SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 202.72 204.69 1.97 1.0% 202.07
High 203.85 206.07 2.22 1.1% 208.48
Low 201.55 204.58 3.03 1.5% 199.83
Close 203.50 206.02 2.52 1.2% 200.02
Range 2.30 1.49 -0.81 -35.2% 8.65
ATR 2.87 2.85 -0.02 -0.7% 0.00
Volume 111,026,195 110,987,297 -38,898 0.0% 957,957,218
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 210.03 209.51 206.84
R3 208.54 208.02 206.43
R2 207.05 207.05 206.29
R1 206.53 206.53 206.16 206.79
PP 205.56 205.56 205.56 205.69
S1 205.04 205.04 205.88 205.30
S2 204.07 204.07 205.75
S3 202.58 203.55 205.61
S4 201.09 202.06 205.20
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 4.2% 2.46 1.2% 72% False False 149,118,740
10 208.48 199.83 8.65 4.2% 2.72 1.3% 72% False False 160,636,710
20 211.00 199.83 11.17 5.4% 2.63 1.3% 55% False False 137,086,370
40 211.66 199.83 11.83 5.7% 2.31 1.1% 52% False False 120,539,330
60 211.66 189.12 22.54 10.9% 2.26 1.1% 75% False False 119,409,473
80 211.66 186.93 24.73 12.0% 2.42 1.2% 77% False False 128,507,845
100 211.66 182.40 29.26 14.2% 2.66 1.3% 81% False False 139,015,866
120 213.18 182.40 30.78 14.9% 2.51 1.2% 77% False False 134,249,836
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.70
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 212.40
2.618 209.97
1.618 208.48
1.000 207.56
0.618 206.99
HIGH 206.07
0.618 205.50
0.500 205.33
0.382 205.15
LOW 204.58
0.618 203.66
1.000 203.09
1.618 202.17
2.618 200.68
4.250 198.25
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 205.79 205.04
PP 205.56 204.06
S1 205.33 203.08

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

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