SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	179.56	180.35	0.79	0.4%	177.05
High	180.12	180.50	0.38	0.2%	180.12
Low	179.33	179.02	-0.31	-0.2%	176.09
Close	180.05	179.42	-0.63	-0.3%	180.05
Range	0.79	1.48	0.69	87.3%	4.03
ATR	1.46	1.47	0.00	0.1%	0.00
Volume	102,818,102	104,796,000	1,977,898	1.9%	456,701,399

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	184.09	183.23	180.23
R3	182.61	181.75	179.83
R2	181.13	181.13	179.69
R1	180.27	180.27	179.56	179.96
PP	179.65	179.65	179.65	179.49
S1	178.79	178.79	179.28	178.48
S2	178.17	178.17	179.15
S3	176.69	177.31	179.01
S4	175.21	175.83	178.61

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	190.84	189.48	182.27
R3	186.81	185.45	181.16
R2	182.78	182.78	180.79
R1	181.42	181.42	180.42	182.10
PP	178.75	178.75	178.75	179.10
S1	177.39	177.39	179.68	178.07
S2	174.72	174.72	179.31
S3	170.69	173.36	178.94
S4	166.66	169.33	177.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	180.50	176.09	4.41	2.5%	1.35	0.8%	76%	True	False	99,776,620
10	180.50	174.76	5.74	3.2%	1.49	0.8%	81%	True	False	102,838,279
20	180.50	173.96	6.54	3.6%	1.31	0.7%	83%	True	False	104,957,528
40	180.50	164.53	15.97	8.9%	1.40	0.8%	93%	True	False	117,561,365
60	180.50	163.05	17.45	9.7%	1.42	0.8%	94%	True	False	116,929,937
80	180.50	163.05	17.45	9.7%	1.36	0.8%	94%	True	False	112,448,962
100	180.50	159.86	20.64	11.5%	1.34	0.7%	95%	True	False	111,800,099
120	180.50	155.73	24.77	13.8%	1.49	0.8%	96%	True	False	122,745,442

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	186.79
2.618	184.37
1.618	182.89
1.000	181.98
0.618	181.41
HIGH	180.50
0.618	179.93
0.500	179.76
0.382	179.59
LOW	179.02
0.618	178.11
1.000	177.54
1.618	176.63
2.618	175.15
4.250	172.73

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	179.76	179.41
PP	179.65	179.39
S1	179.53	179.38

Download as Excel Spreadsheet

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

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