SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 176.14 177.03 0.89 0.5% 175.89
High 176.75 177.50 0.75 0.4% 177.51
Low 175.57 176.54 0.97 0.6% 175.22
Close 176.27 177.17 0.90 0.5% 176.21
Range 1.18 0.96 -0.22 -18.6% 2.29
ATR 1.42 1.41 -0.01 -1.0% 0.00
Volume 85,824,703 87,347,695 1,522,992 1.8% 588,967,687
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 179.95 179.52 177.70
R3 178.99 178.56 177.43
R2 178.03 178.03 177.35
R1 177.60 177.60 177.26 177.82
PP 177.07 177.07 177.07 177.18
S1 176.64 176.64 177.08 176.86
S2 176.11 176.11 176.99
S3 175.15 175.68 176.91
S4 174.19 174.72 176.64
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 183.18 181.99 177.47
R3 180.89 179.70 176.84
R2 178.60 178.60 176.63
R1 177.41 177.41 176.42 178.01
PP 176.31 176.31 176.31 176.61
S1 175.12 175.12 176.00 175.72
S2 174.02 174.02 175.79
S3 171.73 172.83 175.58
S4 169.44 170.54 174.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177.50 175.22 2.28 1.3% 1.16 0.7% 86% True False 107,086,938
10 177.51 174.51 3.00 1.7% 1.10 0.6% 89% False False 101,179,258
20 177.51 167.23 10.28 5.8% 1.30 0.7% 97% False False 117,300,494
40 177.51 164.53 12.98 7.3% 1.34 0.8% 97% False False 119,986,330
60 177.51 163.05 14.46 8.2% 1.38 0.8% 98% False False 117,697,368
80 177.51 163.05 14.46 8.2% 1.31 0.7% 98% False False 111,664,687
100 177.51 155.73 21.78 12.3% 1.40 0.8% 98% False False 118,877,603
120 177.51 155.73 21.78 12.3% 1.51 0.8% 98% False False 125,613,535
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 True
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 181.58
2.618 180.01
1.618 179.05
1.000 178.46
0.618 178.09
HIGH 177.50
0.618 177.13
0.500 177.02
0.382 176.91
LOW 176.54
0.618 175.95
1.000 175.58
1.618 174.99
2.618 174.03
4.250 172.46
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 177.12 176.96
PP 177.07 176.75
S1 177.02 176.54

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

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