SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Nov-2021

Day Change Summary
	Previous	Current
	26-Nov-2021	29-Nov-2021	Change	Change %	Previous Week
Open	462.34	464.07	1.73	0.4%	470.89
High	463.90	466.56	2.66	0.6%	473.54
Low	457.77	461.73	3.96	0.9%	457.77
Close	458.97	464.60	5.63	1.2%	458.97
Range	6.13	4.83	-1.30	-21.2%	15.77
ATR	4.35	4.58	0.23	5.3%	0.00
Volume	112,669,600	86,268,800	-26,400,800	-23.4%	320,496,800

Daily Pivots for day following 29-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	478.79	476.52	467.26
R3	473.96	471.69	465.93
R2	469.13	469.13	465.49
R1	466.86	466.86	465.04	468.00
PP	464.30	464.30	464.30	464.86
S1	462.03	462.03	464.16	463.17
S2	459.47	459.47	463.71
S3	454.64	457.20	463.27
S4	449.81	452.37	461.94

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	510.74	500.62	467.64
R3	494.97	484.85	463.31
R2	479.20	479.20	461.86
R1	469.08	469.08	460.42	466.26
PP	463.43	463.43	463.43	462.01
S1	453.31	453.31	457.52	450.49
S2	447.66	447.66	456.08
S3	431.89	437.54	454.63
S4	416.12	421.77	450.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	473.54	457.77	15.77	3.4%	5.24	1.1%	43%	False	False	81,353,120
10	473.54	457.77	15.77	3.4%	4.00	0.9%	43%	False	False	65,840,280
20	473.54	457.77	15.77	3.4%	3.55	0.8%	43%	False	False	59,339,545
40	473.54	426.36	47.18	10.2%	3.74	0.8%	81%	False	False	64,155,385
60	473.54	426.36	47.18	10.2%	4.11	0.9%	81%	False	False	72,497,603
80	473.54	426.36	47.18	10.2%	3.75	0.8%	81%	False	False	68,663,673
100	473.54	421.97	51.57	11.1%	3.74	0.8%	83%	False	False	67,767,427
120	473.54	414.70	58.84	12.7%	3.58	0.8%	85%	False	False	66,961,426

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	False
Bear Hook	False
Bull Hook	False
Stretch	1.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	487.09
2.618	479.20
1.618	474.37
1.000	471.39
0.618	469.54
HIGH	466.56
0.618	464.71
0.500	464.15
0.382	463.58
LOW	461.73
0.618	458.75
1.000	456.90
1.618	453.92
2.618	449.09
4.250	441.20

Fisher Pivots for day following 29-Nov-2021
Pivot	1 day	3 day
R1	464.45	464.29
PP	464.30	463.98
S1	464.15	463.67

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