SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Oct-2019

Day Change Summary
	Previous	Current
	08-Oct-2019	09-Oct-2019	Change	Change %	Previous Week
Open	291.11	291.20	0.09	0.0%	295.97
High	291.85	292.30	0.45	0.2%	298.46
Low	288.49	288.66	0.17	0.1%	284.82
Close	288.53	291.27	2.74	0.9%	294.35
Range	3.36	3.64	0.28	8.3%	13.64
ATR	3.69	3.69	0.01	0.2%	0.00
Volume	101,575,400	65,701,000	-35,874,400	-35.3%	419,594,404

Daily Pivots for day following 09-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	301.66	300.11	293.27
R3	298.02	296.47	292.27
R2	294.38	294.38	291.94
R1	292.83	292.83	291.60	293.61
PP	290.74	290.74	290.74	291.13
S1	289.19	289.19	290.94	289.97
S2	287.10	287.10	290.60
S3	283.46	285.55	290.27
S4	279.82	281.91	289.27

Weekly Pivots for week ending 04-Oct-2019
	Classic	Woodie	Camarilla	DeMark
R4	333.45	327.53	301.85
R3	319.81	313.90	298.10
R2	306.18	306.18	296.85
R1	300.26	300.26	295.60	296.40
PP	292.54	292.54	292.54	290.61
S1	286.63	286.63	293.10	282.77
S2	278.91	278.91	291.85
S3	265.27	272.99	290.60
S4	251.64	259.36	286.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	295.26	284.82	10.44	3.6%	3.79	1.3%	62%	False	False	76,108,060
10	298.46	284.82	13.64	4.7%	3.76	1.3%	47%	False	False	79,103,070
20	302.63	284.82	17.81	6.1%	3.14	1.1%	36%	False	False	74,761,481
40	302.63	282.39	20.24	6.9%	3.25	1.1%	44%	False	False	73,089,535
60	302.63	281.72	20.91	7.2%	3.37	1.2%	46%	False	False	75,926,190
80	302.63	281.72	20.91	7.2%	3.01	1.0%	46%	False	False	71,811,381
100	302.63	273.09	29.54	10.1%	2.88	1.0%	62%	False	False	70,729,400
120	302.63	273.09	29.54	10.1%	2.93	1.0%	62%	False	False	72,256,091

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	0.66
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	307.77
2.618	301.83
1.618	298.19
1.000	295.94
0.618	294.55
HIGH	292.30
0.618	290.91
0.500	290.48
0.382	290.05
LOW	288.66
0.618	286.41
1.000	285.02
1.618	282.77
2.618	279.13
4.250	273.19

Fisher Pivots for day following 09-Oct-2019
Pivot	1 day	3 day
R1	291.01	291.88
PP	290.74	291.67
S1	290.48	291.47

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