SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Dec-2019

Day Change Summary
	Previous	Current
	30-Dec-2019	31-Dec-2019	Change	Change %	Previous Week
Open	322.95	320.53	-2.42	-0.7%	321.59
High	323.10	322.13	-0.97	-0.3%	323.80
Low	320.55	320.15	-0.40	-0.1%	320.90
Close	321.08	321.86	0.78	0.2%	322.86
Range	2.55	1.98	-0.57	-22.4%	2.90
ATR	1.92	1.93	0.00	0.2%	0.00
Volume	49,782,700	57,107,000	7,324,300	14.7%	146,864,500

Daily Pivots for day following 31-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	327.32	326.57	322.95
R3	325.34	324.59	322.40
R2	323.36	323.36	322.22
R1	322.61	322.61	322.04	322.99
PP	321.38	321.38	321.38	321.57
S1	320.63	320.63	321.68	321.01
S2	319.40	319.40	321.50
S3	317.42	318.65	321.32
S4	315.44	316.67	320.77

Weekly Pivots for week ending 27-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	331.22	329.94	324.46
R3	328.32	327.04	323.66
R2	325.42	325.42	323.39
R1	324.14	324.14	323.13	324.78
PP	322.52	322.52	322.52	322.84
S1	321.24	321.24	322.59	321.88
S2	319.62	319.62	322.33
S3	316.72	318.34	322.06
S4	313.82	315.44	321.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	323.80	320.15	3.65	1.1%	1.60	0.5%	47%	False	True	40,147,720
10	323.80	319.39	4.41	1.4%	1.41	0.4%	56%	False	False	59,781,240
20	323.80	307.13	16.67	5.2%	1.75	0.5%	88%	False	False	60,720,745
40	323.80	306.06	17.74	5.5%	1.69	0.5%	89%	False	False	56,492,710
60	323.80	288.49	35.31	11.0%	1.83	0.6%	95%	False	False	56,285,055
80	323.80	284.82	38.98	12.1%	2.12	0.7%	95%	False	False	60,280,354
100	323.80	282.39	41.41	12.9%	2.45	0.8%	95%	False	False	63,264,603
120	323.80	281.72	42.08	13.1%	2.55	0.8%	95%	False	False	65,163,119

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	True
Bull Hook	False
Stretch	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	330.55
2.618	327.31
1.618	325.33
1.000	324.11
0.618	323.35
HIGH	322.13
0.618	321.37
0.500	321.14
0.382	320.91
LOW	320.15
0.618	318.93
1.000	318.17
1.618	316.95
2.618	314.97
4.250	311.74

Fisher Pivots for day following 31-Dec-2019
Pivot	1 day	3 day
R1	321.62	321.98
PP	321.38	321.94
S1	321.14	321.90

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