SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 209.38 207.87 -1.51 -0.7% 202.32
High 209.98 209.83 -0.15 -0.1% 210.12
Low 208.52 207.41 -1.11 -0.5% 202.18
Close 209.07 209.35 0.28 0.1% 209.31
Range 1.46 2.42 0.96 65.8% 7.94
ATR 2.17 2.19 0.02 0.8% 0.00
Volume 64,931,098 98,819,898 33,888,800 52.2% 542,343,296
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 216.12 215.16 210.68
R3 213.70 212.74 210.02
R2 211.28 211.28 209.79
R1 210.32 210.32 209.57 210.80
PP 208.86 208.86 208.86 209.11
S1 207.90 207.90 209.13 208.38
S2 206.44 206.44 208.91
S3 204.02 205.48 208.68
S4 201.60 203.06 208.02
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 231.02 228.11 213.68
R3 223.08 220.17 211.49
R2 215.14 215.14 210.77
R1 212.23 212.23 210.04 213.69
PP 207.20 207.20 207.20 207.93
S1 204.29 204.29 208.58 205.75
S2 199.26 199.26 207.85
S3 191.32 196.35 207.13
S4 183.38 188.41 204.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.12 205.99 4.13 2.0% 1.78 0.9% 81% False False 93,465,078
10 210.12 202.18 7.94 3.8% 2.03 1.0% 90% False False 104,883,208
20 211.66 202.18 9.48 4.5% 1.99 0.9% 76% False False 103,992,289
40 211.66 189.12 22.54 10.8% 2.07 1.0% 90% False False 110,571,025
60 211.66 186.93 24.73 11.8% 2.35 1.1% 91% False False 125,648,337
80 211.66 182.40 29.26 14.0% 2.67 1.3% 92% False False 139,498,240
100 213.18 182.40 30.78 14.7% 2.49 1.2% 88% False False 133,682,529
120 213.34 182.40 30.94 14.8% 2.36 1.1% 87% False False 130,977,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 220.12
2.618 216.17
1.618 213.75
1.000 212.25
0.618 211.33
HIGH 209.83
0.618 208.91
0.500 208.62
0.382 208.33
LOW 207.41
0.618 205.91
1.000 204.99
1.618 203.49
2.618 201.07
4.250 197.13
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 209.11 209.16
PP 208.86 208.96
S1 208.62 208.77

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

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