SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Dec-2017
Day Change Summary
Previous Current
26-Dec-2017 27-Dec-2017 Change Change % Previous Week
Open 267.05 267.38 0.33 0.1% 268.10
High 267.44 267.73 0.29 0.1% 268.60
Low 266.89 267.01 0.13 0.0% 266.69
Close 267.19 267.32 0.13 0.0% 267.51
Range 0.55 0.72 0.17 30.2% 1.91
ATR 1.46 1.41 -0.05 -3.6% 0.00
Volume 45,244,400 57,750,900 12,506,500 27.6% 388,540,908
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 269.51 269.14 267.72
R3 268.79 268.42 267.52
R2 268.07 268.07 267.45
R1 267.70 267.70 267.39 267.53
PP 267.35 267.35 267.35 267.27
S1 266.98 266.98 267.25 266.81
S2 266.63 266.63 267.19
S3 265.91 266.26 267.12
S4 265.19 265.54 266.92
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 273.33 272.33 268.56
R3 271.42 270.42 268.04
R2 269.51 269.51 267.86
R1 268.51 268.51 267.69 268.06
PP 267.60 267.60 267.60 267.37
S1 266.60 266.60 267.33 266.15
S2 265.69 265.69 267.16
S3 263.78 264.69 266.98
S4 261.87 262.78 266.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 268.39 266.69 1.70 0.6% 0.95 0.4% 37% False False 65,099,980
10 268.60 265.39 3.21 1.2% 1.10 0.4% 60% False False 83,971,841
20 268.60 260.76 7.84 2.9% 1.50 0.6% 84% False False 88,975,234
40 268.60 255.63 12.97 4.9% 1.35 0.5% 90% False False 75,000,580
60 268.60 252.23 16.37 6.1% 1.25 0.5% 92% False False 70,021,981
80 268.60 244.95 23.65 8.8% 1.19 0.4% 95% False False 68,559,240
100 268.60 241.83 26.77 10.0% 1.26 0.5% 95% False False 69,004,351
120 268.60 240.85 27.75 10.4% 1.22 0.5% 95% False False 66,242,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 270.79
2.618 269.61
1.618 268.89
1.000 268.45
0.618 268.17
HIGH 267.73
0.618 267.45
0.500 267.37
0.382 267.29
LOW 267.01
0.618 266.57
1.000 266.29
1.618 265.85
2.618 265.13
4.250 263.95
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 267.37 267.32
PP 267.35 267.31
S1 267.34 267.31

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

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