SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Nov-2017

Day Change Summary
	Previous	Current
	07-Nov-2017	08-Nov-2017	Change	Change %	Previous Week
Open	258.97	258.47	-0.50	-0.2%	257.07
High	259.35	259.22	-0.13	-0.1%	258.50
Low	258.09	258.15	0.06	0.0%	256.19
Close	258.67	259.11	0.44	0.2%	258.45
Range	1.26	1.07	-0.19	-15.1%	2.31
ATR	1.19	1.18	-0.01	-0.7%	0.00
Volume	57,502,100	50,469,500	-7,032,600	-12.2%	284,832,200

Daily Pivots for day following 08-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	262.04	261.64	259.70
R3	260.97	260.57	259.40
R2	259.90	259.90	259.31
R1	259.50	259.50	259.21	259.70
PP	258.83	258.83	258.83	258.93
S1	258.43	258.43	259.01	258.63
S2	257.76	257.76	258.91
S3	256.69	257.36	258.82
S4	255.62	256.29	258.52

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	264.64	263.86	259.72
R3	262.33	261.55	259.09
R2	260.02	260.02	258.87
R1	259.24	259.24	258.66	259.63
PP	257.71	257.71	257.71	257.91
S1	256.93	256.93	258.24	257.32
S2	255.40	255.40	258.03
S3	253.09	254.62	257.81
S4	250.78	252.31	257.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	259.35	256.19	3.16	1.2%	1.17	0.5%	92%	False	False	54,732,660
10	259.35	255.48	3.87	1.5%	1.21	0.5%	94%	False	False	59,781,670
20	259.35	254.00	5.35	2.1%	1.12	0.4%	96%	False	False	59,799,970
40	259.35	248.08	11.27	4.3%	1.04	0.4%	98%	False	False	60,355,372
60	259.35	241.83	17.52	6.8%	1.17	0.5%	99%	False	False	63,472,530
80	259.35	241.83	17.52	6.8%	1.16	0.4%	99%	False	False	62,682,234
100	259.35	239.96	19.39	7.5%	1.20	0.5%	99%	False	False	61,816,639
120	259.35	238.82	20.53	7.9%	1.20	0.5%	99%	False	False	62,698,907

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	263.77
2.618	262.02
1.618	260.95
1.000	260.29
0.618	259.88
HIGH	259.22
0.618	258.81
0.500	258.69
0.382	258.56
LOW	258.15
0.618	257.49
1.000	257.08
1.618	256.42
2.618	255.35
4.250	253.60

Fisher Pivots for day following 08-Nov-2017
Pivot	1 day	3 day
R1	258.97	258.98
PP	258.83	258.85
S1	258.69	258.72

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