SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	357.50	357.28	-0.22	-0.1%	360.98
High	357.72	358.82	1.10	0.3%	362.78
Low	355.25	354.87	-0.39	-0.1%	354.15
Close	355.33	357.46	2.13	0.6%	355.33
Range	2.47	3.96	1.49	60.1%	8.63
ATR	5.80	5.67	-0.13	-2.3%	0.00
Volume	70,411,800	63,230,600	-7,181,200	-10.2%	341,596,100

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	368.91	367.14	359.64
R3	364.96	363.19	358.55
R2	361.00	361.00	358.19
R1	359.23	359.23	357.82	360.12
PP	357.05	357.05	357.05	357.49
S1	355.28	355.28	357.10	356.16
S2	353.09	353.09	356.73
S3	349.14	351.32	356.37
S4	345.18	347.37	355.28

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	383.31	377.95	360.08
R3	374.68	369.32	357.70
R2	366.05	366.05	356.91
R1	360.69	360.69	356.12	359.06
PP	357.42	357.42	357.42	356.60
S1	352.06	352.06	354.54	350.43
S2	348.79	348.79	353.75
S3	340.16	343.43	352.96
S4	331.53	334.80	350.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	361.92	354.15	7.77	2.2%	3.86	1.1%	43%	False	False	66,057,119
10	362.78	350.51	12.27	3.4%	3.93	1.1%	57%	False	False	68,010,559
20	364.38	322.60	41.78	11.7%	5.39	1.5%	83%	False	False	85,993,954
40	364.38	322.60	41.78	11.7%	5.03	1.4%	83%	False	False	77,519,109
60	364.38	319.80	44.58	12.5%	5.56	1.6%	84%	False	False	80,439,939
80	364.38	319.80	44.58	12.5%	4.89	1.4%	84%	False	False	72,575,999
100	364.38	310.68	53.70	15.0%	4.75	1.3%	87%	False	False	71,699,140
120	364.38	296.74	67.64	18.9%	4.96	1.4%	90%	False	False	78,099,507

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	375.63
2.618	369.17
1.618	365.22
1.000	362.78
0.618	361.26
HIGH	358.82
0.618	357.31
0.500	356.84
0.382	356.38
LOW	354.87
0.618	352.42
1.000	350.91
1.618	348.47
2.618	344.51
4.250	338.06

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	357.25	357.14
PP	357.05	356.81
S1	356.84	356.49

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