SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 224.48 224.73 0.25 0.1% 226.02
High 224.89 224.83 -0.06 0.0% 226.73
Low 223.84 222.73 -1.11 -0.5% 222.73
Close 224.35 223.53 -0.82 -0.4% 223.53
Range 1.05 2.10 1.05 100.0% 4.00
ATR 1.47 1.52 0.04 3.1% 0.00
Volume 48,696,000 108,998,304 60,302,304 123.8% 264,461,704
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 230.00 228.86 224.69
R3 227.90 226.76 224.11
R2 225.80 225.80 223.92
R1 224.66 224.66 223.72 224.18
PP 223.70 223.70 223.70 223.46
S1 222.56 222.56 223.34 222.08
S2 221.60 221.60 223.15
S3 219.50 220.46 222.95
S4 217.40 218.36 222.38
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 236.33 233.93 225.73
R3 232.33 229.93 224.63
R2 228.33 228.33 224.26
R1 225.93 225.93 223.90 225.13
PP 224.33 224.33 224.33 223.93
S1 221.93 221.93 223.16 221.13
S2 220.33 220.33 222.80
S3 216.33 217.93 222.43
S4 212.33 213.93 221.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 226.73 222.73 4.00 1.8% 1.34 0.6% 20% False True 60,231,900
10 226.73 222.73 4.00 1.8% 1.13 0.5% 20% False True 76,188,750
20 228.34 219.26 9.08 4.1% 1.38 0.6% 47% False False 87,143,434
40 228.34 208.38 19.96 8.9% 1.49 0.7% 76% False False 91,740,494
60 228.34 208.38 19.96 8.9% 1.52 0.7% 76% False False 89,085,709
80 228.34 208.38 19.96 8.9% 1.63 0.7% 76% False False 95,176,989
100 228.34 208.38 19.96 8.9% 1.54 0.7% 76% False False 90,150,185
120 228.34 208.38 19.96 8.9% 1.50 0.7% 76% False False 86,552,937
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 233.76
2.618 230.33
1.618 228.23
1.000 226.93
0.618 226.13
HIGH 224.83
0.618 224.03
0.500 223.78
0.382 223.53
LOW 222.73
0.618 221.43
1.000 220.63
1.618 219.33
2.618 217.23
4.250 213.81
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 223.78 224.66
PP 223.70 224.28
S1 223.61 223.91

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

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