SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 225.04 225.62 0.58 0.3% 226.02
High 225.83 226.75 0.92 0.4% 226.73
Low 223.88 225.61 1.73 0.8% 222.73
Close 225.24 226.58 1.34 0.6% 223.53
Range 1.95 1.14 -0.81 -41.5% 4.00
ATR 1.57 1.57 0.00 -0.3% 0.00
Volume 91,366,496 78,744,400 -12,622,096 -13.8% 264,461,704
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 229.73 229.30 227.21
R3 228.59 228.16 226.89
R2 227.45 227.45 226.79
R1 227.02 227.02 226.68 227.24
PP 226.31 226.31 226.31 226.42
S1 225.88 225.88 226.48 226.10
S2 225.17 225.17 226.37
S3 224.03 224.74 226.27
S4 222.89 223.60 225.95
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
5 226.75 222.73 4.02 1.8% 1.71 0.8% 96% True False 78,380,040
10 226.75 222.73 4.02 1.8% 1.20 0.5% 96% True False 68,523,720
20 228.34 220.66 7.68 3.4% 1.43 0.6% 77% False False 88,515,074
40 228.34 211.30 17.04 7.5% 1.48 0.7% 90% False False 91,041,734
60 228.34 208.38 19.96 8.8% 1.52 0.7% 91% False False 89,375,632
80 228.34 208.38 19.96 8.8% 1.62 0.7% 91% False False 93,607,228
100 228.34 208.38 19.96 8.8% 1.55 0.7% 91% False False 90,546,853
120 228.34 208.38 19.96 8.8% 1.51 0.7% 91% False False 86,482,570
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 231.60
2.618 229.73
1.618 228.59
1.000 227.89
0.618 227.45
HIGH 226.75
0.618 226.31
0.500 226.18
0.382 226.05
LOW 225.61
0.618 224.91
1.000 224.47
1.618 223.77
2.618 222.63
4.250 220.77
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 226.45 225.97
PP 226.31 225.35
S1 226.18 224.74

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

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