SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 207.54 207.29 -0.25 -0.1% 203.85
High 207.79 207.76 -0.03 0.0% 207.84
Low 206.80 207.03 0.23 0.1% 203.65
Close 207.11 207.64 0.53 0.3% 206.68
Range 0.99 0.73 -0.26 -26.3% 4.19
ATR 1.65 1.58 -0.07 -4.0% 0.00
Volume 79,108,195 62,167,797 -16,940,398 -21.4% 454,049,493
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 209.67 209.38 208.04
R3 208.94 208.65 207.84
R2 208.21 208.21 207.77
R1 207.92 207.92 207.71 208.07
PP 207.48 207.48 207.48 207.55
S1 207.19 207.19 207.57 207.34
S2 206.75 206.75 207.51
S3 206.02 206.46 207.44
S4 205.29 205.73 207.24
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% 1.12 0.5% 95% False False 84,464,839
10 207.84 203.21 4.63 2.2% 1.16 0.6% 96% False False 82,698,159
20 207.84 197.40 10.44 5.0% 1.21 0.6% 98% False False 88,678,319
40 207.84 181.92 25.92 12.5% 2.02 1.0% 99% False False 131,965,067
60 207.84 181.92 25.92 12.5% 1.93 0.9% 99% False False 123,884,873
80 207.84 181.92 25.92 12.5% 1.75 0.8% 99% False False 111,994,637
100 207.84 181.92 25.92 12.5% 1.70 0.8% 99% False False 109,210,077
120 207.84 181.92 25.92 12.5% 1.59 0.8% 99% False False 104,507,835
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 210.86
2.618 209.67
1.618 208.94
1.000 208.49
0.618 208.21
HIGH 207.76
0.618 207.48
0.500 207.40
0.382 207.31
LOW 207.03
0.618 206.58
1.000 206.30
1.618 205.85
2.618 205.12
4.250 203.93
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 207.56 207.53
PP 207.48 207.41
S1 207.40 207.30

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

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