SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	204.35	202.32	-2.03	-1.0%	209.31
High	204.67	205.69	1.02	0.5%	209.49
Low	202.44	202.18	-0.26	-0.1%	202.44
Close	202.54	205.62	3.08	1.5%	202.54
Range	2.23	3.51	1.28	57.4%	7.05
ATR	2.22	2.32	0.09	4.1%	0.00
Volume	153,576,984	117,645,203	-35,931,781	-23.4%	549,620,991

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.03	213.83	207.55
R3	211.52	210.32	206.59
R2	208.01	208.01	206.26
R1	206.81	206.81	205.94	207.41
PP	204.50	204.50	204.50	204.80
S1	203.30	203.30	205.30	203.90
S2	200.99	200.99	204.98
S3	197.48	199.79	204.65
S4	193.97	196.28	203.69

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	225.97	221.31	206.42
R3	218.92	214.26	204.48
R2	211.87	211.87	203.83
R1	207.21	207.21	203.19	206.02
PP	204.82	204.82	204.82	204.23
S1	200.16	200.16	201.89	198.97
S2	197.77	197.77	201.25
S3	190.72	193.11	200.60
S4	183.67	186.06	198.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.94	202.18	6.76	3.3%	2.13	1.0%	51%	False	True	107,251,498
10	211.66	202.18	9.48	4.6%	2.07	1.0%	36%	False	True	104,761,679
20	211.66	201.65	10.01	4.9%	1.97	1.0%	40%	False	False	106,908,784
40	211.66	186.93	24.73	12.0%	2.21	1.1%	76%	False	False	118,326,703
60	211.66	182.40	29.26	14.2%	2.81	1.4%	79%	False	False	146,077,357
80	211.66	182.40	29.26	14.2%	2.66	1.3%	79%	False	False	140,520,548
100	213.18	182.40	30.78	15.0%	2.51	1.2%	75%	False	False	136,278,537
120	213.34	182.40	30.94	15.0%	2.36	1.1%	75%	False	False	131,666,721

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	220.61
2.618	214.88
1.618	211.37
1.000	209.20
0.618	207.86
HIGH	205.69
0.618	204.35
0.500	203.94
0.382	203.52
LOW	202.18
0.618	200.01
1.000	198.67
1.618	196.50
2.618	192.99
4.250	187.26

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	205.06	205.29
PP	204.50	204.95
S1	203.94	204.62

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols