SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Dec-2017
Day Change Summary
Previous Current
08-Dec-2017 11-Dec-2017 Change Change % Previous Week
Open 264.99 265.58 0.59 0.2% 266.31
High 265.52 266.38 0.86 0.3% 266.80
Low 264.03 265.48 1.45 0.5% 262.71
Close 265.51 266.31 0.80 0.3% 265.51
Range 1.49 0.90 -0.59 -39.6% 4.09
ATR 1.72 1.66 -0.06 -3.4% 0.00
Volume 76,563,800 83,077,504 6,513,704 8.5% 401,715,784
Daily Pivots for day following 11-Dec-2017
Classic Woodie Camarilla DeMark
R4 268.76 268.43 266.81
R3 267.86 267.53 266.56
R2 266.96 266.96 266.48
R1 266.63 266.63 266.39 266.80
PP 266.06 266.06 266.06 266.14
S1 265.73 265.73 266.23 265.90
S2 265.16 265.16 266.15
S3 264.26 264.83 266.06
S4 263.36 263.93 265.82
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 277.28 275.48 267.76
R3 273.19 271.39 266.63
R2 269.10 269.10 266.26
R1 267.30 267.30 265.88 266.16
PP 265.01 265.01 265.01 264.43
S1 263.21 263.21 265.14 262.07
S2 260.92 260.92 264.76
S3 256.83 259.12 264.39
S4 252.74 255.03 263.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 266.38 262.71 3.67 1.4% 1.40 0.5% 98% True False 78,150,558
10 266.80 260.66 6.15 2.3% 2.03 0.8% 92% False False 95,356,228
20 266.80 255.63 11.17 4.2% 1.56 0.6% 96% False False 76,593,414
40 266.80 254.00 12.80 4.8% 1.38 0.5% 96% False False 69,526,807
60 266.80 248.08 18.72 7.0% 1.24 0.5% 97% False False 65,171,244
80 266.80 241.83 24.97 9.4% 1.25 0.5% 98% False False 66,376,053
100 266.80 241.83 24.97 9.4% 1.25 0.5% 98% False False 66,033,478
120 266.80 239.96 26.84 10.1% 1.27 0.5% 98% False False 64,630,987
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 270.21
2.618 268.74
1.618 267.84
1.000 267.28
0.618 266.94
HIGH 266.38
0.618 266.04
0.500 265.93
0.382 265.82
LOW 265.48
0.618 264.92
1.000 264.58
1.618 264.02
2.618 263.12
4.250 261.66
Fisher Pivots for day following 11-Dec-2017
Pivot 1 day 3 day
R1 266.18 265.76
PP 266.06 265.21
S1 265.93 264.66

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

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