SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 256.62 257.52 0.90 0.4% 258.30
High 257.22 259.04 1.82 0.7% 259.35
Low 255.63 257.48 1.85 0.7% 256.36
Close 256.44 258.62 2.18 0.9% 258.09
Range 1.59 1.57 -0.03 -1.6% 2.99
ATR 1.37 1.46 0.09 6.4% 0.00
Volume 80,811,504 67,777,000 -13,034,504 -16.1% 312,694,204
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 263.07 262.41 259.48
R3 261.51 260.85 259.05
R2 259.94 259.94 258.91
R1 259.28 259.28 258.76 259.61
PP 258.38 258.38 258.38 258.54
S1 257.72 257.72 258.48 258.05
S2 256.81 256.81 258.33
S3 255.25 256.15 258.19
S4 253.68 254.59 257.76
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 266.90 265.49 259.73
R3 263.91 262.50 258.91
R2 260.92 260.92 258.64
R1 259.51 259.51 258.36 258.72
PP 257.93 257.93 257.93 257.54
S1 256.52 256.52 257.82 255.73
S2 254.94 254.94 257.54
S3 251.95 253.53 257.27
S4 248.96 250.54 256.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 259.04 255.63 3.41 1.3% 1.35 0.5% 88% True False 64,023,360
10 259.35 255.63 3.72 1.4% 1.31 0.5% 80% False False 63,241,610
20 259.35 254.00 5.35 2.1% 1.34 0.5% 86% False False 66,838,085
40 259.35 248.08 11.27 4.4% 1.14 0.4% 94% False False 60,935,250
60 259.35 242.93 16.42 6.3% 1.14 0.4% 96% False False 62,046,445
80 259.35 241.83 17.52 6.8% 1.21 0.5% 96% False False 63,672,345
100 259.35 239.96 19.39 7.5% 1.21 0.5% 96% False False 62,338,996
120 259.35 239.96 19.39 7.5% 1.23 0.5% 96% False False 63,621,955
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 265.69
2.618 263.14
1.618 261.57
1.000 260.61
0.618 260.01
HIGH 259.04
0.618 258.44
0.500 258.26
0.382 258.07
LOW 257.48
0.618 256.51
1.000 255.91
1.618 254.94
2.618 253.38
4.250 250.82
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 258.50 258.19
PP 258.38 257.76
S1 258.26 257.34

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

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