SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 176.69 176.14 -0.55 -0.3% 175.89
High 176.90 176.75 -0.15 -0.1% 177.51
Low 175.98 175.57 -0.41 -0.2% 175.22
Close 176.83 176.27 -0.56 -0.3% 176.21
Range 0.92 1.18 0.26 28.3% 2.29
ATR 1.44 1.42 -0.01 -0.9% 0.00
Volume 85,676,703 85,824,703 148,000 0.2% 588,967,687
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 179.74 179.18 176.92
R3 178.56 178.00 176.59
R2 177.38 177.38 176.49
R1 176.82 176.82 176.38 177.10
PP 176.20 176.20 176.20 176.34
S1 175.64 175.64 176.16 175.92
S2 175.02 175.02 176.05
S3 173.84 174.46 175.95
S4 172.66 173.28 175.62
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 183.18 181.99 177.47
R3 180.89 179.70 176.84
R2 178.60 178.60 176.63
R1 177.41 177.41 176.42 178.01
PP 176.31 176.31 176.31 176.61
S1 175.12 175.12 176.00 175.72
S2 174.02 174.02 175.79
S3 171.73 172.83 175.58
S4 169.44 170.54 174.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177.51 175.22 2.29 1.3% 1.34 0.8% 46% False False 117,617,759
10 177.51 173.96 3.55 2.0% 1.10 0.6% 65% False False 102,992,928
20 177.51 164.53 12.98 7.4% 1.33 0.8% 90% False False 121,381,749
40 177.51 164.53 12.98 7.4% 1.34 0.8% 90% False False 120,166,282
60 177.51 163.05 14.46 8.2% 1.39 0.8% 91% False False 117,588,340
80 177.51 163.05 14.46 8.2% 1.31 0.7% 91% False False 111,681,616
100 177.51 155.73 21.78 12.4% 1.41 0.8% 94% False False 119,367,081
120 177.51 155.73 21.78 12.4% 1.51 0.9% 94% False False 125,967,312
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 181.77
2.618 179.84
1.618 178.66
1.000 177.93
0.618 177.48
HIGH 176.75
0.618 176.30
0.500 176.16
0.382 176.02
LOW 175.57
0.618 174.84
1.000 174.39
1.618 173.66
2.618 172.48
4.250 170.56
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 176.23 176.20
PP 176.20 176.13
S1 176.16 176.06

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

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