SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Dec-2016
Day Change Summary
Previous Current
30-Nov-2016 01-Dec-2016 Change Change % Previous Week
Open 221.63 220.73 -0.90 -0.4% 219.17
High 221.82 220.73 -1.09 -0.5% 221.56
Low 220.31 219.15 -1.16 -0.5% 219.00
Close 220.38 219.57 -0.81 -0.4% 221.52
Range 1.51 1.58 0.07 4.6% 2.56
ATR 1.64 1.63 0.00 -0.2% 0.00
Volume 113,291,800 79,040,400 -34,251,400 -30.2% 234,323,896
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 224.56 223.64 220.44
R3 222.98 222.06 220.00
R2 221.40 221.40 219.86
R1 220.48 220.48 219.71 220.15
PP 219.82 219.82 219.82 219.65
S1 218.90 218.90 219.43 218.57
S2 218.24 218.24 219.28
S3 216.66 217.32 219.14
S4 215.08 215.74 218.70
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 228.37 227.51 222.93
R3 225.81 224.95 222.22
R2 223.25 223.25 221.99
R1 222.39 222.39 221.75 222.82
PP 220.69 220.69 220.69 220.91
S1 219.83 219.83 221.29 220.26
S2 218.13 218.13 221.05
S3 215.57 217.27 220.82
S4 213.01 214.71 220.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 221.82 219.15 2.67 1.2% 1.21 0.5% 16% False True 75,332,699
10 221.82 217.92 3.90 1.8% 1.14 0.5% 42% False False 72,917,799
20 221.82 208.38 13.44 6.1% 1.60 0.7% 83% False False 96,337,554
40 221.82 208.38 13.44 6.1% 1.60 0.7% 83% False False 90,056,846
60 221.82 208.38 13.44 6.1% 1.72 0.8% 83% False False 97,854,841
80 221.82 208.38 13.44 6.1% 1.58 0.7% 83% False False 90,901,873
100 221.82 208.38 13.44 6.1% 1.53 0.7% 83% False False 86,434,837
120 221.82 198.65 23.17 10.6% 1.65 0.8% 90% False False 93,735,986
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 0.20
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 227.45
2.618 224.87
1.618 223.29
1.000 222.31
0.618 221.71
HIGH 220.73
0.618 220.13
0.500 219.94
0.382 219.75
LOW 219.15
0.618 218.17
1.000 217.57
1.618 216.59
2.618 215.01
4.250 212.44
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 219.94 220.49
PP 219.82 220.18
S1 219.69 219.88

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

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