SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 204.17 202.09 -2.08 -1.0% 208.22
High 204.37 202.72 -1.65 -0.8% 208.97
Low 201.35 198.86 -2.49 -1.2% 204.18
Close 201.72 199.82 -1.90 -0.9% 205.43
Range 3.02 3.86 0.84 27.8% 4.79
ATR 2.42 2.53 0.10 4.2% 0.00
Volume 169,632,703 209,151,391 39,518,688 23.3% 404,984,211
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 212.05 209.79 201.94
R3 208.19 205.93 200.88
R2 204.33 204.33 200.53
R1 202.07 202.07 200.17 201.27
PP 200.47 200.47 200.47 200.07
S1 198.21 198.21 199.47 197.41
S2 196.61 196.61 199.11
S3 192.75 194.35 198.76
S4 188.89 190.49 197.70
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
5 208.37 198.86 9.51 4.8% 2.65 1.3% 10% False True 140,824,879
10 208.97 198.86 10.11 5.1% 1.71 0.9% 9% False True 115,454,519
20 212.97 197.86 15.11 7.6% 2.68 1.3% 13% False False 155,752,618
40 212.97 197.86 15.11 7.6% 1.90 1.0% 13% False False 118,254,282
60 212.97 181.92 31.05 15.5% 2.07 1.0% 58% False False 132,543,381
80 212.97 181.92 31.05 15.5% 2.09 1.0% 58% False False 132,019,746
100 212.97 181.92 31.05 15.5% 1.91 1.0% 58% False False 119,974,948
120 212.97 181.92 31.05 15.5% 1.86 0.9% 58% False False 116,978,049
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 0.26
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 219.13
2.618 212.83
1.618 208.97
1.000 206.58
0.618 205.11
HIGH 202.72
0.618 201.25
0.500 200.79
0.382 200.33
LOW 198.86
0.618 196.47
1.000 195.00
1.618 192.61
2.618 188.75
4.250 182.46
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 200.79 202.87
PP 200.47 201.85
S1 200.14 200.84

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

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