SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Nov-2013

Day Change Summary
	Previous	Current
	22-Nov-2013	25-Nov-2013	Change	Change %	Previous Week
Open	179.98	181.13	1.15	0.6%	180.35
High	180.83	181.17	0.34	0.2%	180.83
Low	179.77	180.37	0.60	0.3%	177.98
Close	180.81	180.63	-0.18	-0.1%	180.81
Range	1.06	0.80	-0.26	-24.5%	2.85
ATR	1.46	1.41	-0.05	-3.2%	0.00
Volume	81,295,797	79,485,695	-1,810,102	-2.2%	497,732,984

Daily Pivots for day following 25-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	183.12	182.68	181.07
R3	182.32	181.88	180.85
R2	181.52	181.52	180.78
R1	181.08	181.08	180.70	180.90
PP	180.72	180.72	180.72	180.64
S1	180.28	180.28	180.56	180.10
S2	179.92	179.92	180.48
S3	179.12	179.48	180.41
S4	178.32	178.68	180.19

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	188.42	187.47	182.38
R3	185.57	184.62	181.59
R2	182.72	182.72	181.33
R1	181.77	181.77	181.07	182.25
PP	179.87	179.87	179.87	180.11
S1	178.92	178.92	180.55	179.40
S2	177.02	177.02	180.29
S3	174.17	176.07	180.03
S4	171.32	173.22	179.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	181.17	177.98	3.19	1.8%	1.23	0.7%	83%	True	False	94,484,535
10	181.17	176.09	5.08	2.8%	1.29	0.7%	89%	True	False	97,130,578
20	181.17	174.76	6.41	3.5%	1.37	0.8%	92%	True	False	104,523,543
40	181.17	164.53	16.64	9.2%	1.42	0.8%	97%	True	False	115,775,312
60	181.17	163.70	17.47	9.7%	1.37	0.8%	97%	True	False	114,627,501
80	181.17	163.05	18.12	10.0%	1.37	0.8%	97%	True	False	111,991,676
100	181.17	163.05	18.12	10.0%	1.32	0.7%	97%	True	False	110,075,851
120	181.17	155.73	25.44	14.1%	1.44	0.8%	98%	True	False	119,058,673

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	0.25
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	184.57
2.618	183.26
1.618	182.46
1.000	181.97
0.618	181.66
HIGH	181.17
0.618	180.86
0.500	180.77
0.382	180.68
LOW	180.37
0.618	179.88
1.000	179.57
1.618	179.08
2.618	178.28
4.250	176.97

Fisher Pivots for day following 25-Nov-2013
Pivot	1 day	3 day
R1	180.77	180.43
PP	180.72	180.22
S1	180.68	180.02

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