SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jan-2024

Day Change Summary
	Previous	Current
	12-Jan-2024	16-Jan-2024	Change	Change %	Previous Week
Open	477.84	475.26	-2.58	-0.5%	468.43
High	478.60	476.61	-1.99	-0.4%	478.60
Low	475.23	473.06	-2.17	-0.5%	468.30
Close	476.68	474.93	-1.75	-0.4%	476.68
Range	3.37	3.55	0.18	5.3%	10.30
ATR	4.13	4.10	-0.04	-0.9%	0.00
Volume	58,026,400	85,014,800	26,988,400	46.5%	344,088,100

Daily Pivots for day following 16-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	485.52	483.77	476.88
R3	481.97	480.22	475.91
R2	478.42	478.42	475.58
R1	476.67	476.67	475.26	475.77
PP	474.87	474.87	474.87	474.41
S1	473.12	473.12	474.60	472.22
S2	471.32	471.32	474.28
S3	467.77	469.57	473.95
S4	464.22	466.02	472.98

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	505.43	501.35	482.35
R3	495.13	491.05	479.51
R2	484.83	484.83	478.57
R1	480.75	480.75	477.62	482.79
PP	474.53	474.53	474.53	475.55
S1	470.45	470.45	475.74	472.49
S2	464.23	464.23	474.79
S3	453.93	460.15	473.85
S4	443.63	449.85	471.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	478.60	471.35	7.25	1.5%	3.99	0.8%	49%	False	False	70,844,780
10	478.60	466.43	12.17	2.6%	4.05	0.9%	70%	False	False	82,604,740
20	478.60	466.43	12.17	2.6%	3.73	0.8%	70%	False	False	83,665,755
40	478.60	448.12	30.48	6.4%	3.53	0.7%	88%	False	False	77,088,347
60	478.60	409.21	69.39	14.6%	3.87	0.8%	95%	False	False	81,147,203
80	478.60	409.21	69.39	14.6%	4.23	0.9%	95%	False	False	83,167,625
100	478.60	409.21	69.39	14.6%	4.18	0.9%	95%	False	False	80,978,551
120	478.60	409.21	69.39	14.6%	4.22	0.9%	95%	False	False	80,161,415

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.82
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	491.70
2.618	485.90
1.618	482.35
1.000	480.16
0.618	478.80
HIGH	476.61
0.618	475.25
0.500	474.83
0.382	474.42
LOW	473.06
0.618	470.87
1.000	469.51
1.618	467.32
2.618	463.77
4.250	457.97

Fisher Pivots for day following 16-Jan-2024
Pivot	1 day	3 day
R1	474.90	475.43
PP	474.87	475.26
S1	474.83	475.10

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