SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 122.50 120.19 -2.31 -1.9% 126.19
High 122.75 120.35 -2.40 -2.0% 127.45
Low 121.47 118.65 -2.82 -2.3% 121.23
Close 121.98 119.66 -2.32 -1.9% 121.98
Range 1.28 1.70 0.42 32.8% 6.22
ATR 2.65 2.70 0.05 1.8% 0.00
Volume 215,327,125 229,136,625 13,809,500 6.4% 1,124,774,297
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 124.65 123.86 120.60
R3 122.95 122.16 120.13
R2 121.25 121.25 119.97
R1 120.46 120.46 119.82 120.01
PP 119.55 119.55 119.55 119.33
S1 118.76 118.76 119.50 118.31
S2 117.85 117.85 119.35
S3 116.15 117.06 119.19
S4 114.45 115.36 118.73
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 142.21 138.32 125.40
R3 135.99 132.10 123.69
R2 129.77 129.77 123.12
R1 125.88 125.88 122.55 124.72
PP 123.55 123.55 123.55 122.97
S1 119.66 119.66 121.41 118.50
S2 117.33 117.33 120.84
S3 111.11 113.44 120.27
S4 104.89 107.22 118.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.75 118.65 8.10 6.8% 2.08 1.7% 12% False True 238,963,225
10 128.02 118.65 9.37 7.8% 2.13 1.8% 11% False True 233,716,848
20 129.42 118.65 10.77 9.0% 2.29 1.9% 9% False True 256,525,112
40 129.42 107.43 21.99 18.4% 2.47 2.1% 56% False False 265,696,988
60 129.42 107.43 21.99 18.4% 2.56 2.1% 56% False False 272,601,874
80 130.96 107.43 23.53 19.7% 2.93 2.5% 52% False False 305,502,867
100 135.70 107.43 28.27 23.6% 2.65 2.2% 43% False False 281,902,225
120 135.70 107.43 28.27 23.6% 2.46 2.1% 43% False False 269,029,086
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.58
2.618 124.80
1.618 123.10
1.000 122.05
0.618 121.40
HIGH 120.35
0.618 119.70
0.500 119.50
0.382 119.30
LOW 118.65
0.618 117.60
1.000 116.95
1.618 115.90
2.618 114.20
4.250 111.43
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 119.61 121.41
PP 119.55 120.82
S1 119.50 120.24

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

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