SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 204.06 203.35 -0.71 -0.3% 201.92
High 204.31 204.24 -0.07 0.0% 203.60
Low 203.65 203.31 -0.34 -0.2% 200.06
Close 204.18 203.96 -0.22 -0.1% 203.34
Range 0.66 0.93 0.27 40.9% 3.54
ATR 2.08 1.99 -0.08 -3.9% 0.00
Volume 54,499,301 90,120,203 35,620,902 65.4% 475,413,992
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 206.63 206.22 204.47
R3 205.70 205.29 204.22
R2 204.77 204.77 204.13
R1 204.36 204.36 204.05 204.57
PP 203.84 203.84 203.84 203.94
S1 203.43 203.43 203.87 203.64
S2 202.91 202.91 203.79
S3 201.98 202.50 203.70
S4 201.05 201.57 203.45
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
5 204.31 201.64 2.67 1.3% 1.02 0.5% 87% False False 81,513,419
10 204.31 197.40 6.91 3.4% 1.25 0.6% 95% False False 94,658,479
20 204.31 182.89 21.42 10.5% 1.81 0.9% 98% False False 123,675,052
40 204.31 181.92 22.39 11.0% 2.20 1.1% 98% False False 141,763,505
60 204.31 181.92 22.39 11.0% 1.89 0.9% 98% False False 120,598,688
80 204.31 181.92 22.39 11.0% 1.81 0.9% 98% False False 115,033,060
100 204.31 181.92 22.39 11.0% 1.70 0.8% 98% False False 108,650,371
120 204.31 181.92 22.39 11.0% 1.57 0.8% 98% False False 103,454,441
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 208.19
2.618 206.67
1.618 205.74
1.000 205.17
0.618 204.81
HIGH 204.24
0.618 203.88
0.500 203.78
0.382 203.67
LOW 203.31
0.618 202.74
1.000 202.38
1.618 201.81
2.618 200.88
4.250 199.36
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 203.90 203.88
PP 203.84 203.80
S1 203.78 203.72

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

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