SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 205.13 200.49 -4.64 -2.3% 204.86
High 205.89 201.03 -4.86 -2.4% 207.79
Low 203.87 198.59 -5.28 -2.6% 203.87
Close 203.87 201.02 -2.85 -1.4% 203.87
Range 2.02 2.44 0.42 20.8% 3.92
ATR 2.53 2.73 0.20 7.8% 0.00
Volume 114,877,797 222,353,516 107,475,719 93.6% 336,735,899
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 207.53 206.72 202.36
R3 205.09 204.28 201.69
R2 202.65 202.65 201.47
R1 201.84 201.84 201.24 202.25
PP 200.21 200.21 200.21 200.42
S1 199.40 199.40 200.80 199.81
S2 197.77 197.77 200.57
S3 195.33 196.96 200.35
S4 192.89 194.52 199.68
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 216.94 214.32 206.03
R3 213.02 210.40 204.95
R2 209.10 209.10 204.59
R1 206.48 206.48 204.23 205.83
PP 205.18 205.18 205.18 204.85
S1 202.56 202.56 203.51 201.91
S2 201.26 201.26 203.15
S3 197.34 198.64 202.79
S4 193.42 194.72 201.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 207.79 198.59 9.20 4.6% 1.71 0.9% 26% False True 111,817,883
10 207.79 198.59 9.20 4.6% 1.81 0.9% 26% False True 118,013,272
20 209.97 198.59 11.38 5.7% 2.51 1.2% 21% False True 138,735,741
40 211.00 198.59 12.41 6.2% 2.25 1.1% 20% False True 119,848,857
60 211.66 198.59 13.07 6.5% 2.12 1.1% 19% False True 115,096,057
80 211.66 186.93 24.73 12.3% 2.29 1.1% 57% False False 123,093,097
100 211.66 182.40 29.26 14.6% 2.65 1.3% 64% False False 139,013,700
120 213.18 182.40 30.78 15.3% 2.47 1.2% 60% False False 132,653,523
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 211.40
2.618 207.42
1.618 204.98
1.000 203.47
0.618 202.54
HIGH 201.03
0.618 200.10
0.500 199.81
0.382 199.52
LOW 198.59
0.618 197.08
1.000 196.15
1.618 194.64
2.618 192.20
4.250 188.22
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 200.62 202.90
PP 200.21 202.27
S1 199.81 201.65

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

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