10.40	1.69	19.4%	15.07
ATR	4.63	5.04	0.41	8.9%	0.00
Volume	201,574,496	160,749,104	-40,825,392	-20.3%	746,211,208

Daily Pivots for day following 29-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	295.85	290.26	269.58
R3	285.45	279.86	266.72
R2	275.05	275.05	265.77
R1	269.46	269.46	264.81	267.06
PP	264.65	264.65	264.65	263.45
S1	259.06	259.06	262.91	256.66
S2	254.25	254.25	261.95
S3	243.85	248.66	261.00
S4	233.45	238.26	258.14

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	313.54	304.50	273.62
R3	298.47	289.43	269.47
R2	283.40	283.40	268.09
R1	274.36	274.36	266.71	271.35
PP	268.33	268.33	268.33	266.82
S1	259.29	259.29	263.95	256.28
S2	253.26	253.26	262.57
S3	238.19	244.22	261.19
S4	223.12	229.15	257.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	274.87	259.85	15.02	5.7%	8.00	3.0%	27%	False	True	164,908,902
10	281.15	259.85	21.30	8.1%	6.02	2.3%	19%	False	True	141,030,112
20	293.21	259.85	33.36	12.6%	5.04	1.9%	12%	False	True	133,842,701
40	293.94	259.85	34.09	12.9%	3.38	1.3%	12%	False	True	99,175,880
60	293.94	259.85	34.09	12.9%	2.76	1.0%	12%	False	True	85,071,047
80	293.94	259.85	34.09	12.9%	2.51	1.0%	12%	False	True	78,915,956
100	293.94	259.85	34.09	12.9%	2.46	0.9%	12%	False	True	78,398,073
120	293.94	259.85	34.09	12.9%	2.38	0.9%	12%	False	True	76,492,566

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.29
Widest range in 181 trading days

Fibonacci Retracements and Extensions
4.250	314.45
2.618	297.48
1.618	287.08
1.000	280.65
0.618	276.68
HIGH	270.25
0.618	266.28
0.500	265.05
0.382	263.82
LOW	259.85
0.618	253.42
1.000	249.45
1.618	243.02
2.618	232.62
4.250	215.65

Fisher Pivots for day following 29-Oct-2018
Pivot	1 day	3 day
R1	265.05	265.83
PP	264.65	265.17
S1	264.26	264.52

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