SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Nov-2018

Day Change Summary
	Previous	Current
	13-Nov-2018	14-Nov-2018	Change	Change %	Previous Week
Open	273.09	274.16	1.07	0.4%	272.44
High	275.33	274.61	-0.72	-0.3%	281.22
Low	271.25	268.45	-2.80	-1.0%	271.35
Close	272.06	270.20	-1.86	-0.7%	277.76
Range	4.08	6.16	2.09	51.2%	9.87
ATR	4.57	4.68	0.11	2.5%	0.00
Volume	98,176,600	125,335,904	27,159,304	27.7%	392,857,592

Daily Pivots for day following 14-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	289.57	286.04	273.59
R3	283.41	279.88	271.89
R2	277.25	277.25	271.33
R1	273.72	273.72	270.76	272.41
PP	271.09	271.09	271.09	270.43
S1	267.56	267.56	269.64	266.25
S2	264.93	264.93	269.07
S3	258.77	261.40	268.51
S4	252.61	255.24	266.81

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	306.39	301.94	283.19
R3	296.52	292.07	280.47
R2	286.65	286.65	279.57
R1	282.20	282.20	278.66	284.43
PP	276.78	276.78	276.78	277.89
S1	272.33	272.33	276.86	274.56
S2	266.91	266.91	275.95
S3	257.04	262.46	275.05
S4	247.17	252.59	272.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	281.22	268.45	12.77	4.7%	4.15	1.5%	14%	False	True	97,516,660
10	281.22	268.45	12.77	4.7%	3.85	1.4%	14%	False	True	93,817,269
20	281.22	259.85	21.37	7.9%	4.92	1.8%	48%	False	False	120,250,220
40	293.94	259.85	34.09	12.6%	4.04	1.5%	30%	False	False	111,880,450
60	293.94	259.85	34.09	12.6%	3.22	1.2%	30%	False	False	93,919,620
80	293.94	259.85	34.09	12.6%	2.88	1.1%	30%	False	False	85,562,014
100	293.94	259.85	34.09	12.6%	2.71	1.0%	30%	False	False	81,140,595
120	293.94	259.85	34.09	12.6%	2.58	1.0%	30%	False	False	80,383,161

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	0.70
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	300.79
2.618	290.74
1.618	284.58
1.000	280.77
0.618	278.42
HIGH	274.61
0.618	272.26
0.500	271.53
0.382	270.80
LOW	268.45
0.618	264.64
1.000	262.29
1.618	258.48
2.618	252.32
4.250	242.27

Fisher Pivots for day following 14-Nov-2018
Pivot	1 day	3 day
R1	271.53	272.96
PP	271.09	272.04
S1	270.64	271.12

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