SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Dec-2017

Day Change Summary
	Previous	Current
	15-Dec-2017	18-Dec-2017	Change	Change %	Previous Week
Open	265.45	268.10	2.65	1.0%	265.58
High	267.04	268.60	1.56	0.6%	267.56
Low	265.39	267.98	2.59	1.0%	265.39
Close	266.51	268.20	1.69	0.6%	266.51
Range	1.65	0.62	-1.03	-62.4%	2.17
ATR	1.58	1.61	0.04	2.3%	0.00
Volume	144,610,208	83,653,504	-60,956,704	-42.2%	516,455,408

Daily Pivots for day following 18-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	270.12	269.78	268.54
R3	269.50	269.16	268.37
R2	268.88	268.88	268.31
R1	268.54	268.54	268.26	268.71
PP	268.26	268.26	268.26	268.35
S1	267.92	267.92	268.14	268.09
S2	267.64	267.64	268.09
S3	267.02	267.30	268.03
S4	266.40	266.68	267.86

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	273.00	271.92	267.70
R3	270.83	269.75	267.11
R2	268.66	268.66	266.91
R1	267.58	267.58	266.71	268.12
PP	266.49	266.49	266.49	266.76
S1	265.41	265.41	266.31	265.95
S2	264.32	264.32	266.11
S3	262.15	263.24	265.91
S4	259.98	261.07	265.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	268.60	265.39	3.21	1.2%	1.16	0.4%	88%	True	False	103,406,281
10	268.60	262.71	5.89	2.2%	1.28	0.5%	93%	True	False	90,778,420
20	268.60	257.86	10.74	4.0%	1.52	0.6%	96%	True	False	85,650,534
40	268.60	254.00	14.60	5.4%	1.41	0.5%	97%	True	False	75,908,822
60	268.60	248.08	20.52	7.7%	1.27	0.5%	98%	True	False	69,582,725
80	268.60	242.93	25.67	9.6%	1.23	0.5%	98%	True	False	68,260,157
100	268.60	241.83	26.77	10.0%	1.26	0.5%	99%	True	False	68,117,886
120	268.60	239.96	28.64	10.7%	1.26	0.5%	99%	True	False	66,271,871

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.26
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	271.24
2.618	270.22
1.618	269.60
1.000	269.22
0.618	268.98
HIGH	268.60
0.618	268.36
0.500	268.29
0.382	268.22
LOW	267.98
0.618	267.60
1.000	267.36
1.618	266.98
2.618	266.36
4.250	265.35

Fisher Pivots for day following 18-Dec-2017
Pivot	1 day	3 day
R1	268.29	267.80
PP	268.26	267.40
S1	268.23	267.00

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