SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 224.73 225.04 0.31 0.1% 226.02
High 224.83 225.83 1.00 0.4% 226.73
Low 222.73 223.88 1.15 0.5% 222.73
Close 223.53 225.24 1.71 0.8% 223.53
Range 2.10 1.95 -0.15 -7.1% 4.00
ATR 1.52 1.57 0.06 3.7% 0.00
Volume 108,998,304 91,366,496 -17,631,808 -16.2% 264,461,704
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 230.83 229.99 226.31
R3 228.88 228.04 225.78
R2 226.93 226.93 225.60
R1 226.09 226.09 225.42 226.51
PP 224.98 224.98 224.98 225.20
S1 224.14 224.14 225.06 224.56
S2 223.03 223.03 224.88
S3 221.08 222.19 224.70
S4 219.13 220.24 224.17
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 236.33 233.93 225.73
R3 232.33 229.93 224.63
R2 228.33 228.33 224.26
R1 225.93 225.93 223.90 225.13
PP 224.33 224.33 224.33 223.93
S1 221.93 221.93 223.16 221.13
S2 220.33 220.33 222.80
S3 216.33 217.93 222.43
S4 212.33 213.93 221.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 226.73 222.73 4.00 1.8% 1.63 0.7% 63% False False 71,165,640
10 226.73 222.73 4.00 1.8% 1.18 0.5% 63% False False 69,683,390
20 228.34 220.42 7.92 3.5% 1.42 0.6% 61% False False 87,969,744
40 228.34 208.38 19.96 8.9% 1.49 0.7% 84% False False 91,801,174
60 228.34 208.38 19.96 8.9% 1.53 0.7% 84% False False 89,559,696
80 228.34 208.38 19.96 8.9% 1.65 0.7% 84% False False 95,392,785
100 228.34 208.38 19.96 8.9% 1.55 0.7% 84% False False 90,484,451
120 228.34 208.38 19.96 8.9% 1.51 0.7% 84% False False 86,586,623
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 234.12
2.618 230.94
1.618 228.99
1.000 227.78
0.618 227.04
HIGH 225.83
0.618 225.09
0.500 224.86
0.382 224.62
LOW 223.88
0.618 222.67
1.000 221.93
1.618 220.72
2.618 218.77
4.250 215.59
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 225.11 224.92
PP 224.98 224.60
S1 224.86 224.28

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

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