SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 198.44 204.74 6.30 3.2% 207.52
High 202.34 212.97 10.63 5.3% 208.12
Low 198.29 203.92 5.63 2.8% 200.85
Close 201.79 206.78 4.99 2.5% 200.89
Range 4.05 9.05 5.00 123.5% 7.27
ATR 2.41 3.04 0.63 26.0% 0.00
Volume 253,910,000 257,633,797 3,723,797 1.5% 754,967,422
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 235.04 229.96 211.76
R3 225.99 220.91 209.27
R2 216.94 216.94 208.44
R1 211.86 211.86 207.61 214.40
PP 207.89 207.89 207.89 209.16
S1 202.81 202.81 205.95 205.35
S2 198.84 198.84 205.12
S3 189.79 193.76 204.29
S4 180.74 184.71 201.80
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 225.10 220.26 204.89
R3 217.83 212.99 202.89
R2 210.56 210.56 202.22
R1 205.72 205.72 201.56 204.51
PP 203.29 203.29 203.29 202.68
S1 198.45 198.45 200.22 197.24
S2 196.02 196.02 199.56
S3 188.75 191.18 198.89
S4 181.48 183.91 196.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 212.97 197.86 15.11 7.3% 4.87 2.4% 59% True False 232,557,100
10 212.97 197.86 15.11 7.3% 3.57 1.7% 59% True False 180,644,810
20 212.97 197.86 15.11 7.3% 2.38 1.2% 59% True False 131,270,305
40 212.97 194.26 18.71 9.0% 1.89 0.9% 67% True False 114,544,162
60 212.97 181.92 31.05 15.0% 2.24 1.1% 80% True False 135,662,378
80 212.97 181.92 31.05 15.0% 2.03 1.0% 80% True False 124,227,152
100 212.97 181.92 31.05 15.0% 1.94 0.9% 80% True False 118,836,462
120 212.97 181.92 31.05 15.0% 1.80 0.9% 80% True False 112,415,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 1164 trading days
Fibonacci Retracements and Extensions
4.250 251.43
2.618 236.66
1.618 227.61
1.000 222.02
0.618 218.56
HIGH 212.97
0.618 209.51
0.500 208.45
0.382 207.38
LOW 203.92
0.618 198.33
1.000 194.87
1.618 189.28
2.618 180.23
4.250 165.46
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 208.45 206.33
PP 207.89 205.87
S1 207.34 205.42

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

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