SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 260.32 260.41 0.09 0.0% 258.14
High 260.48 260.75 0.27 0.1% 260.48
Low 260.16 260.00 -0.16 -0.1% 257.86
Close 260.36 260.23 -0.13 0.0% 260.36
Range 0.32 0.75 0.43 134.4% 2.62
ATR 1.30 1.26 -0.04 -3.0% 0.00
Volume 27,856,500 52,274,900 24,418,400 87.7% 190,142,100
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 262.58 262.15 260.64
R3 261.83 261.40 260.44
R2 261.08 261.08 260.37
R1 260.65 260.65 260.30 260.49
PP 260.33 260.33 260.33 260.25
S1 259.90 259.90 260.16 259.74
S2 259.58 259.58 260.09
S3 258.83 259.15 260.02
S4 258.08 258.40 259.82
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 267.43 266.51 261.80
R3 264.81 263.89 261.08
R2 262.19 262.19 260.84
R1 261.27 261.27 260.60 261.73
PP 259.57 259.57 259.57 259.80
S1 258.65 258.65 260.12 259.11
S2 256.95 256.95 259.88
S3 254.33 256.03 259.64
S4 251.71 253.41 258.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 260.75 257.86 2.89 1.1% 0.85 0.3% 82% True False 48,483,400
10 260.75 255.63 5.12 2.0% 1.09 0.4% 90% True False 57,830,600
20 260.75 255.63 5.12 2.0% 1.14 0.4% 90% True False 58,791,620
40 260.75 251.29 9.46 3.6% 1.10 0.4% 95% True False 59,546,635
60 260.75 244.95 15.80 6.1% 1.07 0.4% 97% True False 61,137,828
80 260.75 241.83 18.92 7.3% 1.19 0.5% 97% True False 63,526,881
100 260.75 240.56 20.19 7.8% 1.16 0.4% 97% True False 61,285,638
120 260.75 239.96 20.79 8.0% 1.22 0.5% 97% True False 62,951,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 263.94
2.618 262.71
1.618 261.96
1.000 261.50
0.618 261.21
HIGH 260.75
0.618 260.46
0.500 260.38
0.382 260.29
LOW 260.00
0.618 259.54
1.000 259.25
1.618 258.79
2.618 258.04
4.250 256.81
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 260.38 260.21
PP 260.33 260.18
S1 260.28 260.16

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

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