SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Nov-2018

Day Change Summary
	Previous	Current
	14-Nov-2018	15-Nov-2018	Change	Change %	Previous Week
Open	274.16	268.78	-5.38	-2.0%	272.44
High	274.61	273.54	-1.07	-0.4%	281.22
Low	268.45	267.01	-1.44	-0.5%	271.35
Close	270.20	273.02	2.82	1.0%	277.76
Range	6.16	6.53	0.37	6.0%	9.87
ATR	4.68	4.81	0.13	2.8%	0.00
Volume	125,335,904	135,101,408	9,765,504	7.8%	392,857,592

Daily Pivots for day following 15-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	290.78	288.43	276.61
R3	284.25	281.90	274.82
R2	277.72	277.72	274.22
R1	275.37	275.37	273.62	276.55
PP	271.19	271.19	271.19	271.78
S1	268.84	268.84	272.42	270.02
S2	264.66	264.66	271.82
S3	258.13	262.31	271.22
S4	251.60	255.78	269.43

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	279.24	267.01	12.23	4.5%	5.06	1.9%	49%	False	True	111,419,982
10	281.22	267.01	14.21	5.2%	4.17	1.5%	42%	False	True	97,377,910
20	281.22	259.85	21.37	7.8%	5.00	1.8%	62%	False	False	120,277,416
40	293.22	259.85	33.37	12.2%	4.14	1.5%	39%	False	False	112,748,970
60	293.94	259.85	34.09	12.5%	3.31	1.2%	39%	False	False	95,421,422
80	293.94	259.85	34.09	12.5%	2.92	1.1%	39%	False	False	86,264,745
100	293.94	259.85	34.09	12.5%	2.75	1.0%	39%	False	False	81,804,777
120	293.94	259.85	34.09	12.5%	2.60	1.0%	39%	False	False	80,543,101

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	0.76
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	301.29
2.618	290.64
1.618	284.11
1.000	280.07
0.618	277.58
HIGH	273.54
0.618	271.05
0.500	270.28
0.382	269.50
LOW	267.01
0.618	262.97
1.000	260.48
1.618	256.44
2.618	249.91
4.250	239.26

Fisher Pivots for day following 15-Nov-2018
Pivot	1 day	3 day
R1	272.11	272.40
PP	271.19	271.79
S1	270.28	271.17

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