SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 356.40 355.58 -0.82 -0.2% 330.20
High 357.56 356.72 -0.84 -0.2% 352.19
Low 355.06 351.26 -3.80 -1.1% 327.24
Close 356.67 353.21 -3.46 -1.0% 350.16
Range 2.50 5.46 2.96 118.3% 24.95
ATR 6.74 6.65 -0.09 -1.4% 0.00
Volume 58,649,000 68,118,496 9,469,496 16.1% 463,334,688
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 370.10 367.12 356.21
R3 364.65 361.66 354.71
R2 359.19 359.19 354.21
R1 356.20 356.20 353.71 354.96
PP 353.73 353.73 353.73 353.11
S1 350.74 350.74 352.71 349.51
S2 348.27 348.27 352.21
S3 342.81 345.28 351.71
S4 337.35 339.82 350.21
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% 5.36 1.5% 33% False False 91,919,316
10 364.38 322.60 41.78 11.8% 5.87 1.7% 73% False False 96,840,697
20 364.38 322.60 41.78 11.8% 5.92 1.7% 73% False False 86,483,159
40 364.38 319.80 44.58 12.6% 5.48 1.6% 75% False False 80,184,164
60 364.38 319.80 44.58 12.6% 5.47 1.5% 75% False False 78,339,829
80 364.38 319.25 45.13 12.8% 4.90 1.4% 75% False False 72,363,907
100 364.38 298.93 65.45 18.5% 4.89 1.4% 83% False False 73,872,789
120 364.38 296.74 67.64 19.2% 4.99 1.4% 83% False False 79,320,120
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 379.92
2.618 371.01
1.618 365.55
1.000 362.18
0.618 360.09
HIGH 356.72
0.618 354.63
0.500 353.99
0.382 353.35
LOW 351.26
0.618 347.89
1.000 345.80
1.618 342.43
2.618 336.97
4.250 328.06
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 353.99 354.04
PP 353.73 353.76
S1 353.47 353.49

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

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