SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 205.72 204.86 -0.86 -0.4% 201.41
High 206.33 205.26 -1.07 -0.5% 206.33
Low 205.42 203.94 -1.48 -0.7% 200.09
Close 205.68 205.21 -0.47 -0.2% 205.68
Range 0.91 1.32 0.41 45.1% 6.24
ATR 2.71 2.64 -0.07 -2.6% 0.00
Volume 48,542,102 65,899,898 17,357,796 35.8% 369,649,899
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 208.76 208.31 205.94
R3 207.44 206.99 205.57
R2 206.12 206.12 205.45
R1 205.67 205.67 205.33 205.90
PP 204.80 204.80 204.80 204.92
S1 204.35 204.35 205.09 204.58
S2 203.48 203.48 204.97
S3 202.16 203.03 204.85
S4 200.84 201.71 204.48
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 222.75 220.46 209.11
R3 216.51 214.22 207.40
R2 210.27 210.27 206.82
R1 207.98 207.98 206.25 209.13
PP 204.03 204.03 204.03 204.61
S1 201.74 201.74 205.11 202.89
S2 197.79 197.79 204.54
S3 191.55 195.50 203.96
S4 185.31 189.26 202.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 206.33 200.09 6.24 3.0% 1.56 0.8% 82% False False 87,109,959
10 208.48 199.83 8.65 4.2% 2.45 1.2% 62% False False 139,350,701
20 211.00 199.83 11.17 5.4% 2.66 1.3% 48% False False 138,343,585
40 211.66 199.83 11.83 5.8% 2.27 1.1% 45% False False 117,739,577
60 211.66 189.12 22.54 11.0% 2.21 1.1% 71% False False 116,407,992
80 211.66 186.93 24.73 12.1% 2.36 1.2% 74% False False 124,735,000
100 211.66 182.40 29.26 14.3% 2.65 1.3% 78% False False 138,484,210
120 213.18 182.40 30.78 15.0% 2.48 1.2% 74% False False 132,388,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 210.87
2.618 208.72
1.618 207.40
1.000 206.58
0.618 206.08
HIGH 205.26
0.618 204.76
0.500 204.60
0.382 204.44
LOW 203.94
0.618 203.12
1.000 202.62
1.618 201.80
2.618 200.48
4.250 198.33
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 205.01 205.19
PP 204.80 205.16
S1 204.60 205.14

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

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