SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Nov-2017
Day Change Summary
Previous Current
27-Nov-2017 28-Nov-2017 Change Change % Previous Week
Open 260.41 260.76 0.35 0.1% 258.14
High 260.75 262.90 2.15 0.8% 260.48
Low 260.00 260.66 0.66 0.3% 257.86
Close 260.23 262.87 2.64 1.0% 260.36
Range 0.75 2.25 1.50 199.3% 2.62
ATR 1.26 1.36 0.10 8.0% 0.00
Volume 52,274,900 98,971,696 46,696,796 89.3% 190,142,100
Daily Pivots for day following 28-Nov-2017
Classic Woodie Camarilla DeMark
R4 268.88 268.12 264.10
R3 266.63 265.87 263.49
R2 264.39 264.39 263.28
R1 263.63 263.63 263.08 264.01
PP 262.14 262.14 262.14 262.33
S1 261.38 261.38 262.66 261.76
S2 259.90 259.90 262.46
S3 257.65 259.14 262.25
S4 255.41 256.89 261.64
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
5 262.90 258.26 4.64 1.8% 1.17 0.4% 99% True False 58,662,639
10 262.90 255.63 7.27 2.8% 1.18 0.4% 100% True False 62,704,910
20 262.90 255.63 7.27 2.8% 1.20 0.5% 100% True False 61,025,925
40 262.90 252.23 10.67 4.1% 1.13 0.4% 100% True False 60,545,355
60 262.90 244.95 17.95 6.8% 1.09 0.4% 100% True False 61,753,908
80 262.90 241.83 21.07 8.0% 1.20 0.5% 100% True False 64,011,630
100 262.90 240.85 22.05 8.4% 1.16 0.4% 100% True False 61,695,633
120 262.90 239.96 22.94 8.7% 1.23 0.5% 100% True False 63,226,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 272.44
2.618 268.78
1.618 266.53
1.000 265.15
0.618 264.29
HIGH 262.90
0.618 262.04
0.500 261.78
0.382 261.51
LOW 260.66
0.618 259.27
1.000 258.41
1.618 257.02
2.618 254.78
4.250 251.11
Fisher Pivots for day following 28-Nov-2017
Pivot 1 day 3 day
R1 262.51 262.40
PP 262.14 261.92
S1 261.78 261.45

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

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