SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Nov-2019

Day Change Summary
	Previous	Current
	22-Nov-2019	25-Nov-2019	Change	Change %	Previous Week
Open	311.09	311.98	0.89	0.3%	311.53
High	311.24	313.37	2.13	0.7%	312.69
Low	309.85	311.98	2.13	0.7%	309.06
Close	310.96	313.37	2.41	0.8%	310.96
Range	1.39	1.39	0.00	0.0%	3.63
ATR	2.08	2.11	0.02	1.1%	0.00
Volume	44,850,200	48,762,600	3,912,400	8.7%	296,466,700

Daily Pivots for day following 25-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	317.08	316.61	314.13
R3	315.69	315.22	313.75
R2	314.30	314.30	313.62
R1	313.83	313.83	313.50	314.07
PP	312.91	312.91	312.91	313.02
S1	312.44	312.44	313.24	312.68
S2	311.52	311.52	313.12
S3	310.13	311.05	312.99
S4	308.74	309.66	312.61

Weekly Pivots for week ending 22-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	321.79	320.01	312.96
R3	318.16	316.38	311.96
R2	314.53	314.53	311.63
R1	312.75	312.75	311.29	311.83
PP	310.90	310.90	310.90	310.44
S1	309.12	309.12	310.63	308.20
S2	307.27	307.27	310.29
S3	303.64	305.49	309.96
S4	300.01	301.86	308.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	313.37	309.06	4.31	1.4%	1.73	0.6%	100%	True	False	59,180,280
10	313.37	307.66	5.71	1.8%	1.68	0.5%	100%	True	False	56,076,670
20	313.37	301.73	11.64	3.7%	1.67	0.5%	100%	True	False	54,209,690
40	313.37	284.82	28.55	9.1%	2.19	0.7%	100%	True	False	58,362,410
60	313.37	284.82	28.55	9.1%	2.30	0.7%	100%	True	False	61,032,772
80	313.37	281.72	31.65	10.1%	2.81	0.9%	100%	True	False	68,057,060
100	313.37	281.72	31.65	10.1%	2.72	0.9%	100%	True	False	66,063,635
120	313.37	281.72	31.65	10.1%	2.60	0.8%	100%	True	False	65,547,721

Crabel Price Patterns
NR	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.37

Fibonacci Retracements and Extensions
4.250	319.28
2.618	317.01
1.618	315.62
1.000	314.76
0.618	314.23
HIGH	313.37
0.618	312.84
0.500	312.68
0.382	312.51
LOW	311.98
0.618	311.12
1.000	310.59
1.618	309.73
2.618	308.34
4.250	306.07

Fisher Pivots for day following 25-Nov-2019
Pivot	1 day	3 day
R1	313.14	312.71
PP	312.91	312.04
S1	312.68	311.38

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