SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 220.52 221.63 1.11 0.5% 219.17
High 221.44 221.82 0.38 0.2% 221.56
Low 220.17 220.31 0.14 0.1% 219.00
Close 220.91 220.38 -0.53 -0.2% 221.52
Range 1.27 1.51 0.24 18.9% 2.56
ATR 1.65 1.64 -0.01 -0.6% 0.00
Volume 69,886,600 113,291,800 43,405,200 62.1% 234,323,896
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 225.37 224.38 221.21
R3 223.86 222.87 220.80
R2 222.35 222.35 220.66
R1 221.36 221.36 220.52 221.10
PP 220.84 220.84 220.84 220.71
S1 219.85 219.85 220.24 219.59
S2 219.33 219.33 220.10
S3 217.82 218.34 219.96
S4 216.31 216.83 219.55
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 228.37 227.51 222.93
R3 225.81 224.95 222.22
R2 223.25 223.25 221.99
R1 222.39 222.39 221.75 222.82
PP 220.69 220.69 220.69 220.91
S1 219.83 219.83 221.29 220.26
S2 218.13 218.13 221.05
S3 215.57 217.27 220.82
S4 213.01 214.71 220.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 221.82 219.75 2.07 0.9% 1.09 0.5% 30% True False 70,848,659
10 221.82 217.42 4.40 2.0% 1.05 0.5% 67% True False 71,575,519
20 221.82 208.38 13.44 6.1% 1.61 0.7% 89% True False 97,552,074
40 221.82 208.38 13.44 6.1% 1.58 0.7% 89% True False 89,901,234
60 221.82 208.38 13.44 6.1% 1.71 0.8% 89% True False 97,813,414
80 221.82 208.38 13.44 6.1% 1.57 0.7% 89% True False 90,554,514
100 221.82 208.38 13.44 6.1% 1.53 0.7% 89% True False 86,657,189
120 221.82 198.65 23.17 10.5% 1.65 0.7% 94% True False 94,058,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 228.24
2.618 225.77
1.618 224.26
1.000 223.33
0.618 222.75
HIGH 221.82
0.618 221.24
0.500 221.07
0.382 220.89
LOW 220.31
0.618 219.38
1.000 218.80
1.618 217.87
2.618 216.36
4.250 213.89
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 221.07 221.00
PP 220.84 220.79
S1 220.61 220.59

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

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