SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 208.91 211.45 2.54 1.2% 212.93
High 209.89 213.19 3.30 1.6% 213.19
Low 208.38 211.30 2.92 1.4% 208.38
Close 208.55 213.15 4.60 2.2% 208.55
Range 1.51 1.89 0.38 25.2% 4.81
ATR 1.78 1.98 0.20 11.5% 0.00
Volume 109,122,000 109,794,800 672,800 0.6% 485,446,396
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 218.22 217.57 214.19
R3 216.33 215.68 213.67
R2 214.44 214.44 213.50
R1 213.79 213.79 213.32 214.12
PP 212.55 212.55 212.55 212.71
S1 211.90 211.90 212.98 212.23
S2 210.66 210.66 212.80
S3 208.77 210.01 212.63
S4 206.88 208.12 212.11
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 224.47 221.32 211.20
R3 219.66 216.51 209.87
R2 214.85 214.85 209.43
R1 211.70 211.70 208.99 210.87
PP 210.04 210.04 210.04 209.63
S1 206.89 206.89 208.11 206.06
S2 205.23 205.23 207.67
S3 200.42 202.08 207.23
S4 195.61 197.27 205.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 213.19 208.38 4.81 2.3% 2.09 1.0% 99% True False 106,793,739
10 214.98 208.38 6.60 3.1% 1.75 0.8% 72% False False 95,533,220
20 215.74 208.38 7.36 3.5% 1.65 0.8% 65% False False 88,940,419
40 217.53 208.38 9.15 4.3% 1.69 0.8% 52% False False 94,715,620
60 219.60 208.38 11.22 5.3% 1.62 0.8% 43% False False 91,024,954
80 219.60 208.38 11.22 5.3% 1.53 0.7% 43% False False 84,235,986
100 219.60 198.65 20.95 9.8% 1.64 0.8% 69% False False 92,457,066
120 219.60 198.65 20.95 9.8% 1.62 0.8% 69% False False 92,023,289
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 221.22
2.618 218.14
1.618 216.25
1.000 215.08
0.618 214.36
HIGH 213.19
0.618 212.47
0.500 212.25
0.382 212.02
LOW 211.30
0.618 210.13
1.000 209.41
1.618 208.24
2.618 206.35
4.250 203.27
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 212.85 212.36
PP 212.55 211.57
S1 212.25 210.79

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

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