SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 225.41 226.40 0.99 0.4% 220.65
High 226.53 226.96 0.43 0.2% 226.53
Low 225.37 225.76 0.39 0.2% 220.42
Close 226.51 226.25 -0.26 -0.1% 226.51
Range 1.16 1.20 0.04 3.4% 6.11
ATR 1.64 1.61 -0.03 -1.9% 0.00
Volume 88,005,696 102,016,096 14,010,400 15.9% 426,173,100
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 229.92 229.29 226.91
R3 228.72 228.09 226.58
R2 227.52 227.52 226.47
R1 226.89 226.89 226.36 226.61
PP 226.32 226.32 226.32 226.18
S1 225.69 225.69 226.14 225.41
S2 225.12 225.12 226.03
S3 223.92 224.49 225.92
S4 222.72 223.29 225.59
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 242.82 240.77 229.87
R3 236.71 234.66 228.19
R2 230.60 230.60 227.63
R1 228.55 228.55 227.07 229.58
PP 224.49 224.49 224.49 225.00
S1 222.44 222.44 225.95 223.47
S2 218.38 218.38 225.39
S3 212.27 216.33 224.83
S4 206.16 210.22 223.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 226.96 220.66 6.30 2.8% 1.63 0.7% 89% True False 92,070,279
10 226.96 219.15 7.81 3.5% 1.45 0.6% 91% True False 86,524,830
20 226.96 215.72 11.24 5.0% 1.26 0.6% 94% True False 79,202,874
40 226.96 208.38 18.58 8.2% 1.53 0.7% 96% True False 90,044,909
60 226.96 208.38 18.58 8.2% 1.59 0.7% 96% True False 89,878,441
80 226.96 208.38 18.58 8.2% 1.63 0.7% 96% True False 93,153,392
100 226.96 208.38 18.58 8.2% 1.55 0.7% 96% True False 87,217,951
120 226.96 198.65 28.31 12.5% 1.63 0.7% 97% True False 92,498,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 232.06
2.618 230.10
1.618 228.90
1.000 228.16
0.618 227.70
HIGH 226.96
0.618 226.50
0.500 226.36
0.382 226.22
LOW 225.76
0.618 225.02
1.000 224.56
1.618 223.82
2.618 222.62
4.250 220.66
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 226.36 226.04
PP 226.32 225.82
S1 226.29 225.61

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

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