SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 204.37 205.91 1.54 0.8% 206.40
High 206.60 205.98 -0.62 -0.3% 208.47
Low 203.91 202.93 -0.98 -0.5% 205.38
Close 206.47 203.16 -3.31 -1.6% 208.00
Range 2.69 3.05 0.36 13.4% 3.09
ATR 1.62 1.76 0.14 8.5% 0.00
Volume 125,179,906 159,856,406 34,676,500 27.7% 429,769,211
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 213.17 211.22 204.84
R3 210.12 208.17 204.00
R2 207.07 207.07 203.72
R1 205.12 205.12 203.44 204.57
PP 204.02 204.02 204.02 203.75
S1 202.07 202.07 202.88 201.52
S2 200.97 200.97 202.60
S3 197.92 199.02 202.32
S4 194.87 195.97 201.48
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
5 208.47 202.93 5.54 2.7% 2.08 1.0% 4% False True 115,193,260
10 208.47 202.93 5.54 2.7% 1.59 0.8% 4% False True 94,345,141
20 208.47 202.93 5.54 2.7% 1.39 0.7% 4% False True 89,919,270
40 208.47 181.92 26.55 13.1% 1.72 0.8% 80% False False 114,062,020
60 208.47 181.92 26.55 13.1% 1.95 1.0% 80% False False 125,501,186
80 208.47 181.92 26.55 13.1% 1.77 0.9% 80% False False 112,541,514
100 208.47 181.92 26.55 13.1% 1.73 0.8% 80% False False 109,785,876
120 208.47 181.92 26.55 13.1% 1.64 0.8% 80% False False 105,365,947
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 0.32
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 218.94
2.618 213.96
1.618 210.91
1.000 209.03
0.618 207.86
HIGH 205.98
0.618 204.81
0.500 204.46
0.382 204.10
LOW 202.93
0.618 201.05
1.000 199.88
1.618 198.00
2.618 194.95
4.250 189.97
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 204.46 205.53
PP 204.02 204.74
S1 203.59 203.95

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

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