SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 207.17 207.54 0.37 0.2% 203.85
High 207.39 207.79 0.40 0.2% 207.84
Low 206.91 206.80 -0.11 -0.1% 203.65
Close 207.26 207.11 -0.15 -0.1% 206.68
Range 0.48 0.99 0.51 106.3% 4.19
ATR 1.70 1.65 -0.05 -3.0% 0.00
Volume 65,880,695 79,108,195 13,227,500 20.1% 454,049,493
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 210.20 209.65 207.65
R3 209.21 208.66 207.38
R2 208.22 208.22 207.29
R1 207.67 207.67 207.20 207.45
PP 207.23 207.23 207.23 207.13
S1 206.68 206.68 207.02 206.46
S2 206.24 206.24 206.93
S3 205.25 205.69 206.84
S4 204.26 204.70 206.57
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
5 207.84 204.18 3.66 1.8% 1.22 0.6% 80% False False 88,505,879
10 207.84 203.21 4.63 2.2% 1.18 0.6% 84% False False 85,493,400
20 207.84 196.80 11.04 5.3% 1.29 0.6% 93% False False 92,697,799
40 207.84 181.92 25.92 12.5% 2.08 1.0% 97% False False 134,855,817
60 207.84 181.92 25.92 12.5% 1.93 0.9% 97% False False 123,806,438
80 207.84 181.92 25.92 12.5% 1.77 0.9% 97% False False 113,126,168
100 207.84 181.92 25.92 12.5% 1.70 0.8% 97% False False 109,669,824
120 207.84 181.92 25.92 12.5% 1.59 0.8% 97% False False 104,532,426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 212.00
2.618 210.38
1.618 209.39
1.000 208.78
0.618 208.40
HIGH 207.79
0.618 207.41
0.500 207.30
0.382 207.18
LOW 206.80
0.618 206.19
1.000 205.81
1.618 205.20
2.618 204.21
4.250 202.59
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 207.30 207.04
PP 207.23 206.98
S1 207.17 206.91

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

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