SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Nov-2013

Day Change Summary
	Previous	Current
	20-Nov-2013	21-Nov-2013	Change	Change %	Previous Week
Open	179.39	178.97	-0.42	-0.2%	177.05
High	179.93	180.05	0.12	0.1%	180.12
Low	177.98	178.86	0.88	0.5%	176.09
Close	178.47	179.91	1.44	0.8%	180.05
Range	1.95	1.19	-0.76	-39.0%	4.03
ATR	1.48	1.49	0.01	0.5%	0.00
Volume	124,908,594	92,841,195	-32,067,399	-25.7%	456,701,399

Daily Pivots for day following 21-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	183.18	182.73	180.56
R3	181.99	181.54	180.24
R2	180.80	180.80	180.13
R1	180.35	180.35	180.02	180.58
PP	179.61	179.61	179.61	179.72
S1	179.16	179.16	179.80	179.39
S2	178.42	178.42	179.69
S3	177.23	177.97	179.58
S4	176.04	176.78	179.26

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	177.98	2.52	1.4%	1.31	0.7%	77%	False	False	103,851,057
10	180.50	174.85	5.65	3.1%	1.41	0.8%	90%	False	False	100,985,119
20	180.50	174.76	5.74	3.2%	1.36	0.8%	90%	False	False	105,414,688
40	180.50	164.53	15.97	8.9%	1.42	0.8%	96%	False	False	117,832,739
60	180.50	163.17	17.33	9.6%	1.39	0.8%	97%	False	False	116,183,297
80	180.50	163.05	17.45	9.7%	1.37	0.8%	97%	False	False	112,501,344
100	180.50	160.22	20.28	11.3%	1.34	0.7%	97%	False	False	110,444,298
120	180.50	155.73	24.77	13.8%	1.47	0.8%	98%	False	False	121,151,853

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	185.11
2.618	183.17
1.618	181.98
1.000	181.24
0.618	180.79
HIGH	180.05
0.618	179.60
0.500	179.46
0.382	179.31
LOW	178.86
0.618	178.12
1.000	177.67
1.618	176.93
2.618	175.74
4.250	173.80

Fisher Pivots for day following 21-Nov-2013
Pivot	1 day	3 day
R1	179.76	179.61
PP	179.61	179.31
S1	179.46	179.02

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