SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 209.50 209.43 -0.07 0.0% 209.38
High 209.74 209.80 0.06 0.0% 209.98
Low 209.01 208.86 -0.15 -0.1% 207.41
Close 209.32 209.56 0.24 0.1% 209.56
Range 0.73 0.94 0.21 28.8% 2.57
ATR 2.08 2.00 -0.08 -3.9% 0.00
Volume 51,980,000 37,317,699 -14,662,301 -28.2% 253,048,695
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 212.23 211.83 210.08
R3 211.29 210.89 209.82
R2 210.35 210.35 209.73
R1 209.95 209.95 209.65 210.15
PP 209.41 209.41 209.41 209.51
S1 209.01 209.01 209.47 209.21
S2 208.47 208.47 209.39
S3 207.53 208.07 209.30
S4 206.59 207.13 209.04
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 216.69 215.70 210.97
R3 214.12 213.13 210.27
R2 211.55 211.55 210.03
R1 210.56 210.56 209.80 211.06
PP 208.98 208.98 208.98 209.23
S1 207.99 207.99 209.32 208.49
S2 206.41 206.41 209.09
S3 203.84 205.42 208.85
S4 201.27 202.85 208.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.12 207.41 2.71 1.3% 1.36 0.6% 79% False False 69,412,040
10 210.12 202.18 7.94 3.8% 1.85 0.9% 93% False False 94,896,897
20 211.66 202.18 9.48 4.5% 1.88 0.9% 78% False False 97,135,569
40 211.66 189.12 22.54 10.8% 1.98 0.9% 91% False False 105,440,195
60 211.66 186.93 24.73 11.8% 2.26 1.1% 92% False False 120,198,805
80 211.66 182.40 29.26 14.0% 2.65 1.3% 93% False False 138,519,366
100 213.18 182.40 30.78 14.7% 2.44 1.2% 88% False False 131,197,104
120 213.34 182.40 30.94 14.8% 2.35 1.1% 88% False False 130,103,813
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 213.80
2.618 212.26
1.618 211.32
1.000 210.74
0.618 210.38
HIGH 209.80
0.618 209.44
0.500 209.33
0.382 209.22
LOW 208.86
0.618 208.28
1.000 207.92
1.618 207.34
2.618 206.40
4.250 204.87
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 209.48 209.25
PP 209.41 208.93
S1 209.33 208.62

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

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