SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Dec-2016

Day Change Summary
	Previous	Current
	06-Dec-2016	07-Dec-2016	Change	Change %	Previous Week
Open	221.22	221.52	0.30	0.1%	221.16
High	221.74	224.67	2.93	1.3%	221.82
Low	220.66	221.38	0.72	0.3%	219.15
Close	221.70	224.60	2.90	1.3%	219.68
Range	1.08	3.29	2.21	204.6%	2.67
ATR	1.56	1.68	0.12	7.9%	0.00
Volume	59,877,300	110,738,000	50,860,700	84.9%	413,631,600

Daily Pivots for day following 07-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	233.42	232.30	226.41
R3	230.13	229.01	225.50
R2	226.84	226.84	225.20
R1	225.72	225.72	224.90	226.28
PP	223.55	223.55	223.55	223.83
S1	222.43	222.43	224.30	222.99
S2	220.26	220.26	224.00
S3	216.97	219.14	223.70
S4	213.68	215.85	222.79

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	224.67	219.15	5.52	2.5%	1.58	0.7%	99%	True	False	78,466,760
10	224.67	219.15	5.52	2.5%	1.34	0.6%	99%	True	False	74,657,710
20	224.67	212.34	12.33	5.5%	1.54	0.7%	99%	True	False	91,270,814
40	224.67	208.38	16.29	7.3%	1.57	0.7%	100%	True	False	89,515,737
60	224.67	208.38	16.29	7.3%	1.63	0.7%	100%	True	False	92,300,733
80	224.67	208.38	16.29	7.3%	1.62	0.7%	100%	True	False	91,798,403
100	224.67	208.38	16.29	7.3%	1.54	0.7%	100%	True	False	86,123,413
120	224.67	198.65	26.02	11.6%	1.63	0.7%	100%	True	False	92,173,664

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	238.65
2.618	233.28
1.618	229.99
1.000	227.96
0.618	226.70
HIGH	224.67
0.618	223.41
0.500	223.03
0.382	222.64
LOW	221.38
0.618	219.35
1.000	218.09
1.618	216.06
2.618	212.77
4.250	207.40

Fisher Pivots for day following 07-Dec-2016
Pivot	1 day	3 day
R1	224.08	223.92
PP	223.55	223.23
S1	223.03	222.55

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols