SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Nov-2016
Day Change Summary
Previous Current
21-Nov-2016 22-Nov-2016 Change Change % Previous Week
Open 219.17 220.51 1.34 0.6% 217.03
High 220.18 220.79 0.61 0.3% 219.27
Low 219.00 219.73 0.73 0.3% 215.72
Close 220.15 220.58 0.43 0.2% 218.50
Range 1.18 1.06 -0.12 -10.2% 3.55
ATR 1.90 1.84 -0.06 -3.2% 0.00
Volume 72,402,600 67,428,896 -4,973,704 -6.9% 407,912,800
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 223.55 223.12 221.16
R3 222.49 222.06 220.87
R2 221.43 221.43 220.77
R1 221.00 221.00 220.68 221.22
PP 220.37 220.37 220.37 220.47
S1 219.94 219.94 220.48 220.16
S2 219.31 219.31 220.39
S3 218.25 218.88 220.29
S4 217.19 217.82 220.00
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 228.48 227.04 220.45
R3 224.93 223.49 219.48
R2 221.38 221.38 219.15
R1 219.94 219.94 218.83 220.66
PP 217.83 217.83 217.83 218.19
S1 216.39 216.39 218.17 217.11
S2 214.28 214.28 217.85
S3 210.73 212.84 217.52
S4 207.18 209.29 216.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 220.79 217.42 3.37 1.5% 1.02 0.5% 94% True False 72,302,379
10 220.79 212.34 8.45 3.8% 1.73 0.8% 98% True False 107,883,919
20 220.79 208.38 12.41 5.6% 1.81 0.8% 98% True False 103,720,059
40 220.79 208.38 12.41 5.6% 1.69 0.8% 98% True False 94,444,954
60 220.79 208.38 12.41 5.6% 1.73 0.8% 98% True False 98,196,424
80 220.79 208.38 12.41 5.6% 1.60 0.7% 98% True False 89,934,885
100 220.79 207.06 13.73 6.2% 1.57 0.7% 98% True False 88,104,992
120 220.79 198.65 22.14 10.0% 1.65 0.7% 99% True False 94,270,284
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 225.30
2.618 223.57
1.618 222.51
1.000 221.85
0.618 221.45
HIGH 220.79
0.618 220.39
0.500 220.26
0.382 220.13
LOW 219.73
0.618 219.07
1.000 218.67
1.618 218.01
2.618 216.95
4.250 215.23
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 220.47 220.23
PP 220.37 219.89
S1 220.26 219.54

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

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