SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 257.77 258.30 0.53 0.2% 257.07
High 258.50 259.00 0.50 0.2% 258.50
Low 257.30 258.22 0.92 0.4% 256.19
Close 258.45 258.85 0.40 0.2% 258.45
Range 1.20 0.78 -0.42 -35.0% 2.31
ATR 1.22 1.19 -0.03 -2.6% 0.00
Volume 59,589,700 49,652,500 -9,937,200 -16.7% 284,832,200
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 261.03 260.72 259.28
R3 260.25 259.94 259.06
R2 259.47 259.47 258.99
R1 259.16 259.16 258.92 259.32
PP 258.69 258.69 258.69 258.77
S1 258.38 258.38 258.78 258.54
S2 257.91 257.91 258.71
S3 257.13 257.60 258.64
S4 256.35 256.82 258.42
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 264.64 263.86 259.72
R3 262.33 261.55 259.09
R2 260.02 260.02 258.87
R1 259.24 259.24 258.66 259.63
PP 257.71 257.71 257.71 257.91
S1 256.93 256.93 258.24 257.32
S2 255.40 255.40 258.03
S3 253.09 254.62 257.81
S4 250.78 252.31 257.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 259.00 256.19 2.81 1.1% 1.11 0.4% 95% True False 56,039,820
10 259.00 254.00 5.00 1.9% 1.28 0.5% 97% True False 66,049,620
20 259.00 253.98 5.02 1.9% 1.10 0.4% 97% True False 58,937,970
40 259.00 248.08 10.92 4.2% 1.01 0.4% 99% True False 60,559,182
60 259.00 241.83 17.17 6.6% 1.17 0.5% 99% True False 63,815,247
80 259.00 241.83 17.17 6.6% 1.15 0.4% 99% True False 62,286,019
100 259.00 239.96 19.04 7.4% 1.20 0.5% 99% True False 62,233,691
120 259.00 235.43 23.57 9.1% 1.21 0.5% 99% True False 63,649,635
Crabel Price Patterns
NR True
NR4 True
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 262.32
2.618 261.04
1.618 260.26
1.000 259.78
0.618 259.48
HIGH 259.00
0.618 258.70
0.500 258.61
0.382 258.52
LOW 258.22
0.618 257.74
1.000 257.44
1.618 256.96
2.618 256.18
4.250 254.91
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 258.77 258.43
PP 258.69 258.01
S1 258.61 257.60

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

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