SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Nov-2022

Day Change Summary
	Previous	Current
	09-Nov-2022	10-Nov-2022	Change	Change %	Previous Week
Open	379.93	388.05	8.12	2.1%	386.44
High	381.14	395.04	13.90	3.6%	390.39
Low	373.61	385.64	12.03	3.2%	368.79
Close	374.13	394.69	20.56	5.5%	376.35
Range	7.53	9.40	1.87	24.8%	21.60
ATR	8.13	9.04	0.91	11.2%	0.00
Volume	78,495,400	141,455,800	62,960,400	80.2%	499,634,300

Daily Pivots for day following 10-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	419.98	416.74	399.86
R3	410.59	407.34	397.27
R2	401.19	401.19	396.41
R1	397.94	397.94	395.55	399.56
PP	391.79	391.79	391.79	392.60
S1	388.54	388.54	393.83	390.17
S2	382.39	382.39	392.97
S3	372.99	379.14	392.11
S4	363.60	369.75	389.52

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	443.31	431.43	388.23
R3	421.71	409.83	382.29
R2	400.11	400.11	380.31
R1	388.23	388.23	378.33	383.37
PP	378.51	378.51	378.51	376.08
S1	366.63	366.63	374.37	361.77
S2	356.91	356.91	372.39
S3	335.31	345.03	370.41
S4	313.71	323.43	364.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	395.04	370.00	25.04	6.3%	7.65	1.9%	99%	True	False	95,276,840
10	395.04	368.79	26.25	6.7%	7.76	2.0%	99%	True	False	97,281,530
20	395.04	356.96	38.08	9.6%	8.03	2.0%	99%	True	False	96,814,680
40	395.04	348.11	46.93	11.9%	8.18	2.1%	99%	True	False	98,778,947
60	428.61	348.11	80.50	20.4%	7.61	1.9%	58%	False	False	91,227,023
80	431.73	348.11	83.62	21.2%	7.05	1.8%	56%	False	False	84,125,563
100	431.73	348.11	83.62	21.2%	7.02	1.8%	56%	False	False	82,790,868
120	431.73	348.11	83.62	21.2%	7.13	1.8%	56%	False	False	84,681,362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.01
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	434.98
2.618	419.64
1.618	410.25
1.000	404.44
0.618	400.85
HIGH	395.04
0.618	391.45
0.500	390.34
0.382	389.23
LOW	385.64
0.618	379.83
1.000	376.24
1.618	370.44
2.618	361.04
4.250	345.70

Fisher Pivots for day following 10-Nov-2022
Pivot	1 day	3 day
R1	393.24	391.24
PP	391.79	387.78
S1	390.34	384.33

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