SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 202.77 201.41 -1.36 -0.7% 202.07
High 202.93 201.88 -1.05 -0.5% 208.48
Low 199.83 200.09 0.26 0.1% 199.83
Close 200.02 201.67 1.65 0.8% 200.02
Range 3.10 1.79 -1.31 -42.3% 8.65
ATR 3.00 2.92 -0.08 -2.7% 0.00
Volume 251,393,406 99,094,305 -152,299,101 -60.6% 957,957,218
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 206.58 205.92 202.65
R3 204.79 204.13 202.16
R2 203.00 203.00 202.00
R1 202.34 202.34 201.83 202.67
PP 201.21 201.21 201.21 201.38
S1 200.55 200.55 201.51 200.88
S2 199.42 199.42 201.34
S3 197.63 198.76 201.18
S4 195.84 196.97 200.69
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 228.73 223.02 204.78
R3 220.08 214.37 202.40
R2 211.43 211.43 201.61
R1 205.72 205.72 200.81 204.25
PP 202.78 202.78 202.78 202.04
S1 197.07 197.07 199.23 195.60
S2 194.13 194.13 198.43
S3 185.48 188.42 197.64
S4 176.83 179.77 195.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 208.48 199.83 8.65 4.3% 3.07 1.5% 21% False False 174,933,282
10 208.68 199.83 8.85 4.4% 3.04 1.5% 21% False False 165,012,742
20 211.00 199.83 11.17 5.5% 2.64 1.3% 16% False False 134,173,245
40 211.66 199.83 11.83 5.9% 2.27 1.1% 16% False False 118,662,457
60 211.66 186.93 24.73 12.3% 2.31 1.1% 60% False False 121,335,270
80 211.66 186.93 24.73 12.3% 2.43 1.2% 60% False False 129,779,091
100 211.66 182.40 29.26 14.5% 2.65 1.3% 66% False False 138,968,055
120 213.18 182.40 30.78 15.3% 2.51 1.2% 63% False False 134,252,631
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.85
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 209.49
2.618 206.57
1.618 204.78
1.000 203.67
0.618 202.99
HIGH 201.88
0.618 201.20
0.500 200.99
0.382 200.77
LOW 200.09
0.618 198.98
1.000 198.30
1.618 197.19
2.618 195.40
4.250 192.48
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 201.44 204.16
PP 201.21 203.33
S1 200.99 202.50

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

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