SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 208.02 208.31 0.29 0.1% 206.75
High 208.34 208.85 0.51 0.2% 208.85
Low 207.72 208.25 0.53 0.3% 206.46
Close 207.77 208.44 0.67 0.3% 208.44
Range 0.62 0.60 -0.02 -3.2% 2.39
ATR 2.52 2.42 -0.10 -4.1% 0.00
Volume 42,963,398 57,326,699 14,363,301 33.4% 370,776,886
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 210.31 209.98 208.77
R3 209.71 209.38 208.61
R2 209.11 209.11 208.55
R1 208.78 208.78 208.50 208.95
PP 208.51 208.51 208.51 208.60
S1 208.18 208.18 208.39 208.35
S2 207.91 207.91 208.33
S3 207.31 207.58 208.28
S4 206.71 206.98 208.11
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 215.09 214.15 209.75
R3 212.70 211.76 209.10
R2 210.31 210.31 208.88
R1 209.37 209.37 208.66 209.84
PP 207.92 207.92 207.92 208.15
S1 206.98 206.98 208.22 207.45
S2 205.53 205.53 208.00
S3 203.14 204.59 207.78
S4 200.75 202.20 207.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 208.85 205.61 3.24 1.6% 0.96 0.5% 87% True False 123,172,274
10 212.97 197.86 15.11 7.2% 2.91 1.4% 70% False False 177,864,687
20 212.97 197.86 15.11 7.2% 2.34 1.1% 70% False False 140,947,164
40 212.97 197.40 15.57 7.5% 1.77 0.9% 71% False False 114,812,741
60 212.97 181.92 31.05 14.9% 2.13 1.0% 85% False False 134,959,099
80 212.97 181.92 31.05 14.9% 2.03 1.0% 85% False False 128,150,445
100 212.97 181.92 31.05 14.9% 1.87 0.9% 85% False False 117,785,142
120 212.97 181.92 31.05 14.9% 1.80 0.9% 85% False False 114,499,591
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.50
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 211.40
2.618 210.42
1.618 209.82
1.000 209.45
0.618 209.22
HIGH 208.85
0.618 208.62
0.500 208.55
0.382 208.48
LOW 208.25
0.618 207.88
1.000 207.65
1.618 207.28
2.618 206.68
4.250 205.70
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 208.55 208.34
PP 208.51 208.23
S1 208.48 208.13

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

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