SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 201.92 201.23 -0.69 -0.3% 195.73
High 202.45 201.60 -0.85 -0.4% 201.82
Low 201.31 200.06 -1.25 -0.6% 195.03
Close 201.77 201.07 -0.70 -0.3% 201.66
Range 1.14 1.54 0.40 35.1% 6.79
ATR 2.57 2.51 -0.06 -2.4% 0.00
Volume 93,734,094 93,342,703 -391,391 -0.4% 592,479,312
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 205.53 204.84 201.92
R3 203.99 203.30 201.49
R2 202.45 202.45 201.35
R1 201.76 201.76 201.21 201.34
PP 200.91 200.91 200.91 200.70
S1 200.22 200.22 200.93 199.80
S2 199.37 199.37 200.79
S3 197.83 198.68 200.65
S4 196.29 197.14 200.22
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 219.87 217.56 205.39
R3 213.08 210.77 203.53
R2 206.29 206.29 202.90
R1 203.98 203.98 202.28 205.14
PP 199.50 199.50 199.50 200.08
S1 197.19 197.19 201.04 198.35
S2 192.71 192.71 200.42
S3 185.92 190.40 199.79
S4 179.13 183.61 197.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 202.45 196.80 5.65 2.8% 1.72 0.9% 76% False False 117,973,320
10 202.45 192.61 9.84 4.9% 1.80 0.9% 86% False False 120,424,989
20 202.45 181.92 20.53 10.2% 2.70 1.3% 93% False False 171,039,999
40 202.45 181.92 20.53 10.2% 2.28 1.1% 93% False False 144,167,137
60 202.45 181.92 20.53 10.2% 1.91 0.9% 93% False False 120,186,736
80 202.45 181.92 20.53 10.2% 1.84 0.9% 93% False False 116,247,706
100 202.45 181.92 20.53 10.2% 1.69 0.8% 93% False False 109,004,138
120 202.45 181.92 20.53 10.2% 1.59 0.8% 93% False False 103,324,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 208.15
2.618 205.63
1.618 204.09
1.000 203.14
0.618 202.55
HIGH 201.60
0.618 201.01
0.500 200.83
0.382 200.65
LOW 200.06
0.618 199.11
1.000 198.52
1.618 197.57
2.618 196.03
4.250 193.52
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 200.99 201.26
PP 200.91 201.19
S1 200.83 201.13

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

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