SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 202.39 203.17 0.78 0.4% 201.92
High 203.26 203.60 0.34 0.2% 203.60
Low 201.64 202.61 0.97 0.5% 200.06
Close 203.15 203.34 0.19 0.1% 203.34
Range 1.62 0.99 -0.63 -38.9% 3.54
ATR 2.38 2.28 -0.10 -4.2% 0.00
Volume 107,089,000 89,539,695 -17,549,305 -16.4% 475,413,992
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 206.15 205.74 203.88
R3 205.16 204.75 203.61
R2 204.17 204.17 203.52
R1 203.76 203.76 203.43 203.97
PP 203.18 203.18 203.18 203.29
S1 202.77 202.77 203.25 202.98
S2 202.19 202.19 203.16
S3 201.20 201.78 203.07
S4 200.21 200.79 202.80
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 212.95 211.69 205.29
R3 209.41 208.15 204.31
R2 205.87 205.87 203.99
R1 204.61 204.61 203.66 205.24
PP 202.33 202.33 202.33 202.65
S1 201.07 201.07 203.02 201.70
S2 198.79 198.79 202.69
S3 195.25 197.53 202.37
S4 191.71 193.99 201.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 203.60 200.06 3.54 1.7% 1.29 0.6% 93% True False 95,082,798
10 203.60 195.03 8.57 4.2% 1.55 0.8% 97% True False 106,789,330
20 203.60 181.92 21.68 10.7% 2.30 1.1% 99% True False 154,503,120
40 203.60 181.92 21.68 10.7% 2.27 1.1% 99% True False 145,086,742
60 203.60 181.92 21.68 10.7% 1.92 0.9% 99% True False 121,658,208
80 203.60 181.92 21.68 10.7% 1.83 0.9% 99% True False 115,641,325
100 203.60 181.92 21.68 10.7% 1.69 0.8% 99% True False 109,112,261
120 203.60 181.92 21.68 10.7% 1.58 0.8% 99% True False 103,453,275
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 207.81
2.618 206.19
1.618 205.20
1.000 204.59
0.618 204.21
HIGH 203.60
0.618 203.22
0.500 203.11
0.382 202.99
LOW 202.61
0.618 202.00
1.000 201.62
1.618 201.01
2.618 200.02
4.250 198.40
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 203.26 203.07
PP 203.18 202.80
S1 203.11 202.53

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

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