SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Dec-2018

Day Change Summary
	Previous	Current
	11-Dec-2018	12-Dec-2018	Change	Change %	Previous Week
Open	267.66	267.47	-0.19	-0.1%	280.28
High	267.87	269.00	1.13	0.4%	280.40
Low	262.48	265.37	2.89	1.1%	262.44
Close	264.13	265.46	1.33	0.5%	263.57
Range	5.39	3.63	-1.76	-32.7%	17.96
ATR	5.30	5.27	-0.03	-0.6%	0.00
Volume	121,504,400	97,976,704	-23,527,696	-19.4%	646,208,000

Daily Pivots for day following 12-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	277.50	275.11	267.46
R3	273.87	271.48	266.46
R2	270.24	270.24	266.13
R1	267.85	267.85	265.79	267.23
PP	266.61	266.61	266.61	266.30
S1	264.22	264.22	265.13	263.60
S2	262.98	262.98	264.79
S3	259.35	260.59	264.46
S4	255.72	256.96	263.46

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	322.68	311.09	273.45
R3	304.72	293.13	268.51
R2	286.76	286.76	266.86
R1	275.17	275.17	265.22	271.99
PP	268.80	268.80	268.80	267.21
S1	257.21	257.21	261.92	254.03
S2	250.84	250.84	260.28
S3	232.88	239.25	258.63
S4	214.92	221.29	253.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	271.22	258.62	12.60	4.7%	6.34	2.4%	54%	False	False	147,226,240
10	280.40	258.62	21.78	8.2%	5.57	2.1%	31%	False	False	132,531,499
20	280.40	258.62	21.78	8.2%	4.71	1.8%	31%	False	False	116,176,754
40	281.22	258.62	22.60	8.5%	4.77	1.8%	30%	False	False	118,347,717
60	293.94	258.62	35.32	13.3%	4.14	1.6%	19%	False	False	111,437,525
80	293.94	258.62	35.32	13.3%	3.50	1.3%	19%	False	False	98,028,488
100	293.94	258.62	35.32	13.3%	3.18	1.2%	19%	False	False	90,600,581
120	293.94	258.62	35.32	13.3%	3.00	1.1%	19%	False	False	86,737,901

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.23
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	284.43
2.618	278.50
1.618	274.87
1.000	272.63
0.618	271.24
HIGH	269.00
0.618	267.61
0.500	267.19
0.382	266.76
LOW	265.37
0.618	263.13
1.000	261.74
1.618	259.50
2.618	255.87
4.250	249.94

Fisher Pivots for day following 12-Dec-2018
Pivot	1 day	3 day
R1	267.19	264.91
PP	266.61	264.36
S1	266.04	263.81

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