SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Nov-2017

Day Change Summary
	Previous	Current
	16-Nov-2017	17-Nov-2017	Change	Change %	Previous Week
Open	257.52	258.22	0.70	0.3%	257.31
High	259.04	258.59	-0.45	-0.2%	259.04
Low	257.48	257.77	0.30	0.1%	255.63
Close	258.62	257.86	-0.76	-0.3%	257.86
Range	1.57	0.82	-0.75	-47.6%	3.41
ATR	1.46	1.41	-0.04	-3.0%	0.00
Volume	67,777,000	75,756,800	7,979,800	11.8%	335,889,004

Daily Pivots for day following 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	260.53	260.02	258.31
R3	259.71	259.20	258.09
R2	258.89	258.89	258.01
R1	258.38	258.38	257.94	258.23
PP	258.07	258.07	258.07	258.00
S1	257.56	257.56	257.78	257.41
S2	257.25	257.25	257.71
S3	256.43	256.74	257.63
S4	255.61	255.92	257.41

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	267.74	266.21	259.74
R3	264.33	262.80	258.80
R2	260.92	260.92	258.49
R1	259.39	259.39	258.17	260.16
PP	257.51	257.51	257.51	257.89
S1	255.98	255.98	257.55	256.75
S2	254.10	254.10	257.23
S3	250.69	252.57	256.92
S4	247.28	249.16	255.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	259.04	255.63	3.41	1.3%	1.33	0.5%	65%	False	False	67,177,800
10	259.35	255.63	3.72	1.4%	1.27	0.5%	60%	False	False	64,858,320
20	259.35	254.00	5.35	2.1%	1.31	0.5%	72%	False	False	66,167,110
40	259.35	248.08	11.27	4.4%	1.14	0.4%	87%	False	False	61,548,820
60	259.35	242.93	16.42	6.4%	1.13	0.4%	91%	False	False	62,463,365
80	259.35	241.83	17.52	6.8%	1.19	0.5%	91%	False	False	63,734,724
100	259.35	239.96	19.39	7.5%	1.21	0.5%	92%	False	False	62,396,138
120	259.35	239.96	19.39	7.5%	1.23	0.5%	92%	False	False	63,488,295

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	262.08
2.618	260.74
1.618	259.92
1.000	259.41
0.618	259.10
HIGH	258.59
0.618	258.28
0.500	258.18
0.382	258.08
LOW	257.77
0.618	257.26
1.000	256.95
1.618	256.44
2.618	255.62
4.250	254.29

Fisher Pivots for day following 17-Nov-2017
Pivot	1 day	3 day
R1	258.18	257.69
PP	258.07	257.51
S1	257.97	257.34

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