SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 204.69 205.72 1.03 0.5% 202.07
High 206.07 206.33 0.26 0.1% 208.48
Low 204.58 205.42 0.84 0.4% 199.83
Close 206.02 205.68 -0.34 -0.2% 200.02
Range 1.49 0.91 -0.58 -38.9% 8.65
ATR 2.85 2.71 -0.14 -4.9% 0.00
Volume 110,987,297 48,542,102 -62,445,195 -56.3% 957,957,218
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 208.54 208.02 206.18
R3 207.63 207.11 205.93
R2 206.72 206.72 205.85
R1 206.20 206.20 205.76 206.01
PP 205.81 205.81 205.81 205.71
S1 205.29 205.29 205.60 205.10
S2 204.90 204.90 205.51
S3 203.99 204.38 205.43
S4 203.08 203.47 205.18
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
5 206.33 199.83 6.50 3.2% 1.92 0.9% 90% True False 124,208,661
10 208.48 199.83 8.65 4.2% 2.58 1.3% 68% False False 153,878,041
20 211.00 199.83 11.17 5.4% 2.64 1.3% 52% False False 136,914,475
40 211.66 199.83 11.83 5.8% 2.26 1.1% 49% False False 118,355,214
60 211.66 189.12 22.54 11.0% 2.23 1.1% 73% False False 117,494,308
80 211.66 186.93 24.73 12.0% 2.38 1.2% 76% False False 125,914,618
100 211.66 182.40 29.26 14.2% 2.65 1.3% 80% False False 138,683,079
120 213.18 182.40 30.78 15.0% 2.49 1.2% 76% False False 133,205,852
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.70
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 210.20
2.618 208.71
1.618 207.80
1.000 207.24
0.618 206.89
HIGH 206.33
0.618 205.98
0.500 205.88
0.382 205.77
LOW 205.42
0.618 204.86
1.000 204.51
1.618 203.95
2.618 203.04
4.250 201.55
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 205.88 205.10
PP 205.81 204.52
S1 205.75 203.94

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

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