SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 206.38 204.17 -2.21 -1.1% 208.22
High 206.88 204.37 -2.51 -1.2% 208.97
Low 204.18 201.35 -2.83 -1.4% 204.18
Close 205.43 201.72 -3.71 -1.8% 205.43
Range 2.70 3.02 0.32 11.9% 4.79
ATR 2.30 2.42 0.13 5.5% 0.00
Volume 121,465,805 169,632,703 48,166,898 39.7% 404,984,211
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 211.54 209.65 203.38
R3 208.52 206.63 202.55
R2 205.50 205.50 202.27
R1 203.61 203.61 202.00 203.05
PP 202.48 202.48 202.48 202.20
S1 200.59 200.59 201.44 200.03
S2 199.46 199.46 201.17
S3 196.44 197.57 200.89
S4 193.42 194.55 200.06
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
5 208.97 201.35 7.62 3.8% 2.04 1.0% 5% False True 114,923,382
10 208.97 201.35 7.62 3.8% 1.50 0.7% 5% False True 119,047,828
20 212.97 197.86 15.11 7.5% 2.53 1.3% 26% False False 149,846,319
40 212.97 197.86 15.11 7.5% 1.84 0.9% 26% False False 115,702,722
60 212.97 181.92 31.05 15.4% 2.07 1.0% 64% False False 132,569,266
80 212.97 181.92 31.05 15.4% 2.06 1.0% 64% False False 130,240,647
100 212.97 181.92 31.05 15.4% 1.88 0.9% 64% False False 118,573,899
120 212.97 181.92 31.05 15.4% 1.84 0.9% 64% False False 115,902,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 217.21
2.618 212.28
1.618 209.26
1.000 207.39
0.618 206.24
HIGH 204.37
0.618 203.22
0.500 202.86
0.382 202.50
LOW 201.35
0.618 199.48
1.000 198.33
1.618 196.46
2.618 193.44
4.250 188.52
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 202.86 204.77
PP 202.48 203.75
S1 202.10 202.74

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

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