SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 202.54 202.39 -0.15 -0.1% 195.73
High 202.59 203.26 0.67 0.3% 201.82
Low 201.45 201.64 0.19 0.1% 195.03
Close 202.34 203.15 0.81 0.4% 201.66
Range 1.14 1.62 0.48 42.1% 6.79
ATR 2.44 2.38 -0.06 -2.4% 0.00
Volume 91,708,500 107,089,000 15,380,500 16.8% 592,479,312
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 207.54 206.97 204.04
R3 205.92 205.35 203.60
R2 204.30 204.30 203.45
R1 203.73 203.73 203.30 204.02
PP 202.68 202.68 202.68 202.83
S1 202.11 202.11 203.00 202.40
S2 201.06 201.06 202.85
S3 199.44 200.49 202.70
S4 197.82 198.87 202.26
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
5 203.26 200.06 3.20 1.6% 1.30 0.6% 97% True False 106,555,359
10 203.26 194.49 8.77 4.3% 1.65 0.8% 99% True False 109,628,080
20 203.26 181.92 21.34 10.5% 2.41 1.2% 99% True False 161,121,580
40 203.26 181.92 21.34 10.5% 2.28 1.1% 99% True False 145,785,210
60 203.26 181.92 21.34 10.5% 1.92 0.9% 99% True False 121,122,059
80 203.26 181.92 21.34 10.5% 1.85 0.9% 99% True False 116,339,932
100 203.26 181.92 21.34 10.5% 1.70 0.8% 99% True False 109,269,532
120 203.26 181.92 21.34 10.5% 1.59 0.8% 99% True False 103,637,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 210.15
2.618 207.50
1.618 205.88
1.000 204.88
0.618 204.26
HIGH 203.26
0.618 202.64
0.500 202.45
0.382 202.26
LOW 201.64
0.618 200.64
1.000 200.02
1.618 199.02
2.618 197.40
4.250 194.76
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 202.92 202.65
PP 202.68 202.16
S1 202.45 201.66

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

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