SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Nov-2019

Day Change Summary
	Previous	Current
	13-Nov-2019	14-Nov-2019	Change	Change %	Previous Week
Open	307.91	308.79	0.88	0.3%	307.85
High	309.54	309.64	0.10	0.0%	309.65
Low	307.66	308.09	0.43	0.1%	306.06
Close	309.10	309.55	0.45	0.1%	308.94
Range	1.88	1.55	-0.33	-17.6%	3.59
ATR	2.30	2.24	-0.05	-2.3%	0.00
Volume	54,385,500	52,001,800	-2,383,700	-4.4%	253,368,200

Daily Pivots for day following 14-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	313.74	313.20	310.40
R3	312.19	311.65	309.98
R2	310.64	310.64	309.83
R1	310.10	310.10	309.69	310.37
PP	309.09	309.09	309.09	309.23
S1	308.55	308.55	309.41	308.82
S2	307.54	307.54	309.27
S3	305.99	307.00	309.12
S4	304.44	305.45	308.70

Weekly Pivots for week ending 08-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	318.99	317.55	310.91
R3	315.40	313.96	309.93
R2	311.81	311.81	309.60
R1	310.37	310.37	309.27	311.09
PP	308.22	308.22	308.22	308.58
S1	306.78	306.78	308.61	307.50
S2	304.63	304.63	308.28
S3	301.04	303.19	307.95
S4	297.45	299.60	306.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	309.99	307.03	2.96	1.0%	1.70	0.6%	85%	False	False	47,567,000
10	309.99	304.74	5.25	1.7%	1.55	0.5%	92%	False	False	51,327,590
20	309.99	296.99	13.00	4.2%	1.70	0.6%	97%	False	False	49,369,240
40	309.99	284.82	25.17	8.1%	2.45	0.8%	98%	False	False	60,960,645
60	309.99	283.47	26.52	8.6%	2.58	0.8%	98%	False	False	62,946,410
80	309.99	281.72	28.27	9.1%	2.95	1.0%	98%	False	False	69,809,051
100	309.99	281.72	28.27	9.1%	2.74	0.9%	98%	False	False	65,829,071
120	309.99	273.09	36.90	11.9%	2.68	0.9%	99%	False	False	66,886,536

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	316.23
2.618	313.70
1.618	312.15
1.000	311.19
0.618	310.60
HIGH	309.64
0.618	309.05
0.500	308.87
0.382	308.68
LOW	308.09
0.618	307.13
1.000	306.54
1.618	305.58
2.618	304.03
4.250	301.50

Fisher Pivots for day following 14-Nov-2019
Pivot	1 day	3 day
R1	309.32	309.31
PP	309.09	309.07
S1	308.87	308.83

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