SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Oct-2019
Day Change Summary
Previous Current
22-Oct-2019 23-Oct-2019 Change Change % Previous Week
Open 300.58 298.73 -1.85 -0.6% 295.93
High 300.90 299.94 -0.96 -0.3% 300.24
Low 298.91 298.50 -0.42 -0.1% 295.57
Close 299.01 299.88 0.87 0.3% 297.97
Range 1.99 1.45 -0.55 -27.4% 4.67
ATR 3.10 2.98 -0.12 -3.8% 0.00
Volume 49,126,000 34,991,800 -14,134,200 -28.8% 250,065,200
Daily Pivots for day following 23-Oct-2019
Classic Woodie Camarilla DeMark
R4 303.77 303.27 300.67
R3 302.33 301.83 300.28
R2 300.88 300.88 300.14
R1 300.38 300.38 300.01 300.63
PP 299.44 299.44 299.44 299.56
S1 298.94 298.94 299.75 299.19
S2 297.99 297.99 299.62
S3 296.55 297.49 299.48
S4 295.10 296.05 299.09
Weekly Pivots for week ending 18-Oct-2019
Classic Woodie Camarilla DeMark
R4 311.94 309.62 300.54
R3 307.27 304.95 299.25
R2 302.60 302.60 298.83
R1 300.28 300.28 298.40 301.44
PP 297.93 297.93 297.93 298.51
S1 295.61 295.61 297.54 296.77
S2 293.26 293.26 297.11
S3 288.59 290.94 296.69
S4 283.92 286.27 295.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 300.90 296.99 3.91 1.3% 1.77 0.6% 74% False False 46,940,300
10 300.90 291.00 9.90 3.3% 1.97 0.7% 90% False False 53,212,829
20 300.90 284.82 16.08 5.4% 2.86 1.0% 94% False False 66,157,950
40 302.63 284.82 17.81 5.9% 2.72 0.9% 85% False False 65,884,393
60 302.63 281.72 20.91 7.0% 3.37 1.1% 87% False False 76,680,043
80 302.63 281.72 20.91 7.0% 2.99 1.0% 87% False False 69,413,007
100 302.63 276.62 26.01 8.7% 2.84 0.9% 89% False False 68,761,549
120 302.63 273.09 29.54 9.9% 2.91 1.0% 91% False False 71,831,812
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 306.08
2.618 303.72
1.618 302.28
1.000 301.39
0.618 300.83
HIGH 299.94
0.618 299.39
0.500 299.22
0.382 299.05
LOW 298.50
0.618 297.60
1.000 297.05
1.618 296.16
2.618 294.71
4.250 292.35
Fisher Pivots for day following 23-Oct-2019
Pivot 1 day 3 day
R1 299.66 299.82
PP 299.44 299.76
S1 299.22 299.70

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

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