SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 212.69 212.37 -0.32 -0.2% 212.93
High 214.77 217.10 2.33 1.1% 213.19
Low 212.38 212.34 -0.04 0.0% 208.38
Close 214.11 216.38 2.27 1.1% 208.55
Range 2.39 4.76 2.37 99.2% 4.81
ATR 2.01 2.21 0.20 9.8% 0.00
Volume 106,772,096 258,428,896 151,656,800 142.0% 485,446,396
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 229.55 227.73 219.00
R3 224.79 222.97 217.69
R2 220.03 220.03 217.25
R1 218.21 218.21 216.82 219.12
PP 215.27 215.27 215.27 215.73
S1 213.45 213.45 215.94 214.36
S2 210.51 210.51 215.51
S3 205.75 208.69 215.07
S4 200.99 203.93 213.76
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 224.47 221.32 211.20
R3 219.66 216.51 209.87
R2 214.85 214.85 209.43
R1 211.70 211.70 208.99 210.87
PP 210.04 210.04 210.04 209.63
S1 206.89 206.89 208.11 206.06
S2 205.23 205.23 207.67
S3 200.42 202.08 207.23
S4 195.61 197.27 205.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 217.10 208.38 8.72 4.0% 2.47 1.1% 92% True False 134,611,417
10 217.10 208.38 8.72 4.0% 2.22 1.0% 92% True False 117,828,549
20 217.10 208.38 8.72 4.0% 1.78 0.8% 92% True False 96,988,799
40 217.53 208.38 9.15 4.2% 1.74 0.8% 87% False False 95,922,302
60 219.60 208.38 11.22 5.2% 1.71 0.8% 71% False False 95,394,521
80 219.60 208.38 11.22 5.2% 1.60 0.7% 71% False False 87,387,603
100 219.60 198.65 20.95 9.7% 1.68 0.8% 85% False False 94,110,628
120 219.60 198.65 20.95 9.7% 1.65 0.8% 85% False False 93,229,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 237.33
2.618 229.56
1.618 224.80
1.000 221.86
0.618 220.04
HIGH 217.10
0.618 215.28
0.500 214.72
0.382 214.16
LOW 212.34
0.618 209.40
1.000 207.58
1.618 204.64
2.618 199.88
4.250 192.11
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 215.83 215.65
PP 215.27 214.93
S1 214.72 214.20

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

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