SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 207.29 207.49 0.20 0.1% 207.17
High 207.76 207.87 0.11 0.1% 207.87
Low 207.03 206.91 -0.12 -0.1% 206.80
Close 207.64 207.20 -0.44 -0.2% 207.20
Range 0.73 0.96 0.23 31.5% 1.07
ATR 1.58 1.54 -0.04 -2.8% 0.00
Volume 62,167,797 57,890,000 -4,277,797 -6.9% 265,046,687
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 210.21 209.66 207.73
R3 209.25 208.70 207.46
R2 208.29 208.29 207.38
R1 207.74 207.74 207.29 207.54
PP 207.33 207.33 207.33 207.22
S1 206.78 206.78 207.11 206.58
S2 206.37 206.37 207.02
S3 205.41 205.82 206.94
S4 204.45 204.86 206.67
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 210.50 209.92 207.79
R3 209.43 208.85 207.49
R2 208.36 208.36 207.40
R1 207.78 207.78 207.30 208.07
PP 207.29 207.29 207.29 207.44
S1 206.71 206.71 207.10 207.00
S2 206.22 206.22 207.00
S3 205.15 205.64 206.91
S4 204.08 204.57 206.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 207.87 205.98 1.89 0.9% 1.00 0.5% 65% True False 81,474,778
10 207.87 203.65 4.22 2.0% 1.10 0.5% 84% True False 79,951,368
20 207.87 200.06 7.81 3.8% 1.13 0.5% 91% True False 85,906,324
40 207.87 181.92 25.95 12.5% 1.98 1.0% 97% True False 129,480,189
60 207.87 181.92 25.95 12.5% 1.91 0.9% 97% True False 123,429,099
80 207.87 181.92 25.95 12.5% 1.74 0.8% 97% True False 111,533,033
100 207.87 181.92 25.95 12.5% 1.70 0.8% 97% True False 109,059,054
120 207.87 181.92 25.95 12.5% 1.60 0.8% 97% True False 104,514,173
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 211.95
2.618 210.38
1.618 209.42
1.000 208.83
0.618 208.46
HIGH 207.87
0.618 207.50
0.500 207.39
0.382 207.28
LOW 206.91
0.618 206.32
1.000 205.95
1.618 205.36
2.618 204.40
4.250 202.83
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 207.39 207.34
PP 207.33 207.29
S1 207.26 207.25

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

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