SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 219.07 219.17 0.10 0.0% 217.03
High 219.27 220.18 0.91 0.4% 219.27
Low 218.29 219.00 0.71 0.3% 215.72
Close 218.50 220.15 1.65 0.8% 218.50
Range 0.98 1.18 0.20 20.4% 3.55
ATR 1.92 1.90 -0.02 -0.9% 0.00
Volume 86,265,696 72,402,600 -13,863,096 -16.1% 407,912,800
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 223.32 222.91 220.80
R3 222.14 221.73 220.47
R2 220.96 220.96 220.37
R1 220.55 220.55 220.26 220.76
PP 219.78 219.78 219.78 219.88
S1 219.37 219.37 220.04 219.58
S2 218.60 218.60 219.93
S3 217.42 218.19 219.83
S4 216.24 217.01 219.50
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 228.48 227.04 220.45
R3 224.93 223.49 219.48
R2 221.38 221.38 219.15
R1 219.94 219.94 218.83 220.66
PP 217.83 217.83 217.83 218.19
S1 216.39 216.39 218.17 217.11
S2 214.28 214.28 217.85
S3 210.73 212.84 217.52
S4 207.18 209.29 216.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 220.18 216.80 3.38 1.5% 1.10 0.5% 99% True False 77,147,099
10 220.18 212.34 7.84 3.6% 1.87 0.8% 100% True False 111,818,239
20 220.18 208.38 11.80 5.4% 1.81 0.8% 100% True False 103,675,729
40 220.18 208.38 11.80 5.4% 1.71 0.8% 100% True False 94,720,729
60 220.18 208.38 11.80 5.4% 1.73 0.8% 100% True False 98,247,644
80 220.18 208.38 11.80 5.4% 1.61 0.7% 100% True False 90,008,417
100 220.18 207.06 13.12 6.0% 1.57 0.7% 100% True False 88,491,256
120 220.18 198.65 21.53 9.8% 1.66 0.8% 100% True False 94,556,352
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 225.20
2.618 223.27
1.618 222.09
1.000 221.36
0.618 220.91
HIGH 220.18
0.618 219.73
0.500 219.59
0.382 219.45
LOW 219.00
0.618 218.27
1.000 217.82
1.618 217.09
2.618 215.91
4.250 213.99
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 219.96 219.78
PP 219.78 219.42
S1 219.59 219.05

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

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