SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 177.03 177.50 0.47 0.3% 175.89
High 177.50 177.64 0.14 0.1% 177.51
Low 176.54 174.76 -1.78 -1.0% 175.22
Close 177.17 174.93 -2.24 -1.3% 176.21
Range 0.96 2.88 1.92 200.0% 2.29
ATR 1.41 1.52 0.10 7.4% 0.00
Volume 87,347,695 157,000,391 69,652,696 79.7% 588,967,687
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 184.42 182.55 176.51
R3 181.54 179.67 175.72
R2 178.66 178.66 175.46
R1 176.79 176.79 175.19 176.29
PP 175.78 175.78 175.78 175.52
S1 173.91 173.91 174.67 173.41
S2 172.90 172.90 174.40
S3 170.02 171.03 174.14
S4 167.14 168.15 173.35
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
5 177.64 174.76 2.88 1.6% 1.47 0.8% 6% True True 111,730,895
10 177.64 174.76 2.88 1.6% 1.30 0.7% 6% True True 109,844,257
20 177.64 168.77 8.87 5.1% 1.34 0.8% 69% True False 115,352,779
40 177.64 164.53 13.11 7.5% 1.39 0.8% 79% True False 121,831,117
60 177.64 163.05 14.59 8.3% 1.41 0.8% 81% True False 118,983,556
80 177.64 163.05 14.59 8.3% 1.34 0.8% 81% True False 112,466,269
100 177.64 155.73 21.91 12.5% 1.41 0.8% 88% True False 119,300,652
120 177.64 155.73 21.91 12.5% 1.52 0.9% 88% True False 126,212,946
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 0.35
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 189.88
2.618 185.18
1.618 182.30
1.000 180.52
0.618 179.42
HIGH 177.64
0.618 176.54
0.500 176.20
0.382 175.86
LOW 174.76
0.618 172.98
1.000 171.88
1.618 170.10
2.618 167.22
4.250 162.52
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 176.20 176.20
PP 175.78 175.78
S1 175.35 175.35

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

View Archives - Comment on this page... - Back to Index of Symbols