SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 201.40 198.34 -3.06 -1.5% 204.86
High 201.90 200.06 -1.84 -0.9% 207.79
Low 200.05 197.60 -2.45 -1.2% 203.87
Close 201.36 198.82 -2.54 -1.3% 203.87
Range 1.85 2.46 0.61 33.0% 3.92
ATR 2.66 2.74 0.08 2.9% 0.00
Volume 110,845,797 152,112,608 41,266,811 37.2% 336,735,899
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 206.21 204.97 200.17
R3 203.75 202.51 199.50
R2 201.29 201.29 199.27
R1 200.05 200.05 199.05 200.67
PP 198.83 198.83 198.83 199.14
S1 197.59 197.59 198.59 198.21
S2 196.37 196.37 198.37
S3 193.91 195.13 198.14
S4 191.45 192.67 197.47
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
5 207.21 197.60 9.61 4.8% 2.04 1.0% 13% False True 132,701,464
10 207.79 197.60 10.19 5.1% 1.76 0.9% 12% False True 109,260,341
20 208.68 197.60 11.08 5.6% 2.40 1.2% 11% False True 137,136,541
40 211.00 197.60 13.40 6.7% 2.27 1.1% 9% False True 121,700,815
60 211.66 197.60 14.06 7.1% 2.12 1.1% 9% False True 115,128,810
80 211.66 186.93 24.73 12.4% 2.28 1.1% 48% False False 122,901,303
100 211.66 182.40 29.26 14.7% 2.64 1.3% 56% False False 139,028,216
120 213.18 182.40 30.78 15.5% 2.49 1.3% 53% False False 133,139,865
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 0.46
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 210.52
2.618 206.50
1.618 204.04
1.000 202.52
0.618 201.58
HIGH 200.06
0.618 199.12
0.500 198.83
0.382 198.54
LOW 197.60
0.618 196.08
1.000 195.14
1.618 193.62
2.618 191.16
4.250 187.15
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 198.83 199.75
PP 198.83 199.44
S1 198.82 199.13

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

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