SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 177.05 176.94 -0.11 -0.1% 176.69
High 177.53 177.36 -0.17 -0.1% 177.64
Low 176.91 176.37 -0.54 -0.3% 174.76
Close 177.32 176.96 -0.36 -0.2% 177.29
Range 0.62 0.99 0.37 59.7% 2.88
ATR 1.51 1.48 -0.04 -2.5% 0.00
Volume 62,614,297 83,989,602 21,375,305 34.1% 552,562,101
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 179.87 179.40 177.50
R3 178.88 178.41 177.23
R2 177.89 177.89 177.14
R1 177.42 177.42 177.05 177.66
PP 176.90 176.90 176.90 177.01
S1 176.43 176.43 176.87 176.67
S2 175.91 175.91 176.78
S3 174.92 175.44 176.69
S4 173.93 174.45 176.42
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 185.20 184.13 178.87
R3 182.32 181.25 178.08
R2 179.44 179.44 177.82
R1 178.37 178.37 177.55 178.91
PP 176.56 176.56 176.56 176.83
S1 175.49 175.49 177.03 176.03
S2 173.68 173.68 176.76
S3 170.80 172.61 176.50
S4 167.92 169.73 175.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177.64 174.76 2.88 1.6% 1.58 0.9% 76% False False 105,532,918
10 177.64 174.76 2.88 1.6% 1.46 0.8% 76% False False 111,575,339
20 177.64 170.63 7.01 4.0% 1.28 0.7% 90% False False 110,887,074
40 177.64 164.53 13.11 7.4% 1.43 0.8% 95% False False 121,878,070
60 177.64 163.05 14.59 8.2% 1.41 0.8% 95% False False 117,368,204
80 177.64 163.05 14.59 8.2% 1.35 0.8% 95% False False 112,421,724
100 177.64 155.73 21.91 12.4% 1.36 0.8% 97% False False 114,140,446
120 177.64 155.73 21.91 12.4% 1.50 0.8% 97% False False 123,983,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 181.57
2.618 179.95
1.618 178.96
1.000 178.35
0.618 177.97
HIGH 177.36
0.618 176.98
0.500 176.87
0.382 176.75
LOW 176.37
0.618 175.76
1.000 175.38
1.618 174.77
2.618 173.78
4.250 172.16
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 176.93 176.70
PP 176.90 176.45
S1 176.87 176.19

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

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