SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 363.13 363.84 0.71 0.2% 357.28
High 363.16 364.18 1.02 0.3% 364.18
Low 361.48 362.58 1.10 0.3% 354.87
Close 362.66 363.67 1.01 0.3% 363.67
Range 1.68 1.60 -0.08 -4.8% 9.32
ATR 5.44 5.16 -0.27 -5.0% 0.00
Volume 45,330,800 28,514,000 -16,816,800 -37.1% 199,491,200
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 368.28 367.57 364.55
R3 366.68 365.97 364.11
R2 365.08 365.08 363.96
R1 364.37 364.37 363.82 363.93
PP 363.48 363.48 363.48 363.25
S1 362.77 362.77 363.52 362.33
S2 361.88 361.88 363.38
S3 360.28 361.17 363.23
S4 358.68 359.57 362.79
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 388.85 385.58 368.79
R3 379.54 376.26 366.23
R2 370.22 370.22 365.38
R1 366.95 366.95 364.52 368.58
PP 360.91 360.91 360.91 361.72
S1 357.63 357.63 362.82 359.27
S2 351.59 351.59 361.96
S3 342.28 348.32 361.11
S4 332.96 339.00 358.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 364.18 354.87 9.32 2.6% 2.85 0.8% 95% True False 53,980,600
10 364.18 354.15 10.03 2.8% 3.45 0.9% 95% True False 60,404,670
20 364.38 322.60 41.78 11.5% 4.66 1.3% 98% False False 78,622,683
40 364.38 322.60 41.78 11.5% 4.91 1.4% 98% False False 74,817,842
60 364.38 319.80 44.58 12.3% 5.51 1.5% 98% False False 79,533,643
80 364.38 319.80 44.58 12.3% 4.92 1.4% 98% False False 72,555,982
100 364.38 310.68 53.70 14.8% 4.73 1.3% 99% False False 71,069,124
120 364.38 296.74 67.64 18.6% 4.93 1.4% 99% False False 76,721,304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 370.98
2.618 368.37
1.618 366.77
1.000 365.78
0.618 365.17
HIGH 364.18
0.618 363.57
0.500 363.38
0.382 363.19
LOW 362.58
0.618 361.59
1.000 360.98
1.618 359.99
2.618 358.39
4.250 355.78
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 363.57 363.03
PP 363.48 362.38
S1 363.38 361.74

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These figures are updated between 7pm and 10pm EST after a trading day.

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