SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 258.14 259.18 1.04 0.4% 257.31
High 258.53 260.20 1.68 0.6% 259.04
Low 257.86 258.26 0.40 0.2% 255.63
Close 258.30 259.99 1.69 0.7% 257.86
Range 0.67 1.94 1.28 191.7% 3.41
ATR 1.36 1.40 0.04 3.1% 0.00
Volume 48,075,500 69,176,800 21,101,300 43.9% 335,889,004
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 265.30 264.59 261.06
R3 263.36 262.65 260.52
R2 261.42 261.42 260.35
R1 260.71 260.71 260.17 261.07
PP 259.48 259.48 259.48 259.66
S1 258.77 258.77 259.81 259.13
S2 257.54 257.54 259.63
S3 255.60 256.83 259.46
S4 253.66 254.89 258.92
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 267.74 266.21 259.74
R3 264.33 262.80 258.80
R2 260.92 260.92 258.49
R1 259.39 259.39 258.17 260.16
PP 257.51 257.51 257.51 257.89
S1 255.98 255.98 257.55 256.75
S2 254.10 254.10 257.23
S3 250.69 252.57 256.92
S4 247.28 249.16 255.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 260.20 255.63 4.57 1.8% 1.32 0.5% 95% True False 68,319,520
10 260.20 255.63 4.57 1.8% 1.33 0.5% 95% True False 65,868,090
20 260.20 254.00 6.20 2.4% 1.33 0.5% 97% True False 65,487,165
40 260.20 248.87 11.33 4.4% 1.15 0.4% 98% True False 61,701,472
60 260.20 242.93 17.27 6.6% 1.13 0.4% 99% True False 62,667,378
80 260.20 241.83 18.37 7.1% 1.20 0.5% 99% True False 63,751,291
100 260.20 240.34 19.86 7.6% 1.18 0.5% 99% True False 61,630,958
120 260.20 239.96 20.24 7.8% 1.22 0.5% 99% True False 63,151,830
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 268.45
2.618 265.28
1.618 263.34
1.000 262.14
0.618 261.40
HIGH 260.20
0.618 259.46
0.500 259.23
0.382 259.00
LOW 258.26
0.618 257.06
1.000 256.32
1.618 255.12
2.618 253.18
4.250 250.02
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 259.74 259.66
PP 259.48 259.32
S1 259.23 258.99

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

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