SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Nov-2018

Day Change Summary
	Previous	Current
	05-Nov-2018	06-Nov-2018	Change	Change %	Previous Week
Open	272.44	273.32	0.88	0.3%	268.80
High	274.01	275.30	1.29	0.5%	275.23
Low	271.35	273.25	1.90	0.7%	259.85
Close	273.39	275.12	1.73	0.6%	271.89
Range	2.66	2.05	-0.61	-22.9%	15.38
ATR	4.83	4.63	-0.20	-4.1%	0.00
Volume	65,622,400	60,085,800	-5,536,600	-8.4%	668,290,504

Daily Pivots for day following 06-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	280.71	279.96	276.25
R3	278.66	277.91	275.68
R2	276.61	276.61	275.50
R1	275.86	275.86	275.31	276.24
PP	274.56	274.56	274.56	274.74
S1	273.81	273.81	274.93	274.19
S2	272.51	272.51	274.74
S3	270.46	271.76	274.56
S4	268.41	269.71	273.99

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	315.13	308.89	280.35
R3	299.75	293.51	276.12
R2	284.37	284.37	274.71
R1	278.13	278.13	273.30	281.25
PP	268.99	268.99	268.99	270.55
S1	262.75	262.75	270.48	265.87
S2	253.61	253.61	269.07
S3	238.23	247.37	267.66
S4	222.85	231.99	263.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	275.30	269.59	5.71	2.1%	3.36	1.2%	97%	True	False	95,226,720
10	275.30	259.85	15.45	5.6%	5.56	2.0%	99%	True	False	131,144,140
20	286.91	259.85	27.06	9.8%	5.35	1.9%	56%	False	False	140,928,616
40	293.94	259.85	34.09	12.4%	3.64	1.3%	45%	False	False	105,751,555
60	293.94	259.85	34.09	12.4%	2.98	1.1%	45%	False	False	90,571,245
80	293.94	259.85	34.09	12.4%	2.69	1.0%	45%	False	False	82,629,921
100	293.94	259.85	34.09	12.4%	2.59	0.9%	45%	False	False	79,934,860
120	293.94	259.85	34.09	12.4%	2.47	0.9%	45%	False	False	78,567,637

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	1.06
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	284.01
2.618	280.67
1.618	278.62
1.000	277.35
0.618	276.57
HIGH	275.30
0.618	274.52
0.500	274.28
0.382	274.03
LOW	273.25
0.618	271.98
1.000	271.20
1.618	269.93
2.618	267.88
4.250	264.54

Fisher Pivots for day following 06-Nov-2018
Pivot	1 day	3 day
R1	274.84	274.23
PP	274.56	273.34
S1	274.28	272.45

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