SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 205.91 203.88 -2.03 -1.0% 206.40
High 205.98 206.19 0.21 0.1% 208.47
Low 202.93 203.71 0.78 0.4% 205.38
Close 203.16 204.19 1.03 0.5% 208.00
Range 3.05 2.48 -0.57 -18.7% 3.09
ATR 1.76 1.85 0.09 5.2% 0.00
Volume 159,856,406 159,012,797 -843,609 -0.5% 429,769,211
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 212.14 210.64 205.55
R3 209.66 208.16 204.87
R2 207.18 207.18 204.64
R1 205.68 205.68 204.42 206.43
PP 204.70 204.70 204.70 205.07
S1 203.20 203.20 203.96 203.95
S2 202.22 202.22 203.74
S3 199.74 200.72 203.51
S4 197.26 198.24 202.83
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% 2.27 1.1% 23% False False 128,732,520
10 208.47 202.93 5.54 2.7% 1.76 0.9% 23% False False 104,029,641
20 208.47 202.93 5.54 2.7% 1.46 0.7% 23% False False 93,363,900
40 208.47 182.89 25.58 12.5% 1.63 0.8% 83% False False 108,519,476
60 208.47 181.92 26.55 13.0% 1.95 1.0% 84% False False 125,630,303
80 208.47 181.92 26.55 13.0% 1.79 0.9% 84% False False 113,789,991
100 208.47 181.92 26.55 13.0% 1.74 0.9% 84% False False 110,699,228
120 208.47 181.92 26.55 13.0% 1.66 0.8% 84% False False 106,102,626
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 216.73
2.618 212.68
1.618 210.20
1.000 208.67
0.618 207.72
HIGH 206.19
0.618 205.24
0.500 204.95
0.382 204.66
LOW 203.71
0.618 202.18
1.000 201.23
1.618 199.70
2.618 197.22
4.250 193.17
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 204.95 204.77
PP 204.70 204.57
S1 204.44 204.38

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

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