SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 208.83 206.08 -2.75 -1.3% 209.75
High 209.15 209.97 0.82 0.4% 211.00
Low 204.75 205.93 1.18 0.6% 204.75
Close 205.61 209.62 4.01 2.0% 209.62
Range 4.40 4.04 -0.36 -8.2% 6.25
ATR 2.19 2.35 0.15 7.1% 0.00
Volume 166,224,094 192,915,297 26,691,203 16.1% 678,261,695
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 220.63 219.16 211.84
R3 216.59 215.12 210.73
R2 212.55 212.55 210.36
R1 211.08 211.08 209.99 211.82
PP 208.51 208.51 208.51 208.87
S1 207.04 207.04 209.25 207.78
S2 204.47 204.47 208.88
S3 200.43 203.00 208.51
S4 196.39 198.96 207.40
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 227.21 224.66 213.06
R3 220.96 218.41 211.34
R2 214.71 214.71 210.77
R1 212.16 212.16 210.19 210.31
PP 208.46 208.46 208.46 207.53
S1 205.91 205.91 209.05 204.06
S2 202.21 202.21 208.47
S3 195.96 199.66 207.90
S4 189.71 193.41 206.18
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% 2.85 1.4% 78% False False 135,652,339
10 211.00 204.75 6.25 3.0% 2.11 1.0% 78% False False 102,532,189
20 211.00 202.18 8.82 4.2% 2.10 1.0% 84% False False 106,687,304
40 211.66 198.94 12.72 6.1% 1.95 0.9% 84% False False 104,272,717
60 211.66 186.93 24.73 11.8% 2.24 1.1% 92% False False 118,450,623
80 211.66 182.40 29.26 14.0% 2.69 1.3% 93% False False 139,343,086
100 213.18 182.40 30.78 14.7% 2.49 1.2% 88% False False 132,387,091
120 213.34 182.40 30.94 14.8% 2.41 1.1% 88% False False 131,129,206
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 227.14
2.618 220.55
1.618 216.51
1.000 214.01
0.618 212.47
HIGH 209.97
0.618 208.43
0.500 207.95
0.382 207.47
LOW 205.93
0.618 203.43
1.000 201.89
1.618 199.39
2.618 195.35
4.250 188.76
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 209.06 209.04
PP 208.51 208.46
S1 207.95 207.88

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

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