SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 198.34 195.33 -3.01 -1.5% 204.86
High 200.06 197.44 -2.62 -1.3% 207.79
Low 197.60 193.59 -4.01 -2.0% 203.87
Close 198.82 194.05 -4.77 -2.4% 203.87
Range 2.46 3.85 1.39 56.5% 3.92
ATR 2.74 2.92 0.18 6.5% 0.00
Volume 152,112,608 213,435,904 61,323,296 40.3% 336,735,899
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 206.58 204.16 196.17
R3 202.73 200.31 195.11
R2 198.88 198.88 194.76
R1 196.46 196.46 194.40 195.75
PP 195.03 195.03 195.03 194.67
S1 192.61 192.61 193.70 191.90
S2 191.18 191.18 193.34
S3 187.33 188.76 192.99
S4 183.48 184.91 191.93
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
5 205.89 193.59 12.30 6.3% 2.52 1.3% 4% False True 162,725,124
10 207.79 193.59 14.20 7.3% 1.91 1.0% 3% False True 119,501,312
20 208.68 193.59 15.09 7.8% 2.46 1.3% 3% False True 142,639,721
40 211.00 193.59 17.41 9.0% 2.30 1.2% 3% False True 123,761,495
60 211.66 193.59 18.07 9.3% 2.17 1.1% 3% False True 117,746,149
80 211.66 186.93 24.73 12.7% 2.31 1.2% 29% False False 124,576,103
100 211.66 182.40 29.26 15.1% 2.67 1.4% 40% False False 140,434,710
120 213.18 182.40 30.78 15.9% 2.52 1.3% 38% False False 134,176,582
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 0.52
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 213.80
2.618 207.52
1.618 203.67
1.000 201.29
0.618 199.82
HIGH 197.44
0.618 195.97
0.500 195.52
0.382 195.06
LOW 193.59
0.618 191.21
1.000 189.74
1.618 187.36
2.618 183.51
4.250 177.23
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 195.52 197.75
PP 195.03 196.51
S1 194.54 195.28

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

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