SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 226.02 226.57 0.55 0.2% 225.25
High 226.73 226.59 -0.14 -0.1% 226.57
Low 226.00 224.27 -1.73 -0.8% 224.92
Close 226.27 224.40 -1.87 -0.8% 225.71
Range 0.73 2.32 1.59 217.8% 1.65
ATR 1.44 1.50 0.06 4.4% 0.00
Volume 42,672,400 64,095,000 21,422,600 50.2% 341,005,704
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 232.05 230.54 225.68
R3 229.73 228.22 225.04
R2 227.41 227.41 224.83
R1 225.90 225.90 224.61 225.50
PP 225.09 225.09 225.09 224.88
S1 223.58 223.58 224.19 223.18
S2 222.77 222.77 223.97
S3 220.45 221.26 223.76
S4 218.13 218.94 223.12
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 230.68 229.85 226.62
R3 229.03 228.20 226.16
R2 227.38 227.38 226.01
R1 226.55 226.55 225.86 226.97
PP 225.73 225.73 225.73 225.94
S1 224.90 224.90 225.56 225.32
S2 224.08 224.08 225.41
S3 222.43 223.25 225.26
S4 220.78 221.60 224.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 226.73 224.27 2.46 1.1% 1.01 0.5% 5% False True 53,518,640
10 228.23 224.27 3.96 1.8% 1.29 0.6% 3% False True 87,166,748
20 228.34 219.15 9.19 4.1% 1.37 0.6% 57% False False 88,875,329
40 228.34 208.38 19.96 8.9% 1.54 0.7% 80% False False 93,450,951
60 228.34 208.38 19.96 8.9% 1.52 0.7% 80% False False 89,670,202
80 228.34 208.38 19.96 8.9% 1.62 0.7% 80% False False 94,871,520
100 228.34 208.38 19.96 8.9% 1.53 0.7% 80% False False 89,484,823
120 228.34 208.38 19.96 8.9% 1.50 0.7% 80% False False 86,696,397
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 True
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 236.45
2.618 232.66
1.618 230.34
1.000 228.91
0.618 228.02
HIGH 226.59
0.618 225.70
0.500 225.43
0.382 225.16
LOW 224.27
0.618 222.84
1.000 221.95
1.618 220.52
2.618 218.20
4.250 214.41
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 225.43 225.50
PP 225.09 225.13
S1 224.74 224.77

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

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