SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 205.31 204.26 -1.05 -0.5% 203.38
High 205.55 205.71 0.16 0.1% 204.83
Low 204.30 204.18 -0.12 -0.1% 203.13
Close 205.22 205.58 0.36 0.2% 204.24
Range 1.25 1.53 0.28 22.4% 1.70
ATR 1.76 1.74 -0.02 -0.9% 0.00
Volume 82,373,000 72,840,305 -9,532,695 -11.6% 376,713,816
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 209.75 209.19 206.42
R3 208.22 207.66 206.00
R2 206.69 206.69 205.86
R1 206.13 206.13 205.72 206.41
PP 205.16 205.16 205.16 205.30
S1 204.60 204.60 205.44 204.88
S2 203.63 203.63 205.30
S3 202.10 203.07 205.16
S4 200.57 201.54 204.74
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 209.17 208.40 205.18
R3 207.47 206.70 204.71
R2 205.77 205.77 204.55
R1 205.00 205.00 204.40 205.39
PP 204.07 204.07 204.07 204.26
S1 203.30 203.30 204.08 203.69
S2 202.37 202.37 203.93
S3 200.67 201.60 203.77
S4 198.97 199.90 203.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 205.92 203.65 2.27 1.1% 1.19 0.6% 85% False False 78,427,959
10 205.92 202.61 3.31 1.6% 1.11 0.5% 90% False False 77,797,580
20 205.92 194.49 11.43 5.6% 1.38 0.7% 97% False False 93,712,830
40 205.92 181.92 24.00 11.7% 2.13 1.0% 99% False False 135,921,922
60 205.92 181.92 24.00 11.7% 1.93 0.9% 99% False False 122,295,544
80 205.92 181.92 24.00 11.7% 1.82 0.9% 99% False False 115,335,726
100 205.92 181.92 24.00 11.7% 1.69 0.8% 99% False False 108,467,763
120 205.92 181.92 24.00 11.7% 1.60 0.8% 99% False False 104,024,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 212.21
2.618 209.72
1.618 208.19
1.000 207.24
0.618 206.66
HIGH 205.71
0.618 205.13
0.500 204.95
0.382 204.76
LOW 204.18
0.618 203.23
1.000 202.65
1.618 201.70
2.618 200.17
4.250 197.68
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 205.37 205.40
PP 205.16 205.23
S1 204.95 205.05

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

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