SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Nov-2023

Day Change Summary
	Previous	Current
	13-Nov-2023	14-Nov-2023	Change	Change %	Previous Week
Open	439.23	446.32	7.09	1.6%	435.47
High	441.33	450.06	8.73	2.0%	440.93
Low	438.42	446.09	7.67	1.7%	433.40
Close	440.19	448.73	8.54	1.9%	440.61
Range	2.91	3.97	1.06	36.4%	7.53
ATR	5.13	5.47	0.34	6.6%	0.00
Volume	52,236,000	97,176,900	44,940,900	86.0%	366,566,100

Daily Pivots for day following 14-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	460.20	458.44	450.91
R3	456.23	454.47	449.82
R2	452.26	452.26	449.46
R1	450.50	450.50	449.09	451.38
PP	448.29	448.29	448.29	448.74
S1	446.53	446.53	448.37	447.41
S2	444.32	444.32	448.00
S3	440.35	442.56	447.64
S4	436.38	438.59	446.55

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	460.90	458.29	444.75
R3	453.37	450.76	442.68
R2	445.84	445.84	441.99
R1	443.23	443.23	441.30	444.54
PP	438.31	438.31	438.31	438.97
S1	435.70	435.70	439.92	437.01
S2	430.78	430.78	439.23
S3	423.25	428.17	438.54
S4	415.72	420.64	436.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	450.06	433.40	16.66	3.7%	4.45	1.0%	92%	True	False	76,778,260
10	450.06	418.65	31.41	7.0%	4.03	0.9%	96%	True	False	80,915,370
20	450.06	409.21	40.85	9.1%	4.72	1.1%	97%	True	False	90,076,525
40	450.06	409.21	40.85	9.1%	5.03	1.1%	97%	True	False	89,377,780
60	453.67	409.21	44.46	9.9%	4.63	1.0%	89%	False	False	83,367,608
80	459.44	409.21	50.23	11.2%	4.58	1.0%	79%	False	False	81,421,246
100	459.44	409.21	50.23	11.2%	4.27	1.0%	79%	False	False	79,221,026
120	459.44	409.21	50.23	11.2%	4.22	0.9%	79%	False	False	80,381,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.63
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	466.93
2.618	460.45
1.618	456.48
1.000	454.03
0.618	452.51
HIGH	450.06
0.618	448.54
0.500	448.08
0.382	447.61
LOW	446.09
0.618	443.64
1.000	442.12
1.618	439.67
2.618	435.70
4.250	429.22

Fisher Pivots for day following 14-Nov-2023
Pivot	1 day	3 day
R1	448.51	446.47
PP	448.29	444.21
S1	448.08	441.95

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