SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 209.99 208.91 -1.08 -0.5% 212.93
High 210.24 209.89 -0.35 -0.2% 213.19
Low 208.46 208.38 -0.08 0.0% 208.38
Close 208.78 208.55 -0.23 -0.1% 208.55
Range 1.78 1.51 -0.27 -15.2% 4.81
ATR 1.80 1.78 -0.02 -1.1% 0.00
Volume 88,939,296 109,122,000 20,182,704 22.7% 485,446,396
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 213.47 212.52 209.38
R3 211.96 211.01 208.97
R2 210.45 210.45 208.83
R1 209.50 209.50 208.69 209.22
PP 208.94 208.94 208.94 208.80
S1 207.99 207.99 208.41 207.71
S2 207.43 207.43 208.27
S3 205.92 206.48 208.13
S4 204.41 204.97 207.72
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 224.47 221.32 211.20
R3 219.66 216.51 209.87
R2 214.85 214.85 209.43
R1 211.70 211.70 208.99 210.87
PP 210.04 210.04 210.04 209.63
S1 206.89 206.89 208.11 206.06
S2 205.23 205.23 207.67
S3 200.42 202.08 207.23
S4 195.61 197.27 205.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 213.19 208.38 4.81 2.3% 1.88 0.9% 4% False True 97,089,279
10 215.32 208.38 6.94 3.3% 1.65 0.8% 2% False True 90,568,390
20 216.70 208.38 8.32 4.0% 1.59 0.8% 2% False True 86,043,429
40 217.53 208.38 9.15 4.4% 1.75 0.8% 2% False True 96,172,722
60 219.60 208.38 11.22 5.4% 1.60 0.8% 2% False True 90,216,933
80 219.60 208.38 11.22 5.4% 1.52 0.7% 2% False True 84,202,988
100 219.60 198.65 20.95 10.0% 1.65 0.8% 47% False False 92,854,448
120 219.60 198.65 20.95 10.0% 1.63 0.8% 47% False False 92,137,443
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 216.31
2.618 213.84
1.618 212.33
1.000 211.40
0.618 210.82
HIGH 209.89
0.618 209.31
0.500 209.14
0.382 208.96
LOW 208.38
0.618 207.45
1.000 206.87
1.618 205.94
2.618 204.43
4.250 201.96
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 209.14 209.74
PP 208.94 209.34
S1 208.75 208.95

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

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