SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Dec-2016
Day Change Summary
Previous Current
28-Dec-2016 29-Dec-2016 Change Change % Previous Week
Open 226.57 224.48 -2.09 -0.9% 225.25
High 226.59 224.89 -1.70 -0.8% 226.57
Low 224.27 223.84 -0.43 -0.2% 224.92
Close 224.40 224.35 -0.05 0.0% 225.71
Range 2.32 1.05 -1.27 -54.7% 1.65
ATR 1.50 1.47 -0.03 -2.2% 0.00
Volume 64,095,000 48,696,000 -15,399,000 -24.0% 341,005,704
Daily Pivots for day following 29-Dec-2016
Classic Woodie Camarilla DeMark
R4 227.51 226.98 224.93
R3 226.46 225.93 224.64
R2 225.41 225.41 224.54
R1 224.88 224.88 224.45 224.62
PP 224.36 224.36 224.36 224.23
S1 223.83 223.83 224.25 223.57
S2 223.31 223.31 224.16
S3 222.26 222.78 224.06
S4 221.21 221.73 223.77
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
5 226.73 223.84 2.89 1.3% 1.09 0.5% 18% False True 49,676,040
10 227.81 223.84 3.97 1.8% 1.11 0.5% 13% False True 77,786,169
20 228.34 219.15 9.19 4.1% 1.35 0.6% 57% False False 85,645,539
40 228.34 208.38 19.96 8.9% 1.48 0.7% 80% False False 91,598,806
60 228.34 208.38 19.96 8.9% 1.50 0.7% 80% False False 88,482,669
80 228.34 208.38 19.96 8.9% 1.62 0.7% 80% False False 94,771,445
100 228.34 208.38 19.96 8.9% 1.53 0.7% 80% False False 89,572,719
120 228.34 208.38 19.96 8.9% 1.50 0.7% 80% False False 86,488,581
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 229.35
2.618 227.64
1.618 226.59
1.000 225.94
0.618 225.54
HIGH 224.89
0.618 224.49
0.500 224.37
0.382 224.24
LOW 223.84
0.618 223.19
1.000 222.79
1.618 222.14
2.618 221.09
4.250 219.38
Fisher Pivots for day following 29-Dec-2016
Pivot 1 day 3 day
R1 224.37 225.29
PP 224.36 224.97
S1 224.36 224.66

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

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