SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 205.13 206.98 1.85 0.9% 210.42
High 205.95 208.61 2.66 1.3% 211.11
Low 204.90 206.96 2.06 1.0% 204.12
Close 205.74 208.25 2.51 1.2% 205.74
Range 1.05 1.65 0.60 57.1% 6.99
ATR 2.10 2.15 0.06 2.6% 0.00
Volume 118,938,898 96,180,305 -22,758,593 -19.1% 581,117,484
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 212.89 212.22 209.16
R3 211.24 210.57 208.70
R2 209.59 209.59 208.55
R1 208.92 208.92 208.40 209.26
PP 207.94 207.94 207.94 208.11
S1 207.27 207.27 208.10 207.61
S2 206.29 206.29 207.95
S3 204.64 205.62 207.80
S4 202.99 203.97 207.34
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 227.96 223.84 209.58
R3 220.97 216.85 207.66
R2 213.98 213.98 207.02
R1 209.86 209.86 206.38 208.43
PP 206.99 206.99 206.99 206.27
S1 202.87 202.87 205.10 201.44
S2 200.00 200.00 204.46
S3 193.01 195.88 203.82
S4 186.02 188.89 201.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 210.40 204.12 6.28 3.0% 2.05 1.0% 66% False False 121,102,659
10 211.27 204.12 7.15 3.4% 2.04 1.0% 58% False False 129,624,901
20 212.05 204.12 7.93 3.8% 2.00 1.0% 52% False False 126,783,101
40 212.24 197.86 14.38 6.9% 1.83 0.9% 72% False False 113,119,766
60 212.24 197.86 14.38 6.9% 2.20 1.1% 72% False False 128,471,589
80 212.97 197.86 15.11 7.3% 2.24 1.1% 69% False False 132,179,895
100 212.97 197.86 15.11 7.3% 2.03 1.0% 69% False False 122,303,569
120 212.97 181.92 31.05 14.9% 2.15 1.0% 85% False False 130,881,063
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 215.62
2.618 212.93
1.618 211.28
1.000 210.26
0.618 209.63
HIGH 208.61
0.618 207.98
0.500 207.79
0.382 207.59
LOW 206.96
0.618 205.94
1.000 205.31
1.618 204.29
2.618 202.64
4.250 199.95
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 208.10 207.62
PP 207.94 206.99
S1 207.79 206.37

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These figures are updated between 7pm and 10pm EST after a trading day.

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