SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 201.41 202.72 1.31 0.7% 202.07
High 201.88 203.85 1.97 1.0% 208.48
Low 200.09 201.55 1.46 0.7% 199.83
Close 201.67 203.50 1.83 0.9% 200.02
Range 1.79 2.30 0.51 28.5% 8.65
ATR 2.92 2.87 -0.04 -1.5% 0.00
Volume 99,094,305 111,026,195 11,931,890 12.0% 957,957,218
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 209.87 208.98 204.77
R3 207.57 206.68 204.13
R2 205.27 205.27 203.92
R1 204.38 204.38 203.71 204.83
PP 202.97 202.97 202.97 203.19
S1 202.08 202.08 203.29 202.53
S2 200.67 200.67 203.08
S3 198.37 199.78 202.87
S4 196.07 197.48 202.24
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 228.73 223.02 204.78
R3 220.08 214.37 202.40
R2 211.43 211.43 201.61
R1 205.72 205.72 200.81 204.25
PP 202.78 202.78 202.78 202.04
S1 197.07 197.07 199.23 195.60
S2 194.13 194.13 198.43
S3 185.48 188.42 197.64
S4 176.83 179.77 195.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 208.48 199.83 8.65 4.3% 2.88 1.4% 42% False False 166,324,621
10 208.68 199.83 8.85 4.3% 3.02 1.5% 41% False False 165,778,131
20 211.00 199.83 11.17 5.5% 2.68 1.3% 33% False False 136,478,000
40 211.66 199.83 11.83 5.8% 2.30 1.1% 31% False False 119,712,289
60 211.66 186.93 24.73 12.2% 2.28 1.1% 67% False False 120,210,444
80 211.66 186.93 24.73 12.2% 2.43 1.2% 67% False False 129,161,739
100 211.66 182.40 29.26 14.4% 2.66 1.3% 72% False False 139,045,649
120 213.18 182.40 30.78 15.1% 2.52 1.2% 69% False False 134,308,069
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 0.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 213.63
2.618 209.87
1.618 207.57
1.000 206.15
0.618 205.27
HIGH 203.85
0.618 202.97
0.500 202.70
0.382 202.43
LOW 201.55
0.618 200.13
1.000 199.25
1.618 197.83
2.618 195.53
4.250 191.78
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 203.23 202.95
PP 202.97 202.39
S1 202.70 201.84

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

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