SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 205.81 207.30 1.49 0.7% 207.17
High 207.34 208.15 0.81 0.4% 207.87
Low 205.78 207.10 1.32 0.6% 206.80
Close 207.09 207.89 0.80 0.4% 207.20
Range 1.56 1.05 -0.51 -32.7% 1.07
ATR 1.56 1.53 -0.04 -2.3% 0.00
Volume 74,507,102 68,951,906 -5,555,196 -7.5% 265,046,687
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 210.86 210.43 208.47
R3 209.81 209.38 208.18
R2 208.76 208.76 208.08
R1 208.33 208.33 207.99 208.55
PP 207.71 207.71 207.71 207.82
S1 207.28 207.28 207.79 207.50
S2 206.66 206.66 207.70
S3 205.61 206.23 207.60
S4 204.56 205.18 207.31
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 210.50 209.92 207.79
R3 209.43 208.85 207.49
R2 208.36 208.36 207.40
R1 207.78 207.78 207.30 208.07
PP 207.29 207.29 207.29 207.44
S1 206.71 206.71 207.10 207.00
S2 206.22 206.22 207.00
S3 205.15 205.64 206.91
S4 204.08 204.57 206.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 208.15 205.38 2.77 1.3% 1.09 0.5% 91% True False 73,497,022
10 208.15 204.18 3.97 1.9% 1.16 0.6% 93% True False 81,001,450
20 208.15 201.45 6.70 3.2% 1.13 0.5% 96% True False 81,578,725
40 208.15 181.92 26.23 12.6% 1.92 0.9% 99% True False 126,309,362
60 208.15 181.92 26.23 12.6% 1.90 0.9% 99% True False 123,304,333
80 208.15 181.92 26.23 12.6% 1.71 0.8% 99% True False 110,534,733
100 208.15 181.92 26.23 12.6% 1.70 0.8% 99% True False 109,313,910
120 208.15 181.92 26.23 12.6% 1.60 0.8% 99% True False 104,433,236
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 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 212.61
2.618 210.90
1.618 209.85
1.000 209.20
0.618 208.80
HIGH 208.15
0.618 207.75
0.500 207.63
0.382 207.50
LOW 207.10
0.618 206.45
1.000 206.05
1.618 205.40
2.618 204.35
4.250 202.64
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 207.80 207.52
PP 207.71 207.14
S1 207.63 206.77

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

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