SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Nov-2023

Day Change Summary
	Previous	Current
	03-Nov-2023	06-Nov-2023	Change	Change %	Previous Week
Open	433.14	435.47	2.33	0.5%	413.56
High	436.29	436.15	-0.14	0.0%	436.29
Low	433.01	433.68	0.67	0.2%	412.22
Close	434.69	435.69	1.00	0.2%	434.69
Range	3.28	2.47	-0.81	-24.7%	24.07
ATR	5.73	5.50	-0.23	-4.1%	0.00
Volume	100,167,700	67,831,600	-32,336,100	-32.3%	459,402,400

Daily Pivots for day following 06-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	442.58	441.61	437.05
R3	440.11	439.14	436.37
R2	437.64	437.64	436.14
R1	436.67	436.67	435.92	437.15
PP	435.17	435.17	435.17	435.42
S1	434.20	434.20	435.46	434.69
S2	432.70	432.70	435.24
S3	430.23	431.73	435.01
S4	427.76	429.26	434.33

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	499.94	491.39	447.93
R3	475.87	467.32	441.31
R2	451.80	451.80	439.10
R1	443.25	443.25	436.90	447.53
PP	427.73	427.73	427.73	429.87
S1	419.18	419.18	432.48	423.46
S2	403.66	403.66	430.28
S3	379.59	395.11	428.07
S4	355.52	371.04	421.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	436.29	414.21	22.08	5.1%	3.85	0.9%	97%	False	False	88,134,280
10	436.29	409.21	27.08	6.2%	4.38	1.0%	98%	False	False	92,254,560
20	438.14	409.21	28.93	6.6%	4.96	1.1%	92%	False	False	91,077,755
40	451.08	409.21	41.87	9.6%	4.88	1.1%	63%	False	False	89,306,870
60	453.67	409.21	44.46	10.2%	4.67	1.1%	60%	False	False	83,681,221
80	459.44	409.21	50.23	11.5%	4.49	1.0%	53%	False	False	80,759,487
100	459.44	409.21	50.23	11.5%	4.25	1.0%	53%	False	False	80,142,782
120	459.44	409.21	50.23	11.5%	4.21	1.0%	53%	False	False	81,018,433

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.79
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	446.65
2.618	442.62
1.618	440.15
1.000	438.62
0.618	437.68
HIGH	436.15
0.618	435.21
0.500	434.91
0.382	434.62
LOW	433.68
0.618	432.15
1.000	431.21
1.618	429.68
2.618	427.21
4.250	423.18

Fisher Pivots for day following 06-Nov-2023
Pivot	1 day	3 day
R1	435.43	434.27
PP	435.17	432.85
S1	434.91	431.43

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