SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jan-2018

Day Change Summary
	Previous	Current
	04-Jan-2018	05-Jan-2018	Change	Change %	Previous Week
Open	271.20	272.51	1.31	0.5%	267.84
High	272.16	273.56	1.40	0.5%	273.56
Low	270.55	271.95	1.41	0.5%	267.40
Close	271.61	273.42	1.81	0.7%	273.42
Range	1.62	1.61	-0.01	-0.3%	6.16
ATR	1.48	1.51	0.03	2.3%	0.00
Volume	80,636,400	83,523,904	2,887,504	3.6%	340,886,400

Daily Pivots for day following 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	277.81	277.22	274.31
R3	276.20	275.61	273.86
R2	274.59	274.59	273.72
R1	274.00	274.00	273.57	274.30
PP	272.98	272.98	272.98	273.12
S1	272.39	272.39	273.27	272.69
S2	271.37	271.37	273.12
S3	269.76	270.78	272.98
S4	268.15	269.17	272.53

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	289.94	287.84	276.81
R3	283.78	281.68	275.11
R2	277.62	277.62	274.55
R1	275.52	275.52	273.98	276.57
PP	271.46	271.46	271.46	271.99
S1	269.36	269.36	272.86	270.41
S2	265.30	265.30	272.29
S3	259.14	263.20	271.73
S4	252.98	257.04	270.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	273.56	266.64	6.92	2.5%	1.65	0.6%	98%	True	False	87,378,760
10	273.56	266.64	6.92	2.5%	1.18	0.4%	98%	True	False	73,075,830
20	273.56	262.94	10.62	3.9%	1.23	0.4%	99%	True	False	82,189,190
40	273.56	255.63	17.93	6.6%	1.40	0.5%	99%	True	False	78,608,297
60	273.56	254.00	19.56	7.2%	1.30	0.5%	99%	True	False	72,292,268
80	273.56	248.08	25.48	9.3%	1.21	0.4%	99%	True	False	69,591,316
100	273.56	241.83	31.73	11.6%	1.26	0.5%	100%	True	False	69,574,569
120	273.56	241.83	31.73	11.6%	1.24	0.5%	100%	True	False	67,926,530

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	280.40
2.618	277.77
1.618	276.16
1.000	275.17
0.618	274.55
HIGH	273.56
0.618	272.94
0.500	272.76
0.382	272.57
LOW	271.95
0.618	270.96
1.000	270.34
1.618	269.35
2.618	267.74
4.250	265.11

Fisher Pivots for day following 05-Jan-2018
Pivot	1 day	3 day
R1	273.20	272.70
PP	272.98	271.98
S1	272.76	271.26

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