SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Nov-2019
Day Change Summary
Previous Current
11-Nov-2019 12-Nov-2019 Change Change % Previous Week
Open 307.42 308.75 1.33 0.4% 307.85
High 308.54 309.99 1.45 0.5% 309.65
Low 307.27 308.15 0.88 0.3% 306.06
Close 308.35 309.00 0.65 0.2% 308.94
Range 1.27 1.84 0.57 44.9% 3.59
ATR 2.37 2.33 -0.04 -1.6% 0.00
Volume 35,934,900 46,444,000 10,509,100 29.2% 253,368,200
Daily Pivots for day following 12-Nov-2019
Classic Woodie Camarilla DeMark
R4 314.57 313.62 310.01
R3 312.73 311.78 309.51
R2 310.89 310.89 309.34
R1 309.94 309.94 309.17 310.42
PP 309.05 309.05 309.05 309.28
S1 308.10 308.10 308.83 308.58
S2 307.21 307.21 308.66
S3 305.37 306.26 308.49
S4 303.53 304.42 307.99
Weekly Pivots for week ending 08-Nov-2019
Classic Woodie Camarilla DeMark
R4 318.99 317.55 310.91
R3 315.40 313.96 309.93
R2 311.81 311.81 309.60
R1 310.37 310.37 309.27 311.09
PP 308.22 308.22 308.22 308.58
S1 306.78 306.78 308.61 307.50
S2 304.63 304.63 308.28
S3 301.04 303.19 307.95
S4 297.45 299.60 306.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 309.99 306.06 3.93 1.3% 1.68 0.5% 75% True False 46,441,400
10 309.99 301.73 8.26 2.7% 1.71 0.6% 88% True False 52,558,620
20 309.99 296.99 13.00 4.2% 1.68 0.5% 92% True False 48,917,290
40 309.99 284.82 25.17 8.1% 2.49 0.8% 96% True False 62,108,242
60 309.99 283.47 26.52 8.6% 2.58 0.8% 96% True False 62,862,890
80 309.99 281.72 28.27 9.1% 2.95 1.0% 96% True False 69,627,598
100 309.99 281.72 28.27 9.1% 2.74 0.9% 96% True False 66,061,311
120 309.99 273.09 36.90 11.9% 2.70 0.9% 97% True False 67,015,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 317.81
2.618 314.81
1.618 312.97
1.000 311.83
0.618 311.13
HIGH 309.99
0.618 309.29
0.500 309.07
0.382 308.85
LOW 308.15
0.618 307.01
1.000 306.31
1.618 305.17
2.618 303.33
4.250 300.33
Fisher Pivots for day following 12-Nov-2019
Pivot 1 day 3 day
R1 309.07 308.84
PP 309.05 308.67
S1 309.02 308.51

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

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