SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 203.38 204.06 0.68 0.3% 201.92
High 204.04 204.31 0.27 0.1% 203.60
Low 203.13 203.65 0.52 0.3% 200.06
Close 203.98 204.18 0.20 0.1% 203.34
Range 0.91 0.66 -0.25 -27.5% 3.54
ATR 2.18 2.08 -0.11 -5.0% 0.00
Volume 66,318,898 54,499,301 -11,819,597 -17.8% 475,413,992
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 206.03 205.76 204.54
R3 205.37 205.10 204.36
R2 204.71 204.71 204.30
R1 204.44 204.44 204.24 204.58
PP 204.05 204.05 204.05 204.11
S1 203.78 203.78 204.12 203.92
S2 203.39 203.39 204.06
S3 202.73 203.12 204.00
S4 202.07 202.46 203.82
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
5 204.31 201.45 2.86 1.4% 1.06 0.5% 95% True False 81,831,078
10 204.31 196.80 7.51 3.7% 1.39 0.7% 98% True False 99,902,199
20 204.31 181.92 22.39 11.0% 2.05 1.0% 99% True False 138,204,769
40 204.31 181.92 22.39 11.0% 2.22 1.1% 99% True False 143,292,145
60 204.31 181.92 22.39 11.0% 1.90 0.9% 99% True False 120,082,263
80 204.31 181.92 22.39 11.0% 1.81 0.9% 99% True False 114,752,527
100 204.31 181.92 22.39 11.0% 1.69 0.8% 99% True False 108,455,283
120 204.31 181.92 22.39 11.0% 1.57 0.8% 99% True False 103,204,740
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 207.12
2.618 206.04
1.618 205.38
1.000 204.97
0.618 204.72
HIGH 204.31
0.618 204.06
0.500 203.98
0.382 203.90
LOW 203.65
0.618 203.24
1.000 202.99
1.618 202.58
2.618 201.92
4.250 200.85
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 204.11 203.94
PP 204.05 203.70
S1 203.98 203.46

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

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