SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 206.08 209.23 3.15 1.5% 209.75
High 209.97 209.73 -0.24 -0.1% 211.00
Low 205.93 207.20 1.27 0.6% 204.75
Close 209.62 208.35 -1.27 -0.6% 209.62
Range 4.04 2.53 -1.51 -37.4% 6.25
ATR 2.35 2.36 0.01 0.6% 0.00
Volume 192,915,297 102,027,102 -90,888,195 -47.1% 678,261,695
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 216.02 214.71 209.74
R3 213.49 212.18 209.05
R2 210.96 210.96 208.81
R1 209.65 209.65 208.58 209.04
PP 208.43 208.43 208.43 208.12
S1 207.12 207.12 208.12 206.51
S2 205.90 205.90 207.89
S3 203.37 204.59 207.65
S4 200.84 202.06 206.96
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% 3.09 1.5% 58% False False 133,493,218
10 211.00 204.75 6.25 3.0% 2.23 1.1% 58% False False 103,333,749
20 211.00 202.18 8.82 4.2% 2.14 1.0% 70% False False 106,265,088
40 211.66 198.94 12.72 6.1% 1.98 0.9% 74% False False 104,124,945
60 211.66 186.93 24.73 11.9% 2.24 1.1% 87% False False 118,156,223
80 211.66 182.40 29.26 14.0% 2.70 1.3% 89% False False 139,501,135
100 213.18 182.40 30.78 14.8% 2.51 1.2% 84% False False 132,340,530
120 213.34 182.40 30.94 14.9% 2.41 1.2% 84% False False 130,923,526
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 220.48
2.618 216.35
1.618 213.82
1.000 212.26
0.618 211.29
HIGH 209.73
0.618 208.76
0.500 208.47
0.382 208.17
LOW 207.20
0.618 205.64
1.000 204.67
1.618 203.11
2.618 200.58
4.250 196.45
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 208.47 208.02
PP 208.43 207.69
S1 208.39 207.36

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

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