SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 207.26 206.39 -0.87 -0.4% 210.42
High 208.10 206.42 -1.68 -0.8% 211.11
Low 206.36 204.51 -1.85 -0.9% 204.12
Close 206.43 205.70 -0.73 -0.4% 205.74
Range 1.74 1.91 0.17 9.8% 6.99
ATR 2.13 2.12 -0.02 -0.7% 0.00
Volume 126,768,703 137,303,391 10,534,688 8.3% 581,117,484
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 211.27 210.40 206.75
R3 209.36 208.49 206.23
R2 207.45 207.45 206.05
R1 206.58 206.58 205.88 206.06
PP 205.54 205.54 205.54 205.29
S1 204.67 204.67 205.52 204.15
S2 203.63 203.63 205.35
S3 201.72 202.76 205.17
S4 199.81 200.85 204.65
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
5 208.61 204.12 4.49 2.2% 1.72 0.8% 35% False False 126,451,700
10 211.11 204.12 6.99 3.4% 1.80 0.9% 23% False False 123,700,210
20 211.27 204.12 7.15 3.5% 2.01 1.0% 22% False False 128,745,560
40 212.24 203.51 8.73 4.2% 1.76 0.9% 25% False False 112,538,570
60 212.24 197.86 14.38 7.0% 2.16 1.1% 55% False False 128,021,149
80 212.97 197.86 15.11 7.3% 2.26 1.1% 52% False False 133,477,441
100 212.97 197.86 15.11 7.3% 2.04 1.0% 52% False False 123,093,778
120 212.97 181.92 31.05 15.1% 2.12 1.0% 77% False False 130,295,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 214.54
2.618 211.42
1.618 209.51
1.000 208.33
0.618 207.60
HIGH 206.42
0.618 205.69
0.500 205.47
0.382 205.24
LOW 204.51
0.618 203.33
1.000 202.60
1.618 201.42
2.618 199.51
4.250 196.39
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 205.62 206.56
PP 205.54 206.27
S1 205.47 205.99

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

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