SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Dec-2017

Day Change Summary
	Previous	Current
	13-Dec-2017	14-Dec-2017	Change	Change %	Previous Week
Open	267.06	267.09	0.03	0.0%	266.31
High	267.56	267.22	-0.34	-0.1%	266.80
Low	266.65	265.60	-1.05	-0.4%	262.71
Close	266.75	265.66	-1.09	-0.4%	265.51
Range	0.91	1.62	0.71	78.0%	4.09
ATR	1.57	1.57	0.00	0.2%	0.00
Volume	102,905,400	100,666,600	-2,238,800	-2.2%	401,715,784

Daily Pivots for day following 14-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	271.02	269.96	266.55
R3	269.40	268.34	266.11
R2	267.78	267.78	265.96
R1	266.72	266.72	265.81	266.44
PP	266.16	266.16	266.16	266.02
S1	265.10	265.10	265.51	264.82
S2	264.54	264.54	265.36
S3	262.92	263.48	265.21
S4	261.30	261.86	264.77

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	277.28	275.48	267.76
R3	273.19	271.39	266.63
R2	269.10	269.10	266.26
R1	267.30	267.30	265.88	266.16
PP	265.01	265.01	265.01	264.43
S1	263.21	263.21	265.14	262.07
S2	260.92	260.92	264.76
S3	256.83	259.12	264.39
S4	252.74	255.03	263.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	267.56	264.03	3.53	1.3%	1.18	0.4%	46%	False	False	89,681,800
10	267.56	260.76	6.80	2.6%	1.78	0.7%	72%	False	False	93,795,188
20	267.56	257.48	10.09	3.8%	1.52	0.6%	81%	False	False	81,414,038
40	267.56	254.00	13.56	5.1%	1.43	0.5%	86%	False	False	73,979,229
60	267.56	248.08	19.48	7.3%	1.25	0.5%	90%	False	False	67,435,418
80	267.56	242.93	24.63	9.3%	1.23	0.5%	92%	False	False	66,668,678
100	267.56	241.83	25.73	9.7%	1.26	0.5%	93%	False	False	67,018,668
120	267.56	239.96	27.60	10.4%	1.27	0.5%	93%	False	False	65,638,758

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	274.11
2.618	271.46
1.618	269.84
1.000	268.84
0.618	268.22
HIGH	267.22
0.618	266.60
0.500	266.41
0.382	266.22
LOW	265.60
0.618	264.60
1.000	263.98
1.618	262.98
2.618	261.36
4.250	258.72

Fisher Pivots for day following 14-Dec-2017
Pivot	1 day	3 day
R1	266.41	266.58
PP	266.16	266.27
S1	265.91	265.97

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols