SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 207.54 207.87 0.33 0.2% 206.40
High 208.27 208.47 0.20 0.1% 208.47
Low 206.70 207.55 0.85 0.4% 205.38
Close 207.66 208.00 0.34 0.2% 208.00
Range 1.57 0.92 -0.65 -41.4% 3.09
ATR 1.53 1.48 -0.04 -2.8% 0.00
Volume 91,316,500 91,025,398 -291,102 -0.3% 429,769,211
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 210.77 210.30 208.51
R3 209.85 209.38 208.25
R2 208.93 208.93 208.17
R1 208.46 208.46 208.08 208.70
PP 208.01 208.01 208.01 208.12
S1 207.54 207.54 207.92 207.78
S2 207.09 207.09 207.83
S3 206.17 206.62 207.75
S4 205.25 205.70 207.49
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 216.55 215.37 209.70
R3 213.46 212.28 208.85
R2 210.37 210.37 208.57
R1 209.19 209.19 208.28 209.78
PP 207.28 207.28 207.28 207.58
S1 206.10 206.10 207.72 206.69
S2 204.19 204.19 207.43
S3 201.10 203.01 207.15
S4 198.01 199.92 206.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 208.47 205.38 3.09 1.5% 1.25 0.6% 85% True False 85,953,842
10 208.47 205.38 3.09 1.5% 1.13 0.5% 85% True False 83,714,310
20 208.47 202.61 5.86 2.8% 1.12 0.5% 92% True False 80,755,945
40 208.47 181.92 26.55 12.8% 1.76 0.8% 98% True False 120,938,762
60 208.47 181.92 26.55 12.8% 1.89 0.9% 98% True False 124,108,788
80 208.47 181.92 26.55 12.8% 1.72 0.8% 98% True False 111,030,531
100 208.47 181.92 26.55 12.8% 1.70 0.8% 98% True False 109,223,135
120 208.47 181.92 26.55 12.8% 1.60 0.8% 98% True False 104,517,267
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.27
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 212.38
2.618 210.88
1.618 209.96
1.000 209.39
0.618 209.04
HIGH 208.47
0.618 208.12
0.500 208.01
0.382 207.90
LOW 207.55
0.618 206.98
1.000 206.63
1.618 206.06
2.618 205.14
4.250 203.64
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 208.01 207.86
PP 208.01 207.72
S1 208.00 207.59

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

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