SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Nov-2018

Day Change Summary
	Previous	Current
	01-Nov-2018	02-Nov-2018	Change	Change %	Previous Week
Open	271.60	274.75	3.15	1.2%	268.80
High	273.73	275.23	1.50	0.5%	275.23
Low	270.38	269.59	-0.79	-0.3%	259.85
Close	273.51	271.89	-1.62	-0.6%	271.89
Range	3.35	5.64	2.29	68.4%	15.38
ATR	4.94	4.99	0.05	1.0%	0.00
Volume	99,495,000	122,634,096	23,139,096	23.3%	668,290,504

Daily Pivots for day following 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	289.16	286.16	274.99
R3	283.52	280.52	273.44
R2	277.88	277.88	272.92
R1	274.88	274.88	272.41	273.56
PP	272.24	272.24	272.24	271.58
S1	269.24	269.24	271.37	267.92
S2	266.60	266.60	270.86
S3	260.96	263.60	270.34
S4	255.32	257.96	268.79

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	315.13	308.89	280.35
R3	299.75	293.51	276.12
R2	284.37	284.37	274.71
R1	278.13	278.13	273.30	281.25
PP	268.99	268.99	268.99	270.55
S1	262.75	262.75	270.48	265.87
S2	253.61	253.61	269.07
S3	238.23	247.37	267.66
S4	222.85	231.99	263.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	275.23	259.85	15.38	5.7%	5.50	2.0%	78%	True	False	133,658,100
10	277.36	259.85	17.51	6.4%	6.01	2.2%	69%	False	False	141,450,171
20	288.86	259.85	29.01	10.7%	5.36	2.0%	42%	False	False	142,747,256
40	293.94	259.85	34.09	12.5%	3.61	1.3%	35%	False	False	105,127,383
60	293.94	259.85	34.09	12.5%	2.97	1.1%	35%	False	False	90,856,257
80	293.94	259.85	34.09	12.5%	2.66	1.0%	35%	False	False	82,264,017
100	293.94	259.85	34.09	12.5%	2.58	0.9%	35%	False	False	80,649,169
120	293.94	259.85	34.09	12.5%	2.46	0.9%	35%	False	False	78,440,727

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.21
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	299.20
2.618	290.00
1.618	284.36
1.000	280.87
0.618	278.72
HIGH	275.23
0.618	273.08
0.500	272.41
0.382	271.74
LOW	269.59
0.618	266.10
1.000	263.95
1.618	260.46
2.618	254.82
4.250	245.62

Fisher Pivots for day following 02-Nov-2018
Pivot	1 day	3 day
R1	272.41	272.41
PP	272.24	272.24
S1	272.06	272.06

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