SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 205.42 203.35 -2.07 -1.0% 209.23
High 207.43 204.14 -3.29 -1.6% 209.73
Low 205.14 201.51 -3.63 -1.8% 201.51
Close 205.87 201.88 -3.99 -1.9% 201.88
Range 2.29 2.63 0.34 14.8% 8.22
ATR 2.51 2.64 0.13 5.3% 0.00
Volume 116,128,797 211,173,297 95,044,500 81.8% 695,103,001
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 210.40 208.77 203.33
R3 207.77 206.14 202.60
R2 205.14 205.14 202.36
R1 203.51 203.51 202.12 203.01
PP 202.51 202.51 202.51 202.26
S1 200.88 200.88 201.64 200.38
S2 199.88 199.88 201.40
S3 197.25 198.25 201.16
S4 194.62 195.62 200.43
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 229.03 223.68 206.40
R3 220.81 215.46 204.14
R2 212.59 212.59 203.39
R1 207.24 207.24 202.63 205.81
PP 204.37 204.37 204.37 203.66
S1 199.02 199.02 201.13 197.59
S2 196.15 196.15 200.37
S3 187.93 190.80 199.62
S4 179.71 182.58 197.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 209.73 201.51 8.22 4.1% 2.89 1.4% 5% False True 139,020,600
10 211.00 201.51 9.49 4.7% 2.87 1.4% 4% False True 137,336,469
20 211.00 201.51 9.49 4.7% 2.36 1.2% 4% False True 116,116,683
40 211.66 201.51 10.15 5.0% 2.09 1.0% 4% False True 109,509,777
60 211.66 186.93 24.73 12.2% 2.27 1.1% 60% False False 118,559,387
80 211.66 182.40 29.26 14.5% 2.76 1.4% 67% False False 141,958,364
100 211.66 182.40 29.26 14.5% 2.59 1.3% 67% False False 135,010,193
120 213.18 182.40 30.78 15.2% 2.46 1.2% 63% False False 132,236,498
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 215.32
2.618 211.03
1.618 208.40
1.000 206.77
0.618 205.77
HIGH 204.14
0.618 203.14
0.500 202.83
0.382 202.51
LOW 201.51
0.618 199.88
1.000 198.88
1.618 197.25
2.618 194.62
4.250 190.33
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 202.83 205.10
PP 202.51 204.02
S1 202.20 202.95

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

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