SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 207.49 206.40 -1.09 -0.5% 207.17
High 207.87 206.54 -1.33 -0.6% 207.87
Low 206.91 205.38 -1.53 -0.7% 206.80
Close 207.20 205.76 -1.44 -0.7% 207.20
Range 0.96 1.16 0.20 20.8% 1.07
ATR 1.54 1.56 0.02 1.3% 0.00
Volume 57,890,000 103,968,305 46,078,305 79.6% 265,046,687
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 209.37 208.73 206.40
R3 208.21 207.57 206.08
R2 207.05 207.05 205.97
R1 206.41 206.41 205.87 206.15
PP 205.89 205.89 205.89 205.77
S1 205.25 205.25 205.65 204.99
S2 204.73 204.73 205.55
S3 203.57 204.09 205.44
S4 202.41 202.93 205.12
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
5 207.87 205.38 2.49 1.2% 0.86 0.4% 15% False True 73,802,998
10 207.87 203.65 4.22 2.1% 1.14 0.6% 50% False False 82,306,448
20 207.87 200.06 7.81 3.8% 1.13 0.6% 73% False False 83,759,614
40 207.87 181.92 25.95 12.6% 1.96 1.0% 92% False False 129,040,179
60 207.87 181.92 25.95 12.6% 1.90 0.9% 92% False False 123,458,958
80 207.87 181.92 25.95 12.6% 1.72 0.8% 92% False False 111,135,969
100 207.87 181.92 25.95 12.6% 1.69 0.8% 92% False False 109,108,333
120 207.87 181.92 25.95 12.6% 1.60 0.8% 92% False False 104,807,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 211.47
2.618 209.58
1.618 208.42
1.000 207.70
0.618 207.26
HIGH 206.54
0.618 206.10
0.500 205.96
0.382 205.82
LOW 205.38
0.618 204.66
1.000 204.22
1.618 203.50
2.618 202.34
4.250 200.45
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 205.96 206.63
PP 205.89 206.34
S1 205.83 206.05

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

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