SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 209.43 209.75 0.32 0.2% 209.38
High 209.80 209.89 0.09 0.0% 209.98
Low 208.86 208.56 -0.30 -0.1% 207.41
Close 209.56 208.69 -0.87 -0.4% 209.56
Range 0.94 1.33 0.39 41.5% 2.57
ATR 2.00 1.95 -0.05 -2.4% 0.00
Volume 37,317,699 112,822,703 75,505,004 202.3% 253,048,695
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 213.04 212.19 209.42
R3 211.71 210.86 209.06
R2 210.38 210.38 208.93
R1 209.53 209.53 208.81 209.29
PP 209.05 209.05 209.05 208.93
S1 208.20 208.20 208.57 207.96
S2 207.72 207.72 208.45
S3 206.39 206.87 208.32
S4 205.06 205.54 207.96
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 216.69 215.70 210.97
R3 214.12 213.13 210.27
R2 211.55 211.55 210.03
R1 210.56 210.56 209.80 211.06
PP 208.98 208.98 208.98 209.23
S1 207.99 207.99 209.32 208.49
S2 206.41 206.41 209.09
S3 203.84 205.42 208.85
S4 201.27 202.85 208.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 209.98 207.41 2.57 1.2% 1.38 0.7% 50% False False 73,174,279
10 210.12 202.18 7.94 3.8% 1.76 0.8% 82% False False 90,821,469
20 211.66 202.18 9.48 4.5% 1.86 0.9% 69% False False 96,222,854
40 211.66 196.33 15.33 7.3% 1.87 0.9% 81% False False 102,985,685
60 211.66 186.93 24.73 11.9% 2.23 1.1% 88% False False 119,544,387
80 211.66 182.40 29.26 14.0% 2.63 1.3% 90% False False 138,479,266
100 213.18 182.40 30.78 14.7% 2.43 1.2% 85% False False 130,884,201
120 213.34 182.40 30.94 14.8% 2.35 1.1% 85% False False 129,922,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 215.54
2.618 213.37
1.618 212.04
1.000 211.22
0.618 210.71
HIGH 209.89
0.618 209.38
0.500 209.23
0.382 209.07
LOW 208.56
0.618 207.74
1.000 207.23
1.618 206.41
2.618 205.08
4.250 202.91
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 209.23 209.23
PP 209.05 209.05
S1 208.87 208.87

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.