SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	416.45	414.19	-2.26	-0.5%	419.61
High	417.33	414.60	-2.73	-0.7%	424.82
Low	411.60	409.21	-2.39	-0.6%	409.21
Close	412.55	410.68	-1.87	-0.5%	410.68
Range	5.73	5.39	-0.34	-5.9%	15.61
ATR	5.67	5.65	-0.02	-0.3%	0.00
Volume	115,156,700	107,367,600	-7,789,100	-6.8%	487,346,700

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	427.67	424.56	413.64
R3	422.28	419.17	412.16
R2	416.89	416.89	411.67
R1	413.78	413.78	411.17	412.64
PP	411.50	411.50	411.50	410.93
S1	408.39	408.39	410.19	407.25
S2	406.11	406.11	409.69
S3	400.72	403.00	409.20
S4	395.33	397.61	407.72

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	461.73	451.82	419.27
R3	446.12	436.21	414.97
R2	430.51	430.51	413.54
R1	420.60	420.60	412.11	417.75
PP	414.90	414.90	414.90	413.48
S1	404.99	404.99	409.25	402.14
S2	399.29	399.29	407.82
S3	383.68	389.38	406.39
S4	368.07	373.77	402.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	424.82	409.21	15.61	3.8%	5.35	1.3%	9%	False	True	97,469,340
10	438.14	409.21	28.93	7.0%	5.47	1.3%	5%	False	True	97,690,690
20	438.14	409.21	28.93	7.0%	5.61	1.4%	5%	False	True	91,656,175
40	453.67	409.21	44.46	10.8%	4.75	1.2%	3%	False	True	85,562,835
60	453.67	409.21	44.46	10.8%	4.77	1.2%	3%	False	True	82,732,880
80	459.44	409.21	50.23	12.2%	4.42	1.1%	3%	False	True	79,759,147
100	459.44	409.21	50.23	12.2%	4.24	1.0%	3%	False	True	79,927,858
120	459.44	408.87	50.57	12.3%	4.18	1.0%	4%	False	False	79,941,451

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.91
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	437.51
2.618	428.71
1.618	423.32
1.000	419.99
0.618	417.93
HIGH	414.60
0.618	412.54
0.500	411.91
0.382	411.27
LOW	409.21
0.618	405.88
1.000	403.82
1.618	400.49
2.618	395.10
4.250	386.30

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	411.91	415.57
PP	411.50	413.94
S1	411.09	412.31

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