SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Nov-2022
Day Change Summary
Previous Current
10-Nov-2022 11-Nov-2022 Change Change % Previous Week
Open 388.05 395.59 7.54 1.9% 377.71
High 395.04 399.35 4.31 1.1% 399.35
Low 385.64 393.61 7.97 2.1% 373.61
Close 394.69 398.51 3.82 1.0% 398.51
Range 9.40 5.74 -3.66 -38.9% 25.74
ATR 9.04 8.80 -0.24 -2.6% 0.00
Volume 141,455,800 93,839,800 -47,616,000 -33.7% 466,718,900
Daily Pivots for day following 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 414.38 412.18 401.67
R3 408.64 406.44 400.09
R2 402.90 402.90 399.56
R1 400.70 400.70 399.04 401.80
PP 397.16 397.16 397.16 397.71
S1 394.96 394.96 397.98 396.06
S2 391.42 391.42 397.46
S3 385.68 389.22 396.93
S4 379.94 383.48 395.35
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 467.71 458.85 412.67
R3 441.97 433.11 405.59
R2 416.23 416.23 403.23
R1 407.37 407.37 400.87 411.80
PP 390.49 390.49 390.49 392.71
S1 381.63 381.63 396.15 386.06
S2 364.75 364.75 393.79
S3 339.01 355.89 391.43
S4 313.27 330.15 384.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 399.35 373.61 25.74 6.5% 7.02 1.8% 97% True False 93,343,780
10 399.35 368.79 30.56 7.7% 7.35 1.8% 97% True False 96,635,320
20 399.35 357.28 42.07 10.6% 7.65 1.9% 98% True False 95,319,820
40 399.35 348.11 51.24 12.9% 8.22 2.1% 98% True False 98,547,822
60 425.26 348.11 77.15 19.4% 7.65 1.9% 65% False False 91,973,966
80 431.73 348.11 83.62 21.0% 7.04 1.8% 60% False False 84,487,263
100 431.73 348.11 83.62 21.0% 7.00 1.8% 60% False False 82,828,672
120 431.73 348.11 83.62 21.0% 7.11 1.8% 60% False False 84,826,570
Crabel Price Patterns
NR True
NR4 True
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 2.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 423.75
2.618 414.38
1.618 408.64
1.000 405.09
0.618 402.90
HIGH 399.35
0.618 397.16
0.500 396.48
0.382 395.80
LOW 393.61
0.618 390.06
1.000 387.87
1.618 384.32
2.618 378.58
4.250 369.22
Fisher Pivots for day following 11-Nov-2022
Pivot 1 day 3 day
R1 397.83 394.50
PP 397.16 390.49
S1 396.48 386.48

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

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