SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 208.88 206.50 -2.38 -1.1% 208.32
High 208.94 207.06 -1.88 -0.9% 211.66
Low 207.66 204.82 -2.84 -1.4% 208.17
Close 207.74 204.84 -2.90 -1.4% 210.04
Range 1.28 2.24 0.96 75.0% 3.49
ATR 2.16 2.21 0.05 2.5% 0.00
Volume 67,845,906 121,314,898 53,468,992 78.8% 466,621,406
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 212.29 210.81 206.07
R3 210.05 208.57 205.46
R2 207.81 207.81 205.25
R1 206.33 206.33 205.05 205.95
PP 205.57 205.57 205.57 205.39
S1 204.09 204.09 204.63 203.71
S2 203.33 203.33 204.43
S3 201.09 201.85 204.22
S4 198.85 199.61 203.61
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 220.43 218.72 211.96
R3 216.94 215.23 211.00
R2 213.45 213.45 210.68
R1 211.74 211.74 210.36 212.60
PP 209.96 209.96 209.96 210.38
S1 208.25 208.25 209.72 209.11
S2 206.47 206.47 209.40
S3 202.98 204.76 209.08
S4 199.49 201.27 208.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.32 204.82 5.50 2.7% 1.87 0.9% 0% False True 101,303,082
10 211.66 204.82 6.84 3.3% 1.91 0.9% 0% False True 99,374,241
20 211.66 201.65 10.01 4.9% 1.82 0.9% 32% False False 102,902,870
40 211.66 186.93 24.73 12.1% 2.22 1.1% 72% False False 119,780,738
60 211.66 182.40 29.26 14.3% 2.89 1.4% 77% False False 150,572,257
80 211.66 182.40 29.26 14.3% 2.65 1.3% 77% False False 139,733,571
100 213.18 182.40 30.78 15.0% 2.48 1.2% 73% False False 135,460,461
120 213.34 182.40 30.94 15.1% 2.34 1.1% 73% False False 130,808,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 216.58
2.618 212.92
1.618 210.68
1.000 209.30
0.618 208.44
HIGH 207.06
0.618 206.20
0.500 205.94
0.382 205.68
LOW 204.82
0.618 203.44
1.000 202.58
1.618 201.20
2.618 198.96
4.250 195.30
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 205.94 206.88
PP 205.57 206.20
S1 205.21 205.52

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

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