SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Dec-2019
Day Change Summary
Previous Current
26-Dec-2019 27-Dec-2019 Change Change % Previous Week
Open 321.65 323.74 2.09 0.6% 321.59
High 322.95 323.80 0.85 0.3% 323.80
Low 321.64 322.28 0.64 0.2% 320.90
Close 322.94 322.86 -0.08 0.0% 322.86
Range 1.31 1.52 0.21 16.0% 2.90
ATR 1.90 1.87 -0.03 -1.4% 0.00
Volume 31,024,100 42,554,800 11,530,700 37.2% 146,864,500
Daily Pivots for day following 27-Dec-2019
Classic Woodie Camarilla DeMark
R4 327.54 326.72 323.70
R3 326.02 325.20 323.28
R2 324.50 324.50 323.14
R1 323.68 323.68 323.00 323.33
PP 322.98 322.98 322.98 322.81
S1 322.16 322.16 322.72 321.81
S2 321.46 321.46 322.58
S3 319.94 320.64 322.44
S4 318.42 319.12 322.02
Weekly Pivots for week ending 27-Dec-2019
Classic Woodie Camarilla DeMark
R4 331.22 329.94 324.46
R3 328.32 327.04 323.66
R2 325.42 325.42 323.39
R1 324.14 324.14 323.13 324.78
PP 322.52 322.52 322.52 322.84
S1 321.24 321.24 322.59 321.88
S2 319.62 319.62 322.33
S3 316.72 318.34 322.06
S4 313.82 315.44 321.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 323.80 319.39 4.41 1.4% 1.33 0.4% 79% True False 59,240,541
10 323.80 316.02 7.78 2.4% 1.51 0.5% 88% True False 65,530,520
20 323.80 307.13 16.67 5.2% 1.75 0.5% 94% True False 61,011,395
40 323.80 301.73 22.07 6.8% 1.67 0.5% 96% True False 57,325,347
60 323.80 284.82 38.98 12.1% 1.91 0.6% 98% True False 57,047,016
80 323.80 284.82 38.98 12.1% 2.14 0.7% 98% True False 60,605,994
100 323.80 282.04 41.76 12.9% 2.52 0.8% 98% True False 64,478,567
120 323.80 281.72 42.08 13.0% 2.54 0.8% 98% True False 65,184,746
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 330.26
2.618 327.78
1.618 326.26
1.000 325.32
0.618 324.74
HIGH 323.80
0.618 323.22
0.500 323.04
0.382 322.86
LOW 322.28
0.618 321.34
1.000 320.76
1.618 319.82
2.618 318.30
4.250 315.82
Fisher Pivots for day following 27-Dec-2019
Pivot 1 day 3 day
R1 323.04 322.69
PP 322.98 322.52
S1 322.92 322.35

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

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