SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Dec-2014

Day Change Summary
	Previous	Current
	16-Dec-2014	17-Dec-2014	Change	Change %	Previous Week
Open	198.58	198.44	-0.14	-0.1%	207.52
High	202.40	202.34	-0.06	0.0%	208.12
Low	197.86	198.29	0.43	0.2%	200.85
Close	197.91	201.79	3.88	2.0%	200.89
Range	4.54	4.05	-0.49	-10.8%	7.27
ATR	2.26	2.41	0.16	6.9%	0.00
Volume	258,945,703	253,910,000	-5,035,703	-1.9%	754,967,422

Daily Pivots for day following 17-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	212.96	211.42	204.02
R3	208.91	207.37	202.90
R2	204.86	204.86	202.53
R1	203.32	203.32	202.16	204.09
PP	200.81	200.81	200.81	201.19
S1	199.27	199.27	201.42	200.04
S2	196.76	196.76	201.05
S3	192.71	195.22	200.68
S4	188.66	191.17	199.56

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	225.10	220.26	204.89
R3	217.83	212.99	202.89
R2	210.56	210.56	202.22
R1	205.72	205.72	201.56	204.51
PP	203.29	203.29	203.29	202.68
S1	198.45	198.45	200.22	197.24
S2	196.02	196.02	199.56
S3	188.75	191.18	198.89
S4	181.48	183.91	196.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	206.19	197.86	8.33	4.1%	3.56	1.8%	47%	False	False	212,832,900
10	208.47	197.86	10.61	5.3%	2.82	1.4%	37%	False	False	164,013,080
20	208.47	197.86	10.61	5.3%	1.99	1.0%	37%	False	False	122,507,265
40	208.47	192.61	15.86	7.9%	1.72	0.9%	58%	False	False	111,898,880
60	208.47	181.92	26.55	13.2%	2.12	1.1%	75%	False	False	133,156,408
80	208.47	181.92	26.55	13.2%	1.92	1.0%	75%	False	False	121,597,958
100	208.47	181.92	26.55	13.2%	1.86	0.9%	75%	False	False	117,064,788
120	208.47	181.92	26.55	13.2%	1.73	0.9%	75%	False	False	110,855,688

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	219.55
2.618	212.94
1.618	208.89
1.000	206.39
0.618	204.84
HIGH	202.34
0.618	200.79
0.500	200.32
0.382	199.84
LOW	198.29
0.618	195.79
1.000	194.24
1.618	191.74
2.618	187.69
4.250	181.08

Fisher Pivots for day following 17-Dec-2014
Pivot	1 day	3 day
R1	201.30	201.26
PP	200.81	200.73
S1	200.32	200.20

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols