SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 227.41 226.16 -1.25 -0.5% 220.65
High 228.23 227.81 -0.42 -0.2% 226.53
Low 225.37 225.89 0.52 0.2% 220.42
Close 225.88 226.81 0.93 0.4% 226.51
Range 2.86 1.92 -0.94 -32.9% 6.11
ATR 1.73 1.75 0.01 0.8% 0.00
Volume 142,501,792 124,972,496 -17,529,296 -12.3% 426,173,100
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 232.60 231.62 227.87
R3 230.68 229.70 227.34
R2 228.76 228.76 227.16
R1 227.78 227.78 226.99 228.27
PP 226.84 226.84 226.84 227.08
S1 225.86 225.86 226.63 226.35
S2 224.92 224.92 226.46
S3 223.00 223.94 226.28
S4 221.08 222.02 225.75
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 242.82 240.77 229.87
R3 236.71 234.66 228.19
R2 230.60 230.60 227.63
R1 228.55 228.55 227.07 229.58
PP 224.49 224.49 224.49 225.00
S1 222.44 222.44 225.95 223.47
S2 218.38 218.38 225.39
S3 212.27 216.33 224.83
S4 206.16 210.22 223.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 228.34 225.37 2.97 1.3% 1.70 0.7% 48% False False 113,594,696
10 228.34 219.26 9.08 4.0% 1.63 0.7% 83% False False 98,098,118
20 228.34 217.92 10.42 4.6% 1.38 0.6% 85% False False 85,507,959
40 228.34 208.38 19.96 8.8% 1.60 0.7% 92% False False 94,452,091
60 228.34 208.38 19.96 8.8% 1.60 0.7% 92% False False 91,843,027
80 228.34 208.38 19.96 8.8% 1.67 0.7% 92% False False 95,500,154
100 228.34 208.38 19.96 8.8% 1.57 0.7% 92% False False 89,110,059
120 228.34 201.12 27.22 12.0% 1.57 0.7% 94% False False 89,937,936
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 235.97
2.618 232.84
1.618 230.92
1.000 229.73
0.618 229.00
HIGH 227.81
0.618 227.08
0.500 226.85
0.382 226.62
LOW 225.89
0.618 224.70
1.000 223.97
1.618 222.78
2.618 220.86
4.250 217.73
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 226.85 226.86
PP 226.84 226.84
S1 226.82 226.83

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

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