SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 206.75 208.17 1.42 0.7% 201.98
High 207.47 208.23 0.76 0.4% 212.97
Low 206.46 207.40 0.94 0.5% 197.86
Close 207.47 207.75 0.28 0.1% 206.52
Range 1.01 0.83 -0.18 -17.8% 15.11
ATR 2.81 2.67 -0.14 -5.0% 0.00
Volume 148,318,891 122,167,898 -26,150,993 -17.6% 1,205,539,765
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 210.28 209.85 208.21
R3 209.45 209.02 207.98
R2 208.62 208.62 207.90
R1 208.19 208.19 207.83 207.99
PP 207.79 207.79 207.79 207.70
S1 207.36 207.36 207.67 207.16
S2 206.96 206.96 207.60
S3 206.13 206.53 207.52
S4 205.30 205.70 207.29
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
5 212.97 198.29 14.68 7.1% 3.33 1.6% 64% False False 205,423,014
10 212.97 197.86 15.11 7.3% 3.35 1.6% 65% False False 199,722,597
20 212.97 197.86 15.11 7.3% 2.36 1.1% 65% False False 142,996,458
40 212.97 196.73 16.24 7.8% 1.84 0.9% 68% False False 118,537,822
60 212.97 181.92 31.05 14.9% 2.18 1.1% 83% False False 138,439,261
80 212.97 181.92 31.05 14.9% 2.04 1.0% 83% False False 128,520,412
100 212.97 181.92 31.05 14.9% 1.90 0.9% 83% False False 119,222,549
120 212.97 181.92 31.05 14.9% 1.81 0.9% 83% False False 115,079,165
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 0.48
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 211.76
2.618 210.40
1.618 209.57
1.000 209.06
0.618 208.74
HIGH 208.23
0.618 207.91
0.500 207.82
0.382 207.72
LOW 207.40
0.618 206.89
1.000 206.57
1.618 206.06
2.618 205.23
4.250 203.87
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 207.82 207.47
PP 207.79 207.20
S1 207.77 206.92

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

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