SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 206.51 207.11 0.60 0.3% 201.41
High 207.79 207.21 -0.58 -0.3% 206.33
Low 206.47 205.76 -0.71 -0.3% 200.09
Close 207.40 205.93 -1.47 -0.7% 205.68
Range 1.32 1.45 0.13 9.8% 6.24
ATR 2.64 2.57 -0.07 -2.7% 0.00
Volume 92,640,602 63,317,602 -29,323,000 -31.7% 369,649,899
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 210.65 209.74 206.73
R3 209.20 208.29 206.33
R2 207.75 207.75 206.20
R1 206.84 206.84 206.06 206.57
PP 206.30 206.30 206.30 206.17
S1 205.39 205.39 205.80 205.12
S2 204.85 204.85 205.66
S3 203.40 203.94 205.53
S4 201.95 202.49 205.13
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 222.75 220.46 209.11
R3 216.51 214.22 207.40
R2 210.27 210.27 206.82
R1 207.98 207.98 206.25 209.13
PP 204.03 204.03 204.03 204.61
S1 201.74 201.74 205.11 202.89
S2 197.79 197.79 204.54
S3 191.55 195.50 203.96
S4 185.31 189.26 202.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 207.79 203.94 3.85 1.9% 1.30 0.6% 52% False False 76,277,500
10 208.48 199.83 8.65 4.2% 2.09 1.0% 71% False False 121,301,061
20 211.00 199.83 11.17 5.4% 2.65 1.3% 55% False False 135,607,440
40 211.66 199.83 11.83 5.7% 2.23 1.1% 52% False False 116,204,837
60 211.66 197.00 14.66 7.1% 2.12 1.0% 61% False False 113,385,230
80 211.66 186.93 24.73 12.0% 2.33 1.1% 77% False False 122,194,869
100 211.66 182.40 29.26 14.2% 2.64 1.3% 80% False False 137,704,906
120 213.18 182.40 30.78 14.9% 2.45 1.2% 76% False False 131,408,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 213.37
2.618 211.01
1.618 209.56
1.000 208.66
0.618 208.11
HIGH 207.21
0.618 206.66
0.500 206.49
0.382 206.31
LOW 205.76
0.618 204.86
1.000 204.31
1.618 203.41
2.618 201.96
4.250 199.60
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 206.49 205.91
PP 206.30 205.89
S1 206.12 205.87

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

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