SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 212.37 217.30 4.93 2.3% 212.93
High 217.10 218.31 1.21 0.6% 213.19
Low 212.34 215.22 2.88 1.4% 208.38
Close 216.38 216.92 0.54 0.2% 208.55
Range 4.76 3.09 -1.67 -35.1% 4.81
ATR 2.21 2.27 0.06 2.9% 0.00
Volume 258,428,896 172,113,296 -86,315,600 -33.4% 485,446,396
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 226.09 224.59 218.62
R3 223.00 221.50 217.77
R2 219.91 219.91 217.49
R1 218.41 218.41 217.20 217.62
PP 216.82 216.82 216.82 216.42
S1 215.32 215.32 216.64 214.53
S2 213.73 213.73 216.35
S3 210.64 212.23 216.07
S4 207.55 209.14 215.22
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
5 218.31 208.38 9.93 4.6% 2.73 1.3% 86% True False 151,246,217
10 218.31 208.38 9.93 4.6% 2.37 1.1% 86% True False 127,317,858
20 218.31 208.38 9.93 4.6% 1.82 0.8% 86% True False 100,526,619
40 218.31 208.38 9.93 4.6% 1.75 0.8% 86% True False 96,583,022
60 219.60 208.38 11.22 5.2% 1.74 0.8% 76% False False 97,010,839
80 219.60 208.38 11.22 5.2% 1.62 0.7% 76% False False 88,812,027
100 219.60 198.65 20.95 9.7% 1.70 0.8% 87% False False 95,107,145
120 219.60 198.65 20.95 9.7% 1.67 0.8% 87% False False 94,175,047
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 231.44
2.618 226.40
1.618 223.31
1.000 221.40
0.618 220.22
HIGH 218.31
0.618 217.13
0.500 216.77
0.382 216.40
LOW 215.22
0.618 213.31
1.000 212.13
1.618 210.22
2.618 207.13
4.250 202.09
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 216.87 216.39
PP 216.82 215.86
S1 216.77 215.33

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

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