SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 195.01 197.74 2.73 1.4% 193.87
High 198.21 199.06 0.85 0.4% 196.68
Low 194.45 197.25 2.80 1.4% 189.32
Close 198.11 199.00 0.89 0.4% 195.09
Range 3.76 1.81 -1.95 -51.9% 7.36
ATR 3.38 3.26 -0.11 -3.3% 0.00
Volume 141,799,696 102,414,896 -39,384,800 -27.8% 606,469,392
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 203.87 203.24 200.00
R3 202.06 201.43 199.50
R2 200.25 200.25 199.33
R1 199.62 199.62 199.17 199.94
PP 198.44 198.44 198.44 198.59
S1 197.81 197.81 198.83 198.13
S2 196.63 196.63 198.67
S3 194.82 196.00 198.50
S4 193.01 194.19 198.00
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
5 199.06 192.83 6.23 3.1% 2.59 1.3% 99% True False 122,138,878
10 199.06 189.32 9.74 4.9% 2.38 1.2% 99% True False 119,373,788
20 199.06 181.09 17.97 9.0% 2.81 1.4% 100% True False 142,315,850
40 201.90 181.02 20.88 10.5% 3.23 1.6% 86% False False 166,388,389
60 209.97 181.02 28.95 14.5% 2.99 1.5% 62% False False 157,170,839
80 211.00 181.02 29.98 15.1% 2.74 1.4% 60% False False 143,118,623
100 211.66 181.02 30.64 15.4% 2.56 1.3% 59% False False 135,612,990
120 211.66 181.02 30.64 15.4% 2.61 1.3% 59% False False 137,524,861
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 False
Bull Hook False
Stretch 0.57
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 206.75
2.618 203.80
1.618 201.99
1.000 200.87
0.618 200.18
HIGH 199.06
0.618 198.37
0.500 198.16
0.382 197.94
LOW 197.25
0.618 196.13
1.000 195.44
1.618 194.32
2.618 192.51
4.250 189.56
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 198.72 198.07
PP 198.44 197.13
S1 198.16 196.20

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

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