SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Nov-2022

Day Change Summary
	Previous	Current
	01-Nov-2022	02-Nov-2022	Change	Change %	Previous Week
Open	390.14	383.90	-6.24	-1.6%	375.89
High	390.39	388.63	-1.76	-0.5%	389.52
Low	383.29	374.76	-8.53	-2.2%	373.11
Close	384.52	374.87	-9.65	-2.5%	389.02
Range	7.10	13.87	6.77	95.4%	16.41
ATR	8.13	8.54	0.41	5.0%	0.00
Volume	85,407,600	126,990,300	41,582,700	48.7%	450,644,100

Daily Pivots for day following 02-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	421.03	411.82	382.50
R3	407.16	397.95	378.68
R2	393.29	393.29	377.41
R1	384.08	384.08	376.14	381.75
PP	379.42	379.42	379.42	378.26
S1	370.21	370.21	373.60	367.88
S2	365.55	365.55	372.33
S3	351.68	356.34	371.06
S4	337.81	342.47	367.24

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	433.11	427.48	398.05
R3	416.70	411.07	393.53
R2	400.29	400.29	392.03
R1	394.66	394.66	390.52	397.48
PP	383.88	383.88	383.88	385.29
S1	378.25	378.25	387.52	381.07
S2	367.47	367.47	386.01
S3	351.06	361.84	384.51
S4	334.65	345.43	379.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	390.39	374.76	15.63	4.2%	7.92	2.1%	1%	False	True	98,260,540
10	390.39	363.54	26.85	7.2%	7.87	2.1%	42%	False	False	97,899,450
20	390.39	348.11	42.28	11.3%	8.60	2.3%	63%	False	False	97,785,200
40	411.73	348.11	63.62	17.0%	8.05	2.1%	42%	False	False	97,751,570
60	431.73	348.11	83.62	22.3%	7.38	2.0%	32%	False	False	87,948,125
80	431.73	348.11	83.62	22.3%	7.02	1.9%	32%	False	False	82,913,796
100	431.73	348.11	83.62	22.3%	7.05	1.9%	32%	False	False	84,376,848
120	431.73	348.11	83.62	22.3%	7.24	1.9%	32%	False	False	85,097,692

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	True
Bear Hook	False
Bull Hook	False
Stretch	1.64
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	447.58
2.618	424.94
1.618	411.07
1.000	402.50
0.618	397.20
HIGH	388.63
0.618	383.33
0.500	381.70
0.382	380.06
LOW	374.76
0.618	366.19
1.000	360.89
1.618	352.32
2.618	338.45
4.250	315.81

Fisher Pivots for day following 02-Nov-2022
Pivot	1 day	3 day
R1	381.70	382.58
PP	379.42	380.01
S1	377.15	377.44

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