SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 227.02 227.41 0.39 0.2% 220.65
High 228.34 228.23 -0.11 0.0% 226.53
Low 227.00 225.37 -1.63 -0.7% 220.42
Close 227.76 225.88 -1.88 -0.8% 226.51
Range 1.34 2.86 1.52 113.4% 6.11
ATR 1.65 1.73 0.09 5.3% 0.00
Volume 110,477,400 142,501,792 32,024,392 29.0% 426,173,100
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 235.07 233.34 227.45
R3 232.21 230.48 226.67
R2 229.35 229.35 226.40
R1 227.62 227.62 226.14 227.06
PP 226.49 226.49 226.49 226.21
S1 224.76 224.76 225.62 224.20
S2 223.63 223.63 225.36
S3 220.77 221.90 225.09
S4 217.91 219.04 224.31
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
5 228.34 224.26 4.08 1.8% 1.60 0.7% 40% False False 108,543,057
10 228.34 219.15 9.19 4.1% 1.59 0.7% 73% False False 93,504,909
20 228.34 217.42 10.92 4.8% 1.32 0.6% 77% False False 82,540,214
40 228.34 208.38 19.96 8.8% 1.58 0.7% 88% False False 92,990,759
60 228.34 208.38 19.96 8.8% 1.61 0.7% 88% False False 91,597,457
80 228.34 208.38 19.96 8.8% 1.66 0.7% 88% False False 94,605,487
100 228.34 208.38 19.96 8.8% 1.57 0.7% 88% False False 88,561,138
120 228.34 198.65 29.69 13.1% 1.58 0.7% 92% False False 90,971,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 240.39
2.618 235.72
1.618 232.86
1.000 231.09
0.618 230.00
HIGH 228.23
0.618 227.14
0.500 226.80
0.382 226.46
LOW 225.37
0.618 223.60
1.000 222.51
1.618 220.74
2.618 217.88
4.250 213.22
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 226.80 226.86
PP 226.49 226.53
S1 226.19 226.21

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

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