SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 208.14 207.99 -0.15 -0.1% 206.75
High 208.37 208.19 -0.18 -0.1% 208.85
Low 207.51 205.39 -2.12 -1.0% 206.46
Close 207.60 205.54 -2.06 -1.0% 208.44
Range 0.86 2.80 1.94 225.6% 2.39
ATR 2.22 2.27 0.04 1.8% 0.00
Volume 73,540,703 130,333,797 56,793,094 77.2% 370,776,886
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 214.77 212.96 207.08
R3 211.97 210.16 206.31
R2 209.17 209.17 206.05
R1 207.36 207.36 205.80 206.87
PP 206.37 206.37 206.37 206.13
S1 204.56 204.56 205.28 204.07
S2 203.57 203.57 205.03
S3 200.77 201.76 204.77
S4 197.97 198.96 204.00
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
5 208.97 205.39 3.58 1.7% 1.14 0.6% 4% False True 76,761,700
10 212.97 198.29 14.68 7.1% 2.24 1.1% 49% False False 141,092,357
20 212.97 197.86 15.11 7.4% 2.38 1.2% 51% False False 143,304,814
40 212.97 197.86 15.11 7.4% 1.77 0.9% 51% False False 113,051,539
60 212.97 181.92 31.05 15.1% 2.09 1.0% 76% False False 133,290,537
80 212.97 181.92 31.05 15.1% 2.02 1.0% 76% False False 128,549,939
100 212.97 181.92 31.05 15.1% 1.85 0.9% 76% False False 117,144,666
120 212.97 181.92 31.05 15.1% 1.81 0.9% 76% False False 114,893,277
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 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 220.09
2.618 215.52
1.618 212.72
1.000 210.99
0.618 209.92
HIGH 208.19
0.618 207.12
0.500 206.79
0.382 206.46
LOW 205.39
0.618 203.66
1.000 202.59
1.618 200.86
2.618 198.06
4.250 193.49
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 206.79 207.18
PP 206.37 206.63
S1 205.96 206.09

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

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