SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jan-2018

Day Change Summary
	Previous	Current
	12-Jan-2018	16-Jan-2018	Change	Change %	Previous Week
Open	276.42	279.35	2.93	1.1%	273.31
High	278.11	280.09	1.98	0.7%	278.11
Low	276.08	276.18	0.10	0.0%	272.92
Close	277.92	276.97	-0.95	-0.3%	277.92
Range	2.03	3.91	1.88	92.6%	5.19
ATR	1.56	1.72	0.17	10.8%	0.00
Volume	90,816,000	106,555,104	15,739,104	17.3%	337,324,704

Daily Pivots for day following 16-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	289.48	287.13	279.12
R3	285.57	283.22	278.05
R2	281.66	281.66	277.69
R1	279.31	279.31	277.33	278.53
PP	277.75	277.75	277.75	277.36
S1	275.40	275.40	276.61	274.62
S2	273.84	273.84	276.25
S3	269.93	271.49	275.89
S4	266.02	267.58	274.82

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	291.89	290.09	280.77
R3	286.70	284.90	279.35
R2	281.51	281.51	278.87
R1	279.71	279.71	278.40	280.61
PP	276.32	276.32	276.32	276.77
S1	274.52	274.52	277.44	275.42
S2	271.13	271.13	276.97
S3	265.94	269.33	276.49
S4	260.75	264.14	275.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	280.09	272.92	7.17	2.6%	2.03	0.7%	56%	True	False	77,312,141
10	280.09	267.40	12.69	4.6%	1.76	0.6%	75%	True	False	78,476,620
20	280.09	265.39	14.70	5.3%	1.42	0.5%	79%	True	False	78,101,806
40	280.09	257.48	22.62	8.2%	1.47	0.5%	86%	True	False	79,757,922
60	280.09	254.00	26.09	9.4%	1.43	0.5%	88%	True	False	75,353,421
80	280.09	248.08	32.01	11.6%	1.30	0.5%	90%	True	False	70,102,015
100	280.09	242.93	37.16	13.4%	1.27	0.5%	92%	True	False	68,955,304
120	280.09	241.83	38.26	13.8%	1.29	0.5%	92%	True	False	68,865,857

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	0.43
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	296.71
2.618	290.33
1.618	286.42
1.000	284.00
0.618	282.51
HIGH	280.09
0.618	278.60
0.500	278.14
0.382	277.67
LOW	276.18
0.618	273.76
1.000	272.27
1.618	269.85
2.618	265.94
4.250	259.56

Fisher Pivots for day following 16-Jan-2018
Pivot	1 day	3 day
R1	278.14	277.33
PP	277.75	277.21
S1	277.36	277.09

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