SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 209.75 209.44 -0.31 -0.1% 209.38
High 209.89 210.82 0.93 0.4% 209.98
Low 208.56 209.11 0.55 0.3% 207.41
Close 208.69 210.68 1.99 1.0% 209.56
Range 1.33 1.71 0.38 28.6% 2.57
ATR 1.95 1.97 0.01 0.6% 0.00
Volume 112,822,703 97,858,398 -14,964,305 -13.3% 253,048,695
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 215.33 214.72 211.62
R3 213.62 213.01 211.15
R2 211.91 211.91 210.99
R1 211.30 211.30 210.84 211.61
PP 210.20 210.20 210.20 210.36
S1 209.59 209.59 210.52 209.90
S2 208.49 208.49 210.37
S3 206.78 207.88 210.21
S4 205.07 206.17 209.74
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 216.69 215.70 210.97
R3 214.12 213.13 210.27
R2 211.55 211.55 210.03
R1 210.56 210.56 209.80 211.06
PP 208.98 208.98 208.98 209.23
S1 207.99 207.99 209.32 208.49
S2 206.41 206.41 209.09
S3 203.84 205.42 208.85
S4 201.27 202.85 208.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.82 207.41 3.41 1.6% 1.43 0.7% 96% True False 79,759,739
10 210.82 204.88 5.94 2.8% 1.58 0.7% 98% True False 88,842,788
20 211.66 202.18 9.48 4.5% 1.82 0.9% 90% False False 96,802,234
40 211.66 197.00 14.66 7.0% 1.85 0.9% 93% False False 102,274,125
60 211.66 186.93 24.73 11.7% 2.22 1.1% 96% False False 117,724,012
80 211.66 182.40 29.26 13.9% 2.63 1.3% 97% False False 138,229,273
100 213.18 182.40 30.78 14.6% 2.41 1.1% 92% False False 130,568,216
120 213.34 182.40 30.94 14.7% 2.35 1.1% 91% False False 130,122,591
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 True
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 218.09
2.618 215.30
1.618 213.59
1.000 212.53
0.618 211.88
HIGH 210.82
0.618 210.17
0.500 209.97
0.382 209.76
LOW 209.11
0.618 208.05
1.000 207.40
1.618 206.34
2.618 204.63
4.250 201.84
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 210.44 210.35
PP 210.20 210.02
S1 209.97 209.69

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

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