SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 353.49 356.40 2.91 0.8% 330.20
High 355.18 357.56 2.38 0.7% 352.19
Low 350.51 355.06 4.55 1.3% 327.24
Close 354.04 356.67 2.63 0.7% 350.16
Range 4.67 2.50 -2.17 -46.5% 24.95
ATR 6.99 6.74 -0.25 -3.5% 0.00
Volume 85,552,000 58,649,000 -26,903,000 -31.4% 463,334,688
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 363.93 362.80 358.05
R3 361.43 360.30 357.36
R2 358.93 358.93 357.13
R1 357.80 357.80 356.90 358.37
PP 356.43 356.43 356.43 356.71
S1 355.30 355.30 356.44 355.87
S2 353.93 353.93 356.21
S3 351.43 352.80 355.98
S4 348.93 350.30 355.30
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 418.05 409.05 363.88
R3 393.10 384.10 357.02
R2 368.15 368.15 354.73
R1 359.15 359.15 352.45 363.65
PP 343.20 343.20 343.20 345.45
S1 334.20 334.20 347.87 338.70
S2 318.25 318.25 345.59
S3 293.30 309.25 343.30
S4 268.35 284.30 336.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 364.38 347.65 16.73 4.7% 4.94 1.4% 54% False False 94,703,556
10 364.38 322.60 41.78 11.7% 6.15 1.7% 82% False False 99,088,608
20 364.38 322.60 41.78 11.7% 5.90 1.7% 82% False False 86,095,114
40 364.38 319.80 44.58 12.5% 5.46 1.5% 83% False False 80,769,284
60 364.38 319.80 44.58 12.5% 5.43 1.5% 83% False False 78,338,758
80 364.38 319.25 45.13 12.7% 4.86 1.4% 83% False False 72,234,837
100 364.38 298.93 65.45 18.4% 4.87 1.4% 88% False False 73,876,316
120 364.38 295.46 68.92 19.3% 5.00 1.4% 89% False False 79,493,727
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.53
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 368.19
2.618 364.11
1.618 361.61
1.000 360.06
0.618 359.11
HIGH 357.56
0.618 356.61
0.500 356.31
0.382 356.02
LOW 355.06
0.618 353.52
1.000 352.56
1.618 351.02
2.618 348.52
4.250 344.44
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 356.55 357.45
PP 356.43 357.19
S1 356.31 356.93

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

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