SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 226.01 225.25 -0.76 -0.3% 226.40
High 226.08 226.02 -0.06 0.0% 228.34
Low 224.67 225.08 0.41 0.2% 224.67
Close 225.04 225.53 0.49 0.2% 225.04
Range 1.41 0.94 -0.47 -33.3% 3.67
ATR 1.78 1.72 -0.06 -3.2% 0.00
Volume 156,420,096 90,341,104 -66,078,992 -42.2% 636,387,880
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 228.36 227.89 226.05
R3 227.42 226.95 225.79
R2 226.48 226.48 225.70
R1 226.01 226.01 225.62 226.25
PP 225.54 225.54 225.54 225.66
S1 225.07 225.07 225.44 225.31
S2 224.60 224.60 225.36
S3 223.66 224.13 225.27
S4 222.72 223.19 225.01
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 237.03 234.70 227.06
R3 233.36 231.03 226.05
R2 229.69 229.69 225.71
R1 227.36 227.36 225.38 226.69
PP 226.02 226.02 226.02 225.68
S1 223.69 223.69 224.70 223.02
S2 222.35 222.35 224.37
S3 218.68 220.02 224.03
S4 215.01 216.35 223.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 228.34 224.67 3.67 1.6% 1.69 0.8% 23% False False 124,942,577
10 228.34 220.66 7.68 3.4% 1.66 0.7% 63% False False 108,506,428
20 228.34 219.00 9.34 4.1% 1.39 0.6% 70% False False 90,042,879
40 228.34 208.38 19.96 8.9% 1.59 0.7% 86% False False 96,552,901
60 228.34 208.38 19.96 8.9% 1.61 0.7% 86% False False 93,451,587
80 228.34 208.38 19.96 8.9% 1.67 0.7% 86% False False 96,822,749
100 228.34 208.38 19.96 8.9% 1.57 0.7% 86% False False 90,086,477
120 228.34 206.56 21.78 9.7% 1.56 0.7% 87% False False 89,521,688
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 230.02
2.618 228.48
1.618 227.54
1.000 226.96
0.618 226.60
HIGH 226.02
0.618 225.66
0.500 225.55
0.382 225.44
LOW 225.08
0.618 224.50
1.000 224.14
1.618 223.56
2.618 222.62
4.250 221.09
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 225.55 226.24
PP 225.54 226.00
S1 225.54 225.77

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

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