SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 201.42 204.01 2.59 1.3% 208.22
High 202.72 206.16 3.44 1.7% 208.97
Low 200.88 203.99 3.11 1.5% 204.18
Close 202.31 205.90 3.59 1.8% 205.43
Range 1.84 2.17 0.33 17.9% 4.79
ATR 2.55 2.65 0.09 3.6% 0.00
Volume 125,346,703 147,217,688 21,870,985 17.4% 404,984,211
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 211.86 211.05 207.09
R3 209.69 208.88 206.50
R2 207.52 207.52 206.30
R1 206.71 206.71 206.10 207.12
PP 205.35 205.35 205.35 205.55
S1 204.54 204.54 205.70 204.95
S2 203.18 203.18 205.50
S3 201.01 202.37 205.30
S4 198.84 200.20 204.71
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
5 206.88 198.86 8.02 3.9% 2.72 1.3% 88% False False 154,562,858
10 208.97 198.86 10.11 4.9% 1.93 0.9% 70% False False 115,662,279
20 212.97 197.86 15.11 7.3% 2.64 1.3% 53% False False 157,692,438
40 212.97 197.86 15.11 7.3% 1.95 0.9% 53% False False 121,171,926
60 212.97 181.92 31.05 15.1% 2.02 1.0% 77% False False 129,538,659
80 212.97 181.92 31.05 15.1% 2.11 1.0% 77% False False 133,003,303
100 212.97 181.92 31.05 15.1% 1.92 0.9% 77% False False 120,727,378
120 212.97 181.92 31.05 15.1% 1.86 0.9% 77% False False 117,001,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 215.38
2.618 211.84
1.618 209.67
1.000 208.33
0.618 207.50
HIGH 206.16
0.618 205.33
0.500 205.08
0.382 204.82
LOW 203.99
0.618 202.65
1.000 201.82
1.618 200.48
2.618 198.31
4.250 194.77
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 205.63 204.77
PP 205.35 203.64
S1 205.08 202.51

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

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