SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 204.26 207.64 3.38 1.7% 203.85
High 205.71 207.84 2.13 1.0% 207.84
Low 204.18 205.98 1.80 0.9% 203.65
Close 205.58 206.68 1.10 0.5% 206.68
Range 1.53 1.86 0.33 21.6% 4.19
ATR 1.74 1.78 0.04 2.1% 0.00
Volume 72,840,305 142,327,203 69,486,898 95.4% 454,049,493
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 212.41 211.41 207.70
R3 210.55 209.55 207.19
R2 208.69 208.69 207.02
R1 207.69 207.69 206.85 207.26
PP 206.83 206.83 206.83 206.62
S1 205.83 205.83 206.51 205.40
S2 204.97 204.97 206.34
S3 203.11 203.97 206.17
S4 201.25 202.11 205.66
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 218.63 216.84 208.98
R3 214.44 212.65 207.83
R2 210.25 210.25 207.45
R1 208.46 208.46 207.06 209.36
PP 206.06 206.06 206.06 206.50
S1 204.27 204.27 206.30 205.17
S2 201.87 201.87 205.91
S3 197.68 200.08 205.53
S4 193.49 195.89 204.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 207.84 203.65 4.19 2.0% 1.41 0.7% 72% True False 90,809,898
10 207.84 203.13 4.71 2.3% 1.19 0.6% 75% True False 83,076,330
20 207.84 195.03 12.81 6.2% 1.37 0.7% 91% True False 94,932,830
40 207.84 181.92 25.92 12.5% 2.13 1.0% 96% True False 136,891,435
60 207.84 181.92 25.92 12.5% 1.94 0.9% 96% True False 123,695,493
80 207.84 181.92 25.92 12.5% 1.81 0.9% 96% True False 114,821,323
100 207.84 181.92 25.92 12.5% 1.70 0.8% 96% True False 109,366,287
120 207.84 181.92 25.92 12.5% 1.60 0.8% 96% True False 104,747,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 215.75
2.618 212.71
1.618 210.85
1.000 209.70
0.618 208.99
HIGH 207.84
0.618 207.13
0.500 206.91
0.382 206.69
LOW 205.98
0.618 204.83
1.000 204.12
1.618 202.97
2.618 201.11
4.250 198.08
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 206.91 206.46
PP 206.83 206.23
S1 206.76 206.01

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.