SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 206.43 206.75 0.32 0.2% 201.98
High 207.33 207.47 0.14 0.1% 212.97
Low 205.61 206.46 0.85 0.4% 197.86
Close 206.52 207.47 0.95 0.5% 206.52
Range 1.72 1.01 -0.71 -41.3% 15.11
ATR 2.94 2.81 -0.14 -4.7% 0.00
Volume 245,084,484 148,318,891 -96,765,593 -39.5% 1,205,539,765
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 210.16 209.83 208.03
R3 209.15 208.82 207.75
R2 208.14 208.14 207.66
R1 207.81 207.81 207.56 207.98
PP 207.13 207.13 207.13 207.22
S1 206.80 206.80 207.38 206.97
S2 206.12 206.12 207.28
S3 205.11 205.79 207.19
S4 204.10 204.78 206.91
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 251.11 243.93 214.83
R3 236.00 228.82 210.68
R2 220.89 220.89 209.29
R1 213.71 213.71 207.91 217.30
PP 205.78 205.78 205.78 207.58
S1 198.60 198.60 205.13 202.19
S2 190.67 190.67 203.75
S3 175.56 183.49 202.36
S4 160.45 168.38 198.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 212.97 197.86 15.11 7.3% 4.07 2.0% 64% False False 232,778,575
10 212.97 197.86 15.11 7.3% 3.53 1.7% 64% False False 200,023,798
20 212.97 197.86 15.11 7.3% 2.35 1.1% 64% False False 140,182,098
40 212.97 195.03 17.94 8.6% 1.86 0.9% 69% False False 117,557,464
60 212.97 181.92 31.05 15.0% 2.20 1.1% 82% False False 137,988,322
80 212.97 181.92 31.05 15.0% 2.04 1.0% 82% False False 127,817,144
100 212.97 181.92 31.05 15.0% 1.92 0.9% 82% False False 119,893,478
120 212.97 181.92 31.05 15.0% 1.81 0.9% 82% False False 114,502,255
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.52
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 211.76
2.618 210.11
1.618 209.10
1.000 208.48
0.618 208.09
HIGH 207.47
0.618 207.08
0.500 206.97
0.382 206.85
LOW 206.46
0.618 205.84
1.000 205.45
1.618 204.83
2.618 203.82
4.250 202.17
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 207.30 208.45
PP 207.13 208.12
S1 206.97 207.80

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

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