SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 197.74 198.79 1.05 0.5% 193.87
High 199.06 199.80 0.74 0.4% 196.68
Low 197.25 198.11 0.86 0.4% 189.32
Close 199.00 199.78 0.78 0.4% 195.09
Range 1.81 1.69 -0.12 -6.6% 7.36
ATR 3.26 3.15 -0.11 -3.4% 0.00
Volume 102,414,896 95,172,096 -7,242,800 -7.1% 606,469,392
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 204.30 203.73 200.71
R3 202.61 202.04 200.24
R2 200.92 200.92 200.09
R1 200.35 200.35 199.93 200.64
PP 199.23 199.23 199.23 199.37
S1 198.66 198.66 199.63 198.95
S2 197.54 197.54 199.47
S3 195.85 196.97 199.32
S4 194.16 195.28 198.85
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
5 199.80 193.33 6.47 3.2% 2.39 1.2% 100% True False 119,027,657
10 199.80 189.32 10.48 5.2% 2.39 1.2% 100% True False 118,656,697
20 199.80 181.09 18.71 9.4% 2.66 1.3% 100% True False 136,821,710
40 200.06 181.02 19.04 9.5% 3.23 1.6% 99% False False 165,996,546
60 209.73 181.02 28.71 14.4% 2.95 1.5% 65% False False 155,541,786
80 211.00 181.02 29.98 15.0% 2.74 1.4% 63% False False 143,328,165
100 211.66 181.02 30.64 15.3% 2.55 1.3% 61% False False 135,034,158
120 211.66 181.02 30.64 15.3% 2.59 1.3% 61% False False 136,996,205
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.63
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 206.98
2.618 204.22
1.618 202.53
1.000 201.49
0.618 200.84
HIGH 199.80
0.618 199.15
0.500 198.96
0.382 198.76
LOW 198.11
0.618 197.07
1.000 196.42
1.618 195.38
2.618 193.69
4.250 190.93
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 199.51 198.90
PP 199.23 198.01
S1 198.96 197.13

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

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