SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 208.59 209.45 0.86 0.4% 202.32
High 209.05 210.12 1.07 0.5% 210.12
Low 208.20 208.86 0.66 0.3% 202.18
Close 208.55 209.31 0.76 0.4% 209.31
Range 0.85 1.26 0.41 48.2% 7.94
ATR 2.27 2.22 -0.05 -2.2% 0.00
Volume 88,220,398 94,011,508 5,791,110 6.6% 542,343,296
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 213.21 212.52 210.00
R3 211.95 211.26 209.66
R2 210.69 210.69 209.54
R1 210.00 210.00 209.43 209.72
PP 209.43 209.43 209.43 209.29
S1 208.74 208.74 209.19 208.46
S2 208.17 208.17 209.08
S3 206.91 207.48 208.96
S4 205.65 206.22 208.62
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 231.02 228.11 213.68
R3 223.08 220.17 211.49
R2 215.14 215.14 210.77
R1 212.23 212.23 210.04 213.69
PP 207.20 207.20 207.20 207.93
S1 204.29 204.29 208.58 205.75
S2 199.26 199.26 207.85
S3 191.32 196.35 207.13
S4 183.38 188.41 204.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.12 202.18 7.94 3.8% 2.14 1.0% 90% True False 108,468,659
10 210.12 202.18 7.94 3.8% 2.04 1.0% 90% True False 109,196,428
20 211.66 202.18 9.48 4.5% 1.89 0.9% 75% False False 103,151,669
40 211.66 186.93 24.73 11.8% 2.15 1.0% 90% False False 114,916,283
60 211.66 186.93 24.73 11.8% 2.36 1.1% 90% False False 128,314,372
80 211.66 182.40 29.26 14.0% 2.66 1.3% 92% False False 140,166,758
100 213.18 182.40 30.78 14.7% 2.49 1.2% 87% False False 134,268,508
120 213.34 182.40 30.94 14.8% 2.36 1.1% 87% False False 131,892,454
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 215.48
2.618 213.42
1.618 212.16
1.000 211.38
0.618 210.90
HIGH 210.12
0.618 209.64
0.500 209.49
0.382 209.34
LOW 208.86
0.618 208.08
1.000 207.60
1.618 206.82
2.618 205.56
4.250 203.51
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 209.49 208.89
PP 209.43 208.47
S1 209.37 208.06

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

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