SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 225.25 226.15 0.90 0.4% 226.40
High 226.02 226.57 0.55 0.2% 228.34
Low 225.08 225.88 0.80 0.4% 224.67
Close 225.53 226.40 0.87 0.4% 225.04
Range 0.94 0.69 -0.25 -26.6% 3.67
ATR 1.72 1.67 -0.05 -2.8% 0.00
Volume 90,341,104 89,838,800 -502,304 -0.6% 636,387,880
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 228.35 228.07 226.78
R3 227.66 227.38 226.59
R2 226.97 226.97 226.53
R1 226.69 226.69 226.46 226.83
PP 226.28 226.28 226.28 226.36
S1 226.00 226.00 226.34 226.14
S2 225.59 225.59 226.27
S3 224.90 225.31 226.21
S4 224.21 224.62 226.02
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
5 228.23 224.67 3.56 1.6% 1.56 0.7% 49% False False 120,814,857
10 228.34 221.38 6.96 3.1% 1.63 0.7% 72% False False 111,502,578
20 228.34 219.15 9.19 4.1% 1.37 0.6% 79% False False 90,914,689
40 228.34 208.38 19.96 8.8% 1.59 0.7% 90% False False 97,295,209
60 228.34 208.38 19.96 8.8% 1.60 0.7% 90% False False 93,452,049
80 228.34 208.38 19.96 8.8% 1.64 0.7% 90% False False 96,414,405
100 228.34 208.38 19.96 8.8% 1.56 0.7% 90% False False 90,189,671
120 228.34 207.06 21.28 9.4% 1.54 0.7% 91% False False 88,895,162
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 229.50
2.618 228.38
1.618 227.69
1.000 227.26
0.618 227.00
HIGH 226.57
0.618 226.31
0.500 226.23
0.382 226.14
LOW 225.88
0.618 225.45
1.000 225.19
1.618 224.76
2.618 224.07
4.250 222.95
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 226.34 226.14
PP 226.28 225.88
S1 226.23 225.62

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

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