SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 195.19 193.01 -2.18 -1.1% 200.49
High 195.85 193.41 -2.44 -1.2% 201.90
Low 191.58 189.82 -1.76 -0.9% 191.58
Close 191.92 192.11 0.19 0.1% 191.92
Range 4.27 3.59 -0.68 -15.9% 10.32
ATR 3.02 3.06 0.04 1.4% 0.00
Volume 209,817,104 187,941,408 -21,875,696 -10.4% 908,564,929
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 202.55 200.92 194.08
R3 198.96 197.33 193.10
R2 195.37 195.37 192.77
R1 193.74 193.74 192.44 192.76
PP 191.78 191.78 191.78 191.29
S1 190.15 190.15 191.78 189.17
S2 188.19 188.19 191.45
S3 184.60 186.56 191.12
S4 181.01 182.97 190.14
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 226.09 219.33 197.60
R3 215.77 209.01 194.76
R2 205.45 205.45 193.81
R1 198.69 198.69 192.87 196.91
PP 195.13 195.13 195.13 194.25
S1 188.37 188.37 190.97 186.59
S2 184.81 184.81 190.03
S3 174.49 178.05 189.08
S4 164.17 167.73 186.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 201.90 189.82 12.08 6.3% 3.20 1.7% 19% False True 174,830,564
10 207.79 189.82 17.97 9.4% 2.46 1.3% 13% False True 143,324,223
20 208.48 189.82 18.66 9.7% 2.52 1.3% 12% False True 148,601,132
40 211.00 189.82 21.18 11.0% 2.43 1.3% 11% False True 130,112,448
60 211.66 189.82 21.84 11.4% 2.23 1.2% 10% False True 121,256,377
80 211.66 186.93 24.73 12.9% 2.34 1.2% 21% False False 126,880,738
100 211.66 182.40 29.26 15.2% 2.71 1.4% 33% False False 142,904,643
120 211.77 182.40 29.37 15.3% 2.56 1.3% 33% False False 136,254,471
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 208.67
2.618 202.81
1.618 199.22
1.000 197.00
0.618 195.63
HIGH 193.41
0.618 192.04
0.500 191.62
0.382 191.19
LOW 189.82
0.618 187.60
1.000 186.23
1.618 184.01
2.618 180.42
4.250 174.56
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 191.95 193.63
PP 191.78 193.12
S1 191.62 192.62

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

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