SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 204.70 206.37 1.67 0.8% 209.23
High 206.11 208.39 2.28 1.1% 209.73
Low 202.87 204.80 1.93 1.0% 201.51
Close 205.03 208.03 3.00 1.5% 201.88
Range 3.24 3.59 0.35 10.8% 8.22
ATR 2.72 2.78 0.06 2.3% 0.00
Volume 154,069,500 197,016,703 42,947,203 27.9% 695,103,001
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 217.84 216.53 210.00
R3 214.25 212.94 209.02
R2 210.66 210.66 208.69
R1 209.35 209.35 208.36 210.01
PP 207.07 207.07 207.07 207.40
S1 205.76 205.76 207.70 206.42
S2 203.48 203.48 207.37
S3 199.89 202.17 207.04
S4 196.30 198.58 206.06
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 229.03 223.68 206.40
R3 220.81 215.46 204.14
R2 212.59 212.59 203.39
R1 207.24 207.24 202.63 205.81
PP 204.37 204.37 204.37 203.66
S1 199.02 199.02 201.13 197.59
S2 196.15 196.15 200.37
S3 187.93 190.80 199.62
S4 179.71 182.58 197.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 208.39 199.95 8.44 4.1% 2.97 1.4% 96% True False 172,154,681
10 209.97 199.95 10.02 4.8% 3.28 1.6% 81% False False 158,771,370
20 211.00 199.95 11.05 5.3% 2.46 1.2% 73% False False 123,172,955
40 211.66 199.95 11.71 5.6% 2.24 1.1% 69% False False 116,107,749
60 211.66 186.93 24.73 11.9% 2.30 1.1% 85% False False 119,396,002
80 211.66 186.92 24.74 11.9% 2.56 1.2% 85% False False 135,524,756
100 211.66 182.40 29.26 14.1% 2.63 1.3% 88% False False 136,938,656
120 213.18 182.40 30.78 14.8% 2.51 1.2% 83% False False 134,235,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 223.65
2.618 217.79
1.618 214.20
1.000 211.98
0.618 210.61
HIGH 208.39
0.618 207.02
0.500 206.60
0.382 206.17
LOW 204.80
0.618 202.58
1.000 201.21
1.618 198.99
2.618 195.40
4.250 189.54
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 207.55 206.74
PP 207.07 205.46
S1 206.60 204.17

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

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