SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	209.44	210.62	1.18	0.6%	209.38
High	210.82	211.00	0.18	0.1%	209.98
Low	209.11	208.23	-0.88	-0.4%	207.41
Close	210.68	208.53	-2.15	-1.0%	209.56
Range	1.71	2.77	1.06	62.0%	2.57
ATR	1.97	2.02	0.06	2.9%	0.00
Volume	97,858,398	108,441,203	10,582,805	10.8%	253,048,695

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	217.56	215.82	210.05
R3	214.79	213.05	209.29
R2	212.02	212.02	209.04
R1	210.28	210.28	208.78	209.77
PP	209.25	209.25	209.25	209.00
S1	207.51	207.51	208.28	207.00
S2	206.48	206.48	208.02
S3	203.71	204.74	207.77
S4	200.94	201.97	207.01

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	211.00	208.23	2.77	1.3%	1.50	0.7%	11%	True	True	81,684,000
10	211.00	205.99	5.01	2.4%	1.64	0.8%	51%	True	False	87,574,539
20	211.50	202.18	9.32	4.5%	1.86	0.9%	68%	False	False	97,461,994
40	211.66	197.48	14.18	6.8%	1.87	0.9%	78%	False	False	102,228,292
60	211.66	186.93	24.73	11.9%	2.23	1.1%	87%	False	False	117,597,605
80	211.66	182.40	29.26	14.0%	2.65	1.3%	89%	False	False	138,581,405
100	213.18	182.40	30.78	14.8%	2.43	1.2%	85%	False	False	130,591,934
120	213.34	182.40	30.94	14.8%	2.36	1.1%	84%	False	False	129,883,814

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	0.36
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	222.77
2.618	218.25
1.618	215.48
1.000	213.77
0.618	212.71
HIGH	211.00
0.618	209.94
0.500	209.62
0.382	209.29
LOW	208.23
0.618	206.52
1.000	205.46
1.618	203.75
2.618	200.98
4.250	196.46

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	209.62	209.62
PP	209.25	209.25
S1	208.89	208.89

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