SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 207.99 206.38 -1.61 -0.8% 208.22
High 208.19 206.88 -1.31 -0.6% 208.97
Low 205.39 204.18 -1.21 -0.6% 204.18
Close 205.54 205.43 -0.11 -0.1% 205.43
Range 2.80 2.70 -0.10 -3.6% 4.79
ATR 2.27 2.30 0.03 1.4% 0.00
Volume 130,333,797 121,465,805 -8,867,992 -6.8% 404,984,211
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 213.60 212.21 206.92
R3 210.90 209.51 206.17
R2 208.20 208.20 205.93
R1 206.81 206.81 205.68 206.16
PP 205.50 205.50 205.50 205.17
S1 204.11 204.11 205.18 203.46
S2 202.80 202.80 204.94
S3 200.10 201.41 204.69
S4 197.40 198.71 203.95
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 220.56 217.79 208.06
R3 215.77 213.00 206.75
R2 210.98 210.98 206.31
R1 208.21 208.21 205.87 207.20
PP 206.19 206.19 206.19 205.69
S1 203.42 203.42 204.99 202.41
S2 201.40 201.40 204.55
S3 196.61 198.63 204.11
S4 191.82 193.84 202.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 208.97 204.18 4.79 2.3% 1.56 0.8% 26% False True 92,462,182
10 212.97 203.92 9.05 4.4% 2.10 1.0% 17% False False 127,847,937
20 212.97 197.86 15.11 7.4% 2.46 1.2% 50% False False 145,930,509
40 212.97 197.86 15.11 7.4% 1.80 0.9% 50% False False 113,754,617
60 212.97 181.92 31.05 15.1% 2.10 1.0% 76% False False 132,849,744
80 212.97 181.92 31.05 15.1% 2.04 1.0% 76% False False 128,960,877
100 212.97 181.92 31.05 15.1% 1.86 0.9% 76% False False 117,613,888
120 212.97 181.92 31.05 15.1% 1.83 0.9% 76% False False 115,416,676
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 218.36
2.618 213.95
1.618 211.25
1.000 209.58
0.618 208.55
HIGH 206.88
0.618 205.85
0.500 205.53
0.382 205.21
LOW 204.18
0.618 202.51
1.000 201.48
1.618 199.81
2.618 197.11
4.250 192.71
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 205.53 206.28
PP 205.50 205.99
S1 205.46 205.71

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

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