SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Dec-2018

Day Change Summary
	Previous	Current
	19-Dec-2018	20-Dec-2018	Change	Change %	Previous Week
Open	255.17	249.86	-5.31	-2.1%	263.37
High	259.40	251.62	-7.78	-3.0%	269.00
Low	249.35	244.65	-4.70	-1.9%	258.62
Close	251.26	247.17	-4.09	-1.6%	260.47
Range	10.05	6.97	-3.08	-30.6%	10.38
ATR	5.60	5.70	0.10	1.7%	0.00
Volume	214,992,704	252,053,296	37,060,592	17.2%	584,550,600

Daily Pivots for day following 20-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	268.72	264.92	251.00
R3	261.75	257.95	249.09
R2	254.78	254.78	248.45
R1	250.98	250.98	247.81	249.40
PP	247.81	247.81	247.81	247.02
S1	244.01	244.01	246.53	242.43
S2	240.84	240.84	245.89
S3	233.87	237.04	245.25
S4	226.90	230.07	243.34

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	293.84	287.53	266.18
R3	283.46	277.15	263.32
R2	273.08	273.08	262.37
R1	266.77	266.77	261.42	264.74
PP	262.70	262.70	262.70	261.68
S1	256.39	256.39	259.52	254.36
S2	252.32	252.32	258.57
S3	241.94	246.01	257.62
S4	231.56	235.63	254.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	264.03	244.65	19.38	7.8%	6.60	2.7%	13%	False	True	176,802,859
10	271.22	244.65	26.57	10.7%	6.05	2.4%	9%	False	True	151,262,279
20	280.40	244.65	35.75	14.5%	5.06	2.0%	7%	False	True	128,992,359
40	281.22	244.65	36.57	14.8%	5.02	2.0%	7%	False	True	124,561,909
60	293.21	244.65	48.56	19.6%	4.59	1.9%	5%	False	True	120,871,630
80	293.94	244.65	49.29	19.9%	3.85	1.6%	5%	False	True	106,338,987
100	293.94	244.65	49.29	19.9%	3.41	1.4%	5%	False	True	96,483,327
120	293.94	244.65	49.29	19.9%	3.16	1.3%	5%	False	True	90,389,352

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	1.53
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	281.24
2.618	269.87
1.618	262.90
1.000	258.59
0.618	255.93
HIGH	251.62
0.618	248.96
0.500	248.14
0.382	247.31
LOW	244.65
0.618	240.34
1.000	237.68
1.618	233.37
2.618	226.40
4.250	215.03

Fisher Pivots for day following 20-Dec-2018
Pivot	1 day	3 day
R1	248.14	252.03
PP	247.81	250.41
S1	247.49	248.79

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