SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 203.17 203.38 0.21 0.1% 201.92
High 203.60 204.04 0.44 0.2% 203.60
Low 202.61 203.13 0.52 0.3% 200.06
Close 203.34 203.98 0.64 0.3% 203.34
Range 0.99 0.91 -0.08 -8.1% 3.54
ATR 2.28 2.18 -0.10 -4.3% 0.00
Volume 89,539,695 66,318,898 -23,220,797 -25.9% 475,413,992
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 206.45 206.12 204.48
R3 205.54 205.21 204.23
R2 204.63 204.63 204.15
R1 204.30 204.30 204.06 204.47
PP 203.72 203.72 203.72 203.80
S1 203.39 203.39 203.90 203.56
S2 202.81 202.81 203.81
S3 201.90 202.48 203.73
S4 200.99 201.57 203.48
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 212.95 211.69 205.29
R3 209.41 208.15 204.31
R2 205.87 205.87 203.99
R1 204.61 204.61 203.66 205.24
PP 202.33 202.33 202.33 202.65
S1 201.07 201.07 203.02 201.70
S2 198.79 198.79 202.69
S3 195.25 197.53 202.37
S4 191.71 193.99 201.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 204.04 200.06 3.98 2.0% 1.24 0.6% 98% True False 89,599,759
10 204.04 196.73 7.31 3.6% 1.50 0.7% 99% True False 105,125,860
20 204.04 181.92 22.12 10.8% 2.15 1.1% 100% True False 146,272,124
40 204.04 181.92 22.12 10.8% 2.27 1.1% 100% True False 144,834,680
60 204.04 181.92 22.12 10.8% 1.90 0.9% 100% True False 120,431,013
80 204.04 181.92 22.12 10.8% 1.82 0.9% 100% True False 114,916,181
100 204.04 181.92 22.12 10.8% 1.69 0.8% 100% True False 108,916,161
120 204.04 181.92 22.12 10.8% 1.58 0.8% 100% True False 103,263,490
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 207.91
2.618 206.42
1.618 205.51
1.000 204.95
0.618 204.60
HIGH 204.04
0.618 203.69
0.500 203.59
0.382 203.48
LOW 203.13
0.618 202.57
1.000 202.22
1.618 201.66
2.618 200.75
4.250 199.26
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 203.85 203.60
PP 203.72 203.22
S1 203.59 202.84

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

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