SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 207.52 204.37 -3.15 -1.5% 206.40
High 208.12 206.60 -1.52 -0.7% 208.47
Low 205.93 203.91 -2.02 -1.0% 205.38
Close 206.61 206.47 -0.14 -0.1% 208.00
Range 2.19 2.69 0.50 22.8% 3.09
ATR 1.54 1.62 0.08 5.4% 0.00
Volume 108,588,094 125,179,906 16,591,812 15.3% 429,769,211
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 213.73 212.79 207.95
R3 211.04 210.10 207.21
R2 208.35 208.35 206.96
R1 207.41 207.41 206.72 207.88
PP 205.66 205.66 205.66 205.90
S1 204.72 204.72 206.22 205.19
S2 202.97 202.97 205.98
S3 200.28 202.03 205.73
S4 197.59 199.34 204.99
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
5 208.47 203.91 4.56 2.2% 1.68 0.8% 56% False True 97,012,360
10 208.47 203.91 4.56 2.2% 1.38 0.7% 56% False True 86,270,320
20 208.47 203.21 5.26 2.5% 1.27 0.6% 62% False False 84,651,415
40 208.47 181.92 26.55 12.9% 1.71 0.8% 92% False False 115,461,770
60 208.47 181.92 26.55 12.9% 1.93 0.9% 92% False False 124,773,591
80 208.47 181.92 26.55 12.9% 1.74 0.8% 92% False False 111,486,113
100 208.47 181.92 26.55 12.9% 1.71 0.8% 92% False False 108,863,228
120 208.47 181.92 26.55 12.9% 1.62 0.8% 92% False False 104,872,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 218.03
2.618 213.64
1.618 210.95
1.000 209.29
0.618 208.26
HIGH 206.60
0.618 205.57
0.500 205.26
0.382 204.94
LOW 203.91
0.618 202.25
1.000 201.22
1.618 199.56
2.618 196.87
4.250 192.48
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 206.07 206.38
PP 205.66 206.28
S1 205.26 206.19

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

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