SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 226.27 226.53 0.26 0.1% 225.04
High 226.58 227.75 1.17 0.5% 227.75
Low 225.48 225.90 0.42 0.2% 223.88
Close 226.40 227.21 0.81 0.4% 227.21
Range 1.10 1.85 0.75 68.2% 3.87
ATR 1.53 1.56 0.02 1.5% 0.00
Volume 78,379,000 71,559,904 -6,819,096 -8.7% 320,049,800
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 232.50 231.71 228.23
R3 230.65 229.86 227.72
R2 228.80 228.80 227.55
R1 228.01 228.01 227.38 228.41
PP 226.95 226.95 226.95 227.15
S1 226.16 226.16 227.04 226.56
S2 225.10 225.10 226.87
S3 223.25 224.31 226.70
S4 221.40 222.46 226.19
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 237.89 236.42 229.34
R3 234.02 232.55 228.27
R2 230.15 230.15 227.92
R1 228.68 228.68 227.56 229.42
PP 226.28 226.28 226.28 226.65
S1 224.81 224.81 226.86 225.55
S2 222.41 222.41 226.50
S3 218.54 220.94 226.15
S4 214.67 217.07 225.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 227.75 222.73 5.02 2.2% 1.63 0.7% 89% True False 85,809,620
10 227.75 222.73 5.02 2.2% 1.36 0.6% 89% True False 67,742,830
20 228.34 222.73 5.61 2.5% 1.36 0.6% 80% False False 87,481,254
40 228.34 212.34 16.00 7.0% 1.45 0.6% 93% False False 89,376,034
60 228.34 208.38 19.96 8.8% 1.50 0.7% 94% False False 88,837,576
80 228.34 208.38 19.96 8.8% 1.56 0.7% 94% False False 91,095,863
100 228.34 208.38 19.96 8.8% 1.57 0.7% 94% False False 90,934,973
120 228.34 208.38 19.96 8.8% 1.51 0.7% 94% False False 86,349,720
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 235.61
2.618 232.59
1.618 230.74
1.000 229.60
0.618 228.89
HIGH 227.75
0.618 227.04
0.500 226.83
0.382 226.61
LOW 225.90
0.618 224.76
1.000 224.05
1.618 222.91
2.618 221.06
4.250 218.04
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 227.08 227.01
PP 226.95 226.81
S1 226.83 226.62

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

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