SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 174.87 177.05 2.18 1.2% 176.69
High 177.31 177.53 0.22 0.1% 177.64
Low 174.85 176.91 2.06 1.2% 174.76
Close 177.29 177.32 0.03 0.0% 177.29
Range 2.46 0.62 -1.84 -74.8% 2.88
ATR 1.58 1.51 -0.07 -4.3% 0.00
Volume 136,712,609 62,614,297 -74,098,312 -54.2% 552,562,101
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 179.11 178.84 177.66
R3 178.49 178.22 177.49
R2 177.87 177.87 177.43
R1 177.60 177.60 177.38 177.74
PP 177.25 177.25 177.25 177.32
S1 176.98 176.98 177.26 177.12
S2 176.63 176.63 177.21
S3 176.01 176.36 177.15
S4 175.39 175.74 176.98
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 185.20 184.13 178.87
R3 182.32 181.25 178.08
R2 179.44 179.44 177.82
R1 178.37 178.37 177.55 178.91
PP 176.56 176.56 176.56 176.83
S1 175.49 175.49 177.03 176.03
S2 173.68 173.68 176.76
S3 170.80 172.61 176.50
S4 167.92 169.73 175.71
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% 1.62 0.9% 89% False False 105,899,939
10 177.64 174.76 2.88 1.6% 1.45 0.8% 89% False False 111,916,508
20 177.64 169.47 8.17 4.6% 1.32 0.7% 96% False False 114,461,819
40 177.64 164.53 13.11 7.4% 1.42 0.8% 98% False False 121,841,410
60 177.64 163.05 14.59 8.2% 1.42 0.8% 98% False False 117,575,669
80 177.64 163.05 14.59 8.2% 1.35 0.8% 98% False False 112,364,711
100 177.64 155.73 21.91 12.4% 1.37 0.8% 99% False False 116,019,869
120 177.64 155.73 21.91 12.4% 1.50 0.8% 99% False False 125,042,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.31
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 180.17
2.618 179.15
1.618 178.53
1.000 178.15
0.618 177.91
HIGH 177.53
0.618 177.29
0.500 177.22
0.382 177.15
LOW 176.91
0.618 176.53
1.000 176.29
1.618 175.91
2.618 175.29
4.250 174.28
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 177.29 176.95
PP 177.25 176.57
S1 177.22 176.20

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

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