SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 225.62 226.27 0.65 0.3% 226.02
High 226.75 226.58 -0.17 -0.1% 226.73
Low 225.61 225.48 -0.13 -0.1% 222.73
Close 226.58 226.40 -0.18 -0.1% 223.53
Range 1.14 1.10 -0.04 -3.5% 4.00
ATR 1.57 1.53 -0.03 -2.1% 0.00
Volume 78,744,400 78,379,000 -365,400 -0.5% 264,461,704
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 229.45 229.03 227.01
R3 228.35 227.93 226.70
R2 227.25 227.25 226.60
R1 226.83 226.83 226.50 227.04
PP 226.15 226.15 226.15 226.26
S1 225.73 225.73 226.30 225.94
S2 225.05 225.05 226.20
S3 223.95 224.63 226.10
S4 222.85 223.53 225.80
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% 1.47 0.6% 91% False False 81,236,840
10 226.75 222.73 4.02 1.8% 1.24 0.5% 91% False False 67,377,740
20 228.34 221.38 6.96 3.1% 1.43 0.6% 72% False False 89,440,159
40 228.34 212.34 16.00 7.1% 1.46 0.6% 88% False False 90,256,339
60 228.34 208.38 19.96 8.8% 1.52 0.7% 90% False False 89,817,699
80 228.34 208.38 19.96 8.8% 1.57 0.7% 90% False False 92,485,979
100 228.34 208.38 19.96 8.8% 1.55 0.7% 90% False False 90,717,508
120 228.34 208.38 19.96 8.8% 1.50 0.7% 90% False False 86,242,770
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 231.26
2.618 229.46
1.618 228.36
1.000 227.68
0.618 227.26
HIGH 226.58
0.618 226.16
0.500 226.03
0.382 225.90
LOW 225.48
0.618 224.80
1.000 224.38
1.618 223.70
2.618 222.60
4.250 220.81
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 226.28 226.04
PP 226.15 225.68
S1 226.03 225.32

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

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