SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 178.54 179.56 1.02 0.6% 177.05
High 179.42 180.12 0.70 0.4% 180.12
Low 178.25 179.33 1.08 0.6% 176.09
Close 179.27 180.05 0.78 0.4% 180.05
Range 1.17 0.79 -0.38 -32.5% 4.03
ATR 1.51 1.46 -0.05 -3.1% 0.00
Volume 103,435,203 102,818,102 -617,101 -0.6% 456,701,399
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 182.20 181.92 180.48
R3 181.41 181.13 180.27
R2 180.62 180.62 180.19
R1 180.34 180.34 180.12 180.48
PP 179.83 179.83 179.83 179.91
S1 179.55 179.55 179.98 179.69
S2 179.04 179.04 179.91
S3 178.25 178.76 179.83
S4 177.46 177.97 179.62
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 190.84 189.48 182.27
R3 186.81 185.45 181.16
R2 182.78 182.78 180.79
R1 181.42 181.42 180.42 182.10
PP 178.75 178.75 178.75 179.10
S1 177.39 177.39 179.68 178.07
S2 174.72 174.72 179.31
S3 170.69 173.36 178.94
S4 166.66 169.33 177.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 180.12 176.09 4.03 2.2% 1.18 0.7% 98% True False 91,340,279
10 180.12 174.76 5.36 3.0% 1.43 0.8% 99% True False 100,926,350
20 180.12 173.96 6.16 3.4% 1.27 0.7% 99% True False 104,922,904
40 180.12 164.53 15.59 8.7% 1.40 0.8% 100% True False 117,556,875
60 180.12 163.05 17.07 9.5% 1.41 0.8% 100% True False 116,698,229
80 180.12 163.05 17.07 9.5% 1.36 0.8% 100% True False 112,486,693
100 180.12 159.86 20.26 11.3% 1.34 0.7% 100% True False 112,046,975
120 180.12 155.73 24.39 13.5% 1.49 0.8% 100% True False 122,770,423
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 183.48
2.618 182.19
1.618 181.40
1.000 180.91
0.618 180.61
HIGH 180.12
0.618 179.82
0.500 179.73
0.382 179.63
LOW 179.33
0.618 178.84
1.000 178.54
1.618 178.05
2.618 177.26
4.250 175.97
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 179.94 179.40
PP 179.83 178.75
S1 179.73 178.11

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

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