SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 208.17 208.02 -0.15 -0.1% 201.98
High 208.23 208.34 0.11 0.1% 212.97
Low 207.40 207.72 0.32 0.2% 197.86
Close 207.75 207.77 0.02 0.0% 206.52
Range 0.83 0.62 -0.21 -25.3% 15.11
ATR 2.67 2.52 -0.15 -5.5% 0.00
Volume 122,167,898 42,963,398 -79,204,500 -64.8% 1,205,539,765
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 209.80 209.41 208.11
R3 209.18 208.79 207.94
R2 208.56 208.56 207.88
R1 208.17 208.17 207.83 208.06
PP 207.94 207.94 207.94 207.89
S1 207.55 207.55 207.71 207.44
S2 207.32 207.32 207.66
S3 206.70 206.93 207.60
S4 206.08 206.31 207.43
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
5 212.97 203.92 9.05 4.4% 2.65 1.3% 43% False False 163,233,693
10 212.97 197.86 15.11 7.3% 3.10 1.5% 66% False False 188,033,296
20 212.97 197.86 15.11 7.3% 2.35 1.1% 66% False False 141,189,219
40 212.97 196.80 16.17 7.8% 1.82 0.9% 68% False False 116,943,509
60 212.97 181.92 31.05 14.9% 2.17 1.0% 83% False False 136,966,951
80 212.97 181.92 31.05 14.9% 2.04 1.0% 83% False False 128,152,133
100 212.97 181.92 31.05 14.9% 1.89 0.9% 83% False False 118,738,778
120 212.97 181.92 31.05 14.9% 1.81 0.9% 83% False False 114,923,056
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 210.98
2.618 209.96
1.618 209.34
1.000 208.96
0.618 208.72
HIGH 208.34
0.618 208.10
0.500 208.03
0.382 207.96
LOW 207.72
0.618 207.34
1.000 207.10
1.618 206.72
2.618 206.10
4.250 205.09
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 208.03 207.65
PP 207.94 207.52
S1 207.86 207.40

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

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