SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 217.30 216.08 -1.22 -0.6% 211.45
High 218.31 216.70 -1.61 -0.7% 218.31
Low 215.22 215.32 0.10 0.0% 211.30
Close 216.92 216.42 -0.50 -0.2% 216.42
Range 3.09 1.38 -1.71 -55.3% 7.01
ATR 2.27 2.22 -0.05 -2.1% 0.00
Volume 172,113,296 100,552,704 -71,560,592 -41.6% 747,661,792
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 220.29 219.73 217.18
R3 218.91 218.35 216.80
R2 217.53 217.53 216.67
R1 216.97 216.97 216.55 217.25
PP 216.15 216.15 216.15 216.29
S1 215.59 215.59 216.29 215.87
S2 214.77 214.77 216.17
S3 213.39 214.21 216.04
S4 212.01 212.83 215.66
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 236.37 233.41 220.28
R3 229.36 226.40 218.35
R2 222.35 222.35 217.71
R1 219.39 219.39 217.06 220.87
PP 215.34 215.34 215.34 216.09
S1 212.38 212.38 215.78 213.86
S2 208.33 208.33 215.13
S3 201.32 205.37 214.49
S4 194.31 198.36 212.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 218.31 211.30 7.01 3.2% 2.70 1.2% 73% False False 149,532,358
10 218.31 208.38 9.93 4.6% 2.29 1.1% 81% False False 123,310,818
20 218.31 208.38 9.93 4.6% 1.80 0.8% 81% False False 100,886,944
40 218.31 208.38 9.93 4.6% 1.75 0.8% 81% False False 95,216,225
60 219.60 208.38 11.22 5.2% 1.75 0.8% 72% False False 97,803,564
80 219.60 208.38 11.22 5.2% 1.62 0.7% 72% False False 89,221,721
100 219.60 198.65 20.95 9.7% 1.70 0.8% 85% False False 95,157,068
120 219.60 198.65 20.95 9.7% 1.67 0.8% 85% False False 94,233,505
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 222.57
2.618 220.31
1.618 218.93
1.000 218.08
0.618 217.55
HIGH 216.70
0.618 216.17
0.500 216.01
0.382 215.85
LOW 215.32
0.618 214.47
1.000 213.94
1.618 213.09
2.618 211.71
4.250 209.46
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 216.28 216.06
PP 216.15 215.69
S1 216.01 215.33

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

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