SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jan-2018
Day Change Summary
Previous Current
02-Jan-2018 03-Jan-2018 Change Change % Previous Week
Open 267.84 268.96 1.12 0.4% 267.05
High 268.81 270.64 1.83 0.7% 268.55
Low 267.40 268.96 1.56 0.6% 266.64
Close 268.77 270.47 1.70 0.6% 266.86
Range 1.41 1.68 0.27 19.1% 1.91
ATR 1.43 1.46 0.03 2.2% 0.00
Volume 86,655,696 90,070,400 3,414,704 3.9% 244,118,800
Daily Pivots for day following 03-Jan-2018
Classic Woodie Camarilla DeMark
R4 275.06 274.45 271.39
R3 273.38 272.77 270.93
R2 271.70 271.70 270.78
R1 271.09 271.09 270.62 271.40
PP 270.02 270.02 270.02 270.18
S1 269.41 269.41 270.32 269.72
S2 268.34 268.34 270.16
S3 266.66 267.73 270.01
S4 264.98 266.05 269.55
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 273.08 271.88 267.91
R3 271.17 269.97 267.39
R2 269.26 269.26 267.21
R1 268.06 268.06 267.04 267.71
PP 267.35 267.35 267.35 267.17
S1 266.15 266.15 266.68 265.80
S2 265.44 265.44 266.51
S3 263.53 264.24 266.33
S4 261.62 262.33 265.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 270.64 266.64 4.00 1.5% 1.24 0.5% 96% True False 75,120,099
10 270.64 266.64 4.00 1.5% 1.16 0.4% 96% True False 72,573,230
20 270.64 262.71 7.93 2.9% 1.22 0.5% 98% True False 81,675,825
40 270.64 255.63 15.01 5.5% 1.37 0.5% 99% True False 77,183,154
60 270.64 253.65 16.99 6.3% 1.28 0.5% 99% True False 70,870,603
80 270.64 248.02 22.62 8.4% 1.20 0.4% 99% True False 69,142,572
100 270.64 241.83 28.81 10.7% 1.25 0.5% 99% True False 69,414,584
120 270.64 241.83 28.81 10.7% 1.23 0.5% 99% True False 67,340,148
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 277.78
2.618 275.04
1.618 273.36
1.000 272.32
0.618 271.68
HIGH 270.64
0.618 270.00
0.500 269.80
0.382 269.60
LOW 268.96
0.618 267.92
1.000 267.28
1.618 266.24
2.618 264.56
4.250 261.82
Fisher Pivots for day following 03-Jan-2018
Pivot 1 day 3 day
R1 270.25 269.86
PP 270.02 269.25
S1 269.80 268.64

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

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