SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 211.45 212.69 1.24 0.6% 212.93
High 213.19 214.77 1.58 0.7% 213.19
Low 211.30 212.38 1.08 0.5% 208.38
Close 213.15 214.11 0.96 0.5% 208.55
Range 1.89 2.39 0.50 26.5% 4.81
ATR 1.98 2.01 0.03 1.5% 0.00
Volume 109,794,800 106,772,096 -3,022,704 -2.8% 485,446,396
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 220.92 219.91 215.42
R3 218.53 217.52 214.77
R2 216.14 216.14 214.55
R1 215.13 215.13 214.33 215.64
PP 213.75 213.75 213.75 214.01
S1 212.74 212.74 213.89 213.25
S2 211.36 211.36 213.67
S3 208.97 210.35 213.45
S4 206.58 207.96 212.80
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
5 214.77 208.38 6.39 3.0% 1.89 0.9% 90% True False 103,591,798
10 214.77 208.38 6.39 3.0% 1.89 0.9% 90% True False 99,556,199
20 215.32 208.38 6.94 3.2% 1.61 0.8% 83% False False 87,760,659
40 217.53 208.38 9.15 4.3% 1.68 0.8% 63% False False 92,815,692
60 219.60 208.38 11.22 5.2% 1.65 0.8% 51% False False 91,974,266
80 219.60 208.38 11.22 5.2% 1.54 0.7% 51% False False 84,836,563
100 219.60 198.65 20.95 9.8% 1.65 0.8% 74% False False 92,354,234
120 219.60 198.65 20.95 9.8% 1.63 0.8% 74% False False 91,951,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 224.93
2.618 221.03
1.618 218.64
1.000 217.16
0.618 216.25
HIGH 214.77
0.618 213.86
0.500 213.58
0.382 213.29
LOW 212.38
0.618 210.90
1.000 209.99
1.618 208.51
2.618 206.12
4.250 202.22
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 213.93 213.27
PP 213.75 212.42
S1 213.58 211.58

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

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