SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 195.11 195.01 -0.10 -0.1% 193.87
High 196.23 198.21 1.98 1.0% 196.68
Low 193.33 194.45 1.12 0.6% 189.32
Close 193.56 198.11 4.55 2.4% 195.09
Range 2.90 3.76 0.86 29.7% 7.36
ATR 3.28 3.38 0.10 3.0% 0.00
Volume 125,918,000 141,799,696 15,881,696 12.6% 606,469,392
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 208.20 206.92 200.18
R3 204.44 203.16 199.14
R2 200.68 200.68 198.80
R1 199.40 199.40 198.45 200.04
PP 196.92 196.92 196.92 197.25
S1 195.64 195.64 197.77 196.28
S2 193.16 193.16 197.42
S3 189.40 191.88 197.08
S4 185.64 188.12 196.04
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 215.78 212.79 199.14
R3 208.42 205.43 197.11
R2 201.06 201.06 196.44
R1 198.07 198.07 195.76 199.57
PP 193.70 193.70 193.70 194.44
S1 190.71 190.71 194.42 192.21
S2 186.34 186.34 193.74
S3 178.98 183.35 193.07
S4 171.62 175.99 191.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 198.21 189.32 8.89 4.5% 3.07 1.6% 99% True False 131,818,318
10 198.21 189.32 8.89 4.5% 2.43 1.2% 99% True False 122,733,248
20 198.21 181.09 17.12 8.6% 2.84 1.4% 99% True False 146,323,350
40 201.90 181.02 20.88 10.5% 3.25 1.6% 82% False False 169,386,854
60 209.97 181.02 28.95 14.6% 3.04 1.5% 59% False False 158,234,326
80 211.50 181.02 30.48 15.4% 2.74 1.4% 56% False False 143,041,243
100 211.66 181.02 30.64 15.5% 2.57 1.3% 56% False False 135,831,913
120 211.66 181.02 30.64 15.5% 2.63 1.3% 56% False False 137,915,966
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 0.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 214.19
2.618 208.05
1.618 204.29
1.000 201.97
0.618 200.53
HIGH 198.21
0.618 196.77
0.500 196.33
0.382 195.89
LOW 194.45
0.618 192.13
1.000 190.69
1.618 188.37
2.618 184.61
4.250 178.47
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 197.52 197.33
PP 196.92 196.55
S1 196.33 195.77

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

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