SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 207.30 207.54 0.24 0.1% 207.17
High 208.15 208.27 0.12 0.1% 207.87
Low 207.10 206.70 -0.40 -0.2% 206.80
Close 207.89 207.66 -0.23 -0.1% 207.20
Range 1.05 1.57 0.52 49.5% 1.07
ATR 1.53 1.53 0.00 0.2% 0.00
Volume 68,951,906 91,316,500 22,364,594 32.4% 265,046,687
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 212.25 211.53 208.52
R3 210.68 209.96 208.09
R2 209.11 209.11 207.95
R1 208.39 208.39 207.80 208.75
PP 207.54 207.54 207.54 207.73
S1 206.82 206.82 207.52 207.18
S2 205.97 205.97 207.37
S3 204.40 205.25 207.23
S4 202.83 203.68 206.80
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
5 208.27 205.38 2.89 1.4% 1.26 0.6% 79% True False 79,326,762
10 208.27 204.18 4.09 2.0% 1.19 0.6% 85% True False 81,895,800
20 208.27 201.64 6.63 3.2% 1.15 0.6% 91% True False 81,559,125
40 208.27 181.92 26.35 12.7% 1.84 0.9% 98% True False 123,930,739
60 208.27 181.92 26.35 12.7% 1.90 0.9% 98% True False 123,705,423
80 208.27 181.92 26.35 12.7% 1.72 0.8% 98% True False 110,755,794
100 208.27 181.92 26.35 12.7% 1.70 0.8% 98% True False 109,113,613
120 208.27 181.92 26.35 12.7% 1.60 0.8% 98% True False 104,465,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 214.94
2.618 212.38
1.618 210.81
1.000 209.84
0.618 209.24
HIGH 208.27
0.618 207.67
0.500 207.49
0.382 207.30
LOW 206.70
0.618 205.73
1.000 205.13
1.618 204.16
2.618 202.59
4.250 200.03
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 207.60 207.45
PP 207.54 207.24
S1 207.49 207.03

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

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