SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 124.82 123.85 -0.97 -0.8% 125.39
High 126.34 124.16 -2.18 -1.7% 128.02
Low 123.90 121.23 -2.67 -2.2% 122.86
Close 124.08 122.11 -1.97 -1.6% 126.66
Range 2.44 2.93 0.49 20.1% 5.16
ATR 2.75 2.76 0.01 0.5% 0.00
Volume 235,266,766 330,708,875 95,442,109 40.6% 1,179,444,390
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 131.29 129.63 123.72
R3 128.36 126.70 122.92
R2 125.43 125.43 122.65
R1 123.77 123.77 122.38 123.14
PP 122.50 122.50 122.50 122.18
S1 120.84 120.84 121.84 120.21
S2 119.57 119.57 121.57
S3 116.64 117.91 121.30
S4 113.71 114.98 120.50
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 141.33 139.15 129.50
R3 136.17 133.99 128.08
R2 131.01 131.01 127.61
R1 128.83 128.83 127.13 129.92
PP 125.85 125.85 125.85 126.39
S1 123.67 123.67 126.19 124.76
S2 120.69 120.69 125.71
S3 115.53 118.51 125.24
S4 110.37 113.35 123.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.45 121.23 6.22 5.1% 2.23 1.8% 14% False True 219,867,965
10 128.02 121.23 6.79 5.6% 2.22 1.8% 13% False True 233,810,176
20 129.42 121.23 8.19 6.7% 2.30 1.9% 11% False True 258,389,037
40 129.42 107.43 21.99 18.0% 2.53 2.1% 67% False False 268,776,268
60 129.42 107.43 21.99 18.0% 2.65 2.2% 67% False False 275,633,356
80 131.77 107.43 24.34 19.9% 2.95 2.4% 60% False False 306,370,067
100 135.70 107.43 28.27 23.2% 2.65 2.2% 52% False False 282,133,297
120 135.70 107.43 28.27 23.2% 2.48 2.0% 52% False False 268,467,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136.61
2.618 131.83
1.618 128.90
1.000 127.09
0.618 125.97
HIGH 124.16
0.618 123.04
0.500 122.70
0.382 122.35
LOW 121.23
0.618 119.42
1.000 118.30
1.618 116.49
2.618 113.56
4.250 108.78
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 122.70 123.99
PP 122.50 123.36
S1 122.31 122.74

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

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