SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 271.20 272.51 1.31 0.5% 267.84
High 272.16 273.56 1.40 0.5% 273.56
Low 270.55 271.95 1.41 0.5% 267.40
Close 271.61 273.42 1.81 0.7% 273.42
Range 1.62 1.61 -0.01 -0.3% 6.16
ATR 1.48 1.51 0.03 2.3% 0.00
Volume 80,636,400 83,523,904 2,887,504 3.6% 340,886,400
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 277.81 277.22 274.31
R3 276.20 275.61 273.86
R2 274.59 274.59 273.72
R1 274.00 274.00 273.57 274.30
PP 272.98 272.98 272.98 273.12
S1 272.39 272.39 273.27 272.69
S2 271.37 271.37 273.12
S3 269.76 270.78 272.98
S4 268.15 269.17 272.53
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 289.94 287.84 276.81
R3 283.78 281.68 275.11
R2 277.62 277.62 274.55
R1 275.52 275.52 273.98 276.57
PP 271.46 271.46 271.46 271.99
S1 269.36 269.36 272.86 270.41
S2 265.30 265.30 272.29
S3 259.14 263.20 271.73
S4 252.98 257.04 270.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 273.56 266.64 6.92 2.5% 1.65 0.6% 98% True False 87,378,760
10 273.56 266.64 6.92 2.5% 1.18 0.4% 98% True False 73,075,830
20 273.56 262.94 10.62 3.9% 1.23 0.4% 99% True False 82,189,190
40 273.56 255.63 17.93 6.6% 1.40 0.5% 99% True False 78,608,297
60 273.56 254.00 19.56 7.2% 1.30 0.5% 99% True False 72,292,268
80 273.56 248.08 25.48 9.3% 1.21 0.4% 99% True False 69,591,316
100 273.56 241.83 31.73 11.6% 1.26 0.5% 100% True False 69,574,569
120 273.56 241.83 31.73 11.6% 1.24 0.5% 100% True False 67,926,530
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 280.40
2.618 277.77
1.618 276.16
1.000 275.17
0.618 274.55
HIGH 273.56
0.618 272.94
0.500 272.76
0.382 272.57
LOW 271.95
0.618 270.96
1.000 270.34
1.618 269.35
2.618 267.74
4.250 265.11
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 273.20 272.70
PP 272.98 271.98
S1 272.76 271.26

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

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