SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 201.63 198.77 -2.86 -1.4% 204.41
High 202.01 201.82 -0.19 -0.1% 205.48
Low 198.88 198.55 -0.33 -0.2% 198.55
Close 199.02 201.63 2.61 1.3% 201.63
Range 3.13 3.27 0.14 4.5% 6.93
ATR 2.90 2.92 0.03 0.9% 0.00
Volume 176,613,703 211,879,609 35,265,906 20.0% 940,433,530
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 210.48 209.32 203.43
R3 207.21 206.05 202.53
R2 203.94 203.94 202.23
R1 202.78 202.78 201.93 203.36
PP 200.67 200.67 200.67 200.96
S1 199.51 199.51 201.33 200.09
S2 197.40 197.40 201.03
S3 194.13 196.24 200.73
S4 190.86 192.97 199.83
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 222.68 219.08 205.44
R3 215.75 212.15 203.54
R2 208.82 208.82 202.90
R1 205.22 205.22 202.27 203.56
PP 201.89 201.89 201.89 201.05
S1 198.29 198.29 200.99 196.63
S2 194.96 194.96 200.36
S3 188.03 191.36 199.72
S4 181.10 184.43 197.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 205.48 198.55 6.93 3.4% 3.32 1.6% 44% False True 188,086,706
10 206.42 198.55 7.87 3.9% 3.04 1.5% 39% False True 175,034,921
20 212.97 198.55 14.42 7.2% 2.57 1.3% 21% False True 151,441,429
40 212.97 197.86 15.11 7.5% 2.28 1.1% 25% False False 136,974,347
60 212.97 192.61 20.36 10.1% 2.00 1.0% 44% False False 125,079,730
80 212.97 181.92 31.05 15.4% 2.23 1.1% 63% False False 137,727,663
100 212.97 181.92 31.05 15.4% 2.05 1.0% 63% False False 127,566,652
120 212.97 181.92 31.05 15.4% 1.98 1.0% 63% False False 122,794,228
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 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 215.72
2.618 210.38
1.618 207.11
1.000 205.09
0.618 203.84
HIGH 201.82
0.618 200.57
0.500 200.19
0.382 199.80
LOW 198.55
0.618 196.53
1.000 195.28
1.618 193.26
2.618 189.99
4.250 184.65
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 201.15 201.18
PP 200.67 200.73
S1 200.19 200.28

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

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