SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Dec-2016
Day Change Summary
Previous Current
23-Dec-2016 27-Dec-2016 Change Change % Previous Week
Open 225.43 226.02 0.59 0.3% 225.25
High 225.72 226.73 1.01 0.4% 226.57
Low 225.21 226.00 0.79 0.4% 224.92
Close 225.71 226.27 0.56 0.2% 225.71
Range 0.51 0.73 0.22 43.1% 1.65
ATR 1.47 1.44 -0.03 -2.2% 0.00
Volume 36,697,800 42,672,400 5,974,600 16.3% 341,005,704
Daily Pivots for day following 27-Dec-2016
Classic Woodie Camarilla DeMark
R4 228.52 228.13 226.67
R3 227.79 227.40 226.47
R2 227.06 227.06 226.40
R1 226.67 226.67 226.34 226.87
PP 226.33 226.33 226.33 226.43
S1 225.94 225.94 226.20 226.14
S2 225.60 225.60 226.14
S3 224.87 225.21 226.07
S4 224.14 224.48 225.87
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 230.68 229.85 226.62
R3 229.03 228.20 226.16
R2 227.38 227.38 226.01
R1 226.55 226.55 225.86 226.97
PP 225.73 225.73 225.73 225.94
S1 224.90 224.90 225.56 225.32
S2 224.08 224.08 225.41
S3 222.43 223.25 225.26
S4 220.78 221.60 224.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 226.73 224.92 1.81 0.8% 0.69 0.3% 75% True False 58,667,400
10 228.34 224.67 3.67 1.6% 1.19 0.5% 44% False False 91,804,988
20 228.34 219.15 9.19 4.1% 1.32 0.6% 77% False False 89,164,909
40 228.34 208.38 19.96 8.8% 1.50 0.7% 90% False False 93,380,389
60 228.34 208.38 19.96 8.8% 1.50 0.7% 90% False False 89,993,819
80 228.34 208.38 19.96 8.8% 1.61 0.7% 90% False False 95,061,505
100 228.34 208.38 19.96 8.8% 1.52 0.7% 90% False False 89,562,794
120 228.34 208.38 19.96 8.8% 1.50 0.7% 90% False False 87,278,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 229.83
2.618 228.64
1.618 227.91
1.000 227.46
0.618 227.18
HIGH 226.73
0.618 226.45
0.500 226.37
0.382 226.28
LOW 226.00
0.618 225.55
1.000 225.27
1.618 224.82
2.618 224.09
4.250 222.90
Fisher Pivots for day following 27-Dec-2016
Pivot 1 day 3 day
R1 226.37 226.12
PP 226.33 225.97
S1 226.30 225.83

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

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