SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 210.62 208.83 -1.79 -0.8% 209.38
High 211.00 209.15 -1.85 -0.9% 209.98
Low 208.23 204.75 -3.48 -1.7% 207.41
Close 208.53 205.61 -2.92 -1.4% 209.56
Range 2.77 4.40 1.63 58.8% 2.57
ATR 2.02 2.19 0.17 8.4% 0.00
Volume 108,441,203 166,224,094 57,782,891 53.3% 253,048,695
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 219.70 217.06 208.03
R3 215.30 212.66 206.82
R2 210.90 210.90 206.42
R1 208.26 208.26 206.01 207.38
PP 206.50 206.50 206.50 206.07
S1 203.86 203.86 205.21 202.98
S2 202.10 202.10 204.80
S3 197.70 199.46 204.40
S4 193.30 195.06 203.19
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 216.69 215.70 210.97
R3 214.12 213.13 210.27
R2 211.55 211.55 210.03
R1 210.56 210.56 209.80 211.06
PP 208.98 208.98 208.98 209.23
S1 207.99 207.99 209.32 208.49
S2 206.41 206.41 209.09
S3 203.84 205.42 208.85
S4 201.27 202.85 208.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 211.00 204.75 6.25 3.0% 2.23 1.1% 14% False True 104,532,819
10 211.00 204.75 6.25 3.0% 1.79 0.9% 14% False True 92,062,699
20 211.00 202.18 8.82 4.3% 2.00 1.0% 39% False False 100,961,974
40 211.66 198.59 13.07 6.4% 1.92 0.9% 54% False False 103,276,215
60 211.66 186.93 24.73 12.0% 2.22 1.1% 76% False False 117,878,882
80 211.66 182.40 29.26 14.2% 2.68 1.3% 79% False False 139,083,190
100 213.18 182.40 30.78 15.0% 2.46 1.2% 75% False False 131,437,079
120 213.34 182.40 30.94 15.0% 2.39 1.2% 75% False False 130,232,480
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 0.38
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 227.85
2.618 220.67
1.618 216.27
1.000 213.55
0.618 211.87
HIGH 209.15
0.618 207.47
0.500 206.95
0.382 206.43
LOW 204.75
0.618 202.03
1.000 200.35
1.618 197.63
2.618 193.23
4.250 186.05
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 206.95 207.88
PP 206.50 207.12
S1 206.06 206.37

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

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