SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 193.01 193.82 0.81 0.4% 200.49
High 193.41 194.55 1.14 0.6% 201.90
Low 189.82 191.14 1.32 0.7% 191.58
Close 192.11 193.66 1.55 0.8% 191.92
Range 3.59 3.41 -0.18 -5.0% 10.32
ATR 3.06 3.08 0.03 0.8% 0.00
Volume 187,941,408 172,330,400 -15,611,008 -8.3% 908,564,929
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 203.35 201.91 195.54
R3 199.94 198.50 194.60
R2 196.53 196.53 194.29
R1 195.09 195.09 193.97 194.11
PP 193.12 193.12 193.12 192.62
S1 191.68 191.68 193.35 190.70
S2 189.71 189.71 193.03
S3 186.30 188.27 192.72
S4 182.89 184.86 191.78
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 226.09 219.33 197.60
R3 215.77 209.01 194.76
R2 205.45 205.45 193.81
R1 198.69 198.69 192.87 196.91
PP 195.13 195.13 195.13 194.25
S1 188.37 188.37 190.97 186.59
S2 184.81 184.81 190.03
S3 174.49 178.05 189.08
S4 164.17 167.73 186.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 200.06 189.82 10.24 5.3% 3.52 1.8% 38% False False 187,127,484
10 207.79 189.82 17.97 9.3% 2.67 1.4% 21% False False 153,967,273
20 208.48 189.82 18.66 9.6% 2.56 1.3% 21% False False 146,658,987
40 211.00 189.82 21.18 10.9% 2.46 1.3% 18% False False 131,387,835
60 211.66 189.82 21.84 11.3% 2.24 1.2% 18% False False 121,892,847
80 211.66 186.93 24.73 12.8% 2.34 1.2% 27% False False 125,584,287
100 211.66 182.40 29.26 15.1% 2.72 1.4% 38% False False 142,898,488
120 211.66 182.40 29.26 15.1% 2.58 1.3% 38% False False 136,951,659
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.62
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 209.04
2.618 203.48
1.618 200.07
1.000 197.96
0.618 196.66
HIGH 194.55
0.618 193.25
0.500 192.85
0.382 192.44
LOW 191.14
0.618 189.03
1.000 187.73
1.618 185.62
2.618 182.21
4.250 176.65
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 193.39 193.39
PP 193.12 193.11
S1 192.85 192.84

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

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