SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	209.23	206.49	-2.74	-1.3%	209.75
High	209.73	208.29	-1.44	-0.7%	211.00
Low	207.20	205.78	-1.42	-0.7%	204.75
Close	208.35	206.95	-1.40	-0.7%	209.62
Range	2.53	2.51	-0.02	-0.8%	6.25
ATR	2.36	2.38	0.01	0.6%	0.00
Volume	102,027,102	103,372,305	1,345,203	1.3%	678,261,695

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.54	213.25	208.33
R3	212.03	210.74	207.64
R2	209.52	209.52	207.41
R1	208.23	208.23	207.18	208.88
PP	207.01	207.01	207.01	207.33
S1	205.72	205.72	206.72	206.37
S2	204.50	204.50	206.49
S3	201.99	203.21	206.26
S4	199.48	200.70	205.57

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	227.21	224.66	213.06
R3	220.96	218.41	211.34
R2	214.71	214.71	210.77
R1	212.16	212.16	210.19	210.31
PP	208.46	208.46	208.46	207.53
S1	205.91	205.91	209.05	204.06
S2	202.21	202.21	208.47
S3	195.96	199.66	207.90
S4	189.71	193.41	206.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	211.00	204.75	6.25	3.0%	3.25	1.6%	35%	False	False	134,596,000
10	211.00	204.75	6.25	3.0%	2.34	1.1%	35%	False	False	107,177,869
20	211.00	202.18	8.82	4.3%	2.13	1.0%	54%	False	False	104,883,269
40	211.66	198.94	12.72	6.1%	2.02	1.0%	63%	False	False	105,299,362
60	211.66	186.93	24.73	11.9%	2.26	1.1%	81%	False	False	118,554,897
80	211.66	182.40	29.26	14.1%	2.72	1.3%	84%	False	False	139,883,458
100	213.18	182.40	30.78	14.9%	2.53	1.2%	80%	False	False	132,483,954
120	213.18	182.40	30.78	14.9%	2.41	1.2%	80%	False	False	130,402,730

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.36
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	218.96
2.618	214.86
1.618	212.35
1.000	210.80
0.618	209.84
HIGH	208.29
0.618	207.33
0.500	207.04
0.382	206.74
LOW	205.78
0.618	204.23
1.000	203.27
1.618	201.72
2.618	199.21
4.250	195.11

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	207.04	207.88
PP	207.01	207.57
S1	206.98	207.26

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols