SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Oct-2022

Day Change Summary
	Previous	Current
	26-Oct-2022	27-Oct-2022	Change	Change %	Previous Week
Open	381.62	383.07	1.45	0.4%	364.01
High	387.58	385.00	-2.58	-0.7%	375.45
Low	381.35	379.33	-2.02	-0.5%	357.28
Close	382.02	379.98	-2.04	-0.5%	374.29
Range	6.23	5.67	-0.56	-9.0%	18.17
ATR	8.67	8.45	-0.21	-2.5%	0.00
Volume	104,087,300	81,971,700	-22,115,600	-21.2%	489,399,100

Daily Pivots for day following 27-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	398.45	394.88	383.10
R3	392.78	389.21	381.54
R2	387.11	387.11	381.02
R1	383.54	383.54	380.50	382.49
PP	381.44	381.44	381.44	380.91
S1	377.87	377.87	379.46	376.82
S2	375.77	375.77	378.94
S3	370.10	372.20	378.42
S4	364.43	366.53	376.86

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	423.51	417.07	384.28
R3	405.35	398.90	379.29
R2	387.18	387.18	377.62
R1	380.73	380.73	375.96	383.95
PP	369.01	369.01	369.01	370.62
S1	362.56	362.56	372.62	365.79
S2	350.84	350.84	370.96
S3	332.67	344.39	369.29
S4	314.50	326.23	364.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	387.58	363.54	24.04	6.3%	7.34	1.9%	68%	False	False	96,276,100
10	387.58	356.96	30.62	8.1%	8.30	2.2%	75%	False	False	96,347,830
20	387.58	348.11	39.47	10.4%	8.82	2.3%	81%	False	False	99,075,445
40	411.73	348.11	63.62	16.7%	8.01	2.1%	50%	False	False	95,667,637
60	431.73	348.11	83.62	22.0%	7.07	1.9%	38%	False	False	84,483,091
80	431.73	348.11	83.62	22.0%	6.87	1.8%	38%	False	False	81,016,028
100	431.73	348.11	83.62	22.0%	7.02	1.8%	38%	False	False	83,711,595
120	431.73	348.11	83.62	22.0%	7.32	1.9%	38%	False	False	86,316,058

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	1.90
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	409.10
2.618	399.84
1.618	394.17
1.000	390.67
0.618	388.50
HIGH	385.00
0.618	382.83
0.500	382.17
0.382	381.50
LOW	379.33
0.618	375.83
1.000	373.66
1.618	370.16
2.618	364.49
4.250	355.23

Fisher Pivots for day following 27-Oct-2022
Pivot	1 day	3 day
R1	382.17	383.13
PP	381.44	382.08
S1	380.71	381.03

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