SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jan-2024
Day Change Summary
Previous Current
10-Jan-2024 11-Jan-2024 Change Change % Previous Week
Open 474.16 477.59 3.43 0.7% 472.16
High 477.45 478.12 0.67 0.1% 473.67
Low 473.87 472.26 -1.61 -0.3% 466.43
Close 476.56 476.35 -0.21 0.0% 467.92
Range 3.58 5.86 2.28 63.8% 7.24
ATR 4.06 4.19 0.13 3.2% 0.00
Volume 67,310,600 77,940,700 10,630,100 15.8% 396,944,500
Daily Pivots for day following 11-Jan-2024
Classic Woodie Camarilla DeMark
R4 493.16 490.61 479.57
R3 487.30 484.75 477.96
R2 481.44 481.44 477.42
R1 478.89 478.89 476.89 477.24
PP 475.58 475.58 475.58 474.75
S1 473.03 473.03 475.81 471.38
S2 469.72 469.72 475.28
S3 463.86 467.17 474.74
S4 458.00 461.31 473.13
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 491.06 486.73 471.90
R3 483.82 479.49 469.91
R2 476.58 476.58 469.25
R1 472.25 472.25 468.58 470.80
PP 469.34 469.34 469.34 468.61
S1 465.01 465.01 467.26 463.56
S2 462.10 462.10 466.59
S3 454.86 457.77 465.93
S4 447.62 450.53 463.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 478.12 466.43 11.69 2.5% 4.70 1.0% 85% True False 74,436,120
10 478.12 466.43 11.69 2.5% 3.86 0.8% 85% True False 88,244,740
20 478.12 464.12 14.00 2.9% 3.94 0.8% 87% True False 87,128,890
40 478.12 446.09 32.03 6.7% 3.52 0.7% 94% True False 77,874,927
60 478.12 409.21 68.91 14.5% 3.95 0.8% 97% True False 81,577,923
80 478.12 409.21 68.91 14.5% 4.27 0.9% 97% True False 83,243,075
100 478.12 409.21 68.91 14.5% 4.19 0.9% 97% True False 80,885,956
120 478.12 409.21 68.91 14.5% 4.21 0.9% 97% True False 79,879,526
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 503.03
2.618 493.46
1.618 487.60
1.000 483.98
0.618 481.74
HIGH 478.12
0.618 475.88
0.500 475.19
0.382 474.50
LOW 472.26
0.618 468.64
1.000 466.40
1.618 462.78
2.618 456.92
4.250 447.36
Fisher Pivots for day following 11-Jan-2024
Pivot 1 day 3 day
R1 475.96 475.81
PP 475.58 475.27
S1 475.19 474.74

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

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