SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 219.67 220.65 0.98 0.4% 221.16
High 220.25 221.40 1.15 0.5% 221.82
Low 219.26 220.42 1.16 0.5% 219.15
Close 219.68 221.00 1.32 0.6% 219.68
Range 0.99 0.98 -0.01 -1.0% 2.67
ATR 1.59 1.60 0.01 0.6% 0.00
Volume 74,840,304 67,837,800 -7,002,504 -9.4% 413,631,600
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 223.88 223.42 221.54
R3 222.90 222.44 221.27
R2 221.92 221.92 221.18
R1 221.46 221.46 221.09 221.69
PP 220.94 220.94 220.94 221.06
S1 220.48 220.48 220.91 220.71
S2 219.96 219.96 220.82
S3 218.98 219.50 220.73
S4 218.00 218.52 220.46
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 228.23 226.62 221.15
R3 225.56 223.95 220.41
R2 222.89 222.89 220.17
R1 221.28 221.28 219.92 220.75
PP 220.22 220.22 220.22 219.95
S1 218.61 218.61 219.44 218.08
S2 217.55 217.55 219.19
S3 214.88 215.94 218.95
S4 212.21 213.27 218.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 221.82 219.15 2.67 1.2% 1.27 0.6% 69% False False 80,979,380
10 221.82 219.00 2.82 1.3% 1.13 0.5% 71% False False 71,579,329
20 221.82 211.30 10.52 4.8% 1.53 0.7% 92% False False 93,568,394
40 221.82 208.38 13.44 6.1% 1.56 0.7% 94% False False 89,805,911
60 221.82 208.38 13.44 6.1% 1.68 0.8% 94% False False 95,304,613
80 221.82 208.38 13.44 6.1% 1.58 0.7% 94% False False 91,054,798
100 221.82 208.38 13.44 6.1% 1.53 0.7% 94% False False 86,076,069
120 221.82 198.65 23.17 10.5% 1.63 0.7% 96% False False 92,973,439
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.23
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 225.57
2.618 223.97
1.618 222.99
1.000 222.38
0.618 222.01
HIGH 221.40
0.618 221.03
0.500 220.91
0.382 220.79
LOW 220.42
0.618 219.81
1.000 219.44
1.618 218.83
2.618 217.85
4.250 216.26
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 220.97 220.76
PP 220.94 220.52
S1 220.91 220.28

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

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