SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 198.79 200.01 1.22 0.6% 195.11
High 199.80 201.35 1.55 0.8% 201.35
Low 198.11 199.03 0.92 0.5% 193.33
Close 199.78 200.43 0.65 0.3% 200.43
Range 1.69 2.32 0.63 37.3% 8.02
ATR 3.15 3.09 -0.06 -1.9% 0.00
Volume 95,172,096 129,293,600 34,121,504 35.9% 594,598,288
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 207.23 206.15 201.71
R3 204.91 203.83 201.07
R2 202.59 202.59 200.86
R1 201.51 201.51 200.64 202.05
PP 200.27 200.27 200.27 200.54
S1 199.19 199.19 200.22 199.73
S2 197.95 197.95 200.00
S3 195.63 196.87 199.79
S4 193.31 194.55 199.15
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 222.43 219.45 204.84
R3 214.41 211.43 202.64
R2 206.39 206.39 201.90
R1 203.41 203.41 201.17 204.90
PP 198.37 198.37 198.37 199.12
S1 195.39 195.39 199.69 196.88
S2 190.35 190.35 198.96
S3 182.33 187.37 198.22
S4 174.31 179.35 196.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 201.35 193.33 8.02 4.0% 2.50 1.2% 89% True False 118,919,657
10 201.35 189.32 12.03 6.0% 2.45 1.2% 92% True False 120,106,768
20 201.35 181.09 20.26 10.1% 2.64 1.3% 95% True False 136,309,805
40 201.35 181.02 20.33 10.1% 3.23 1.6% 95% True False 165,426,071
60 208.68 181.02 27.66 13.8% 2.95 1.5% 70% False False 155,996,228
80 211.00 181.02 29.98 15.0% 2.75 1.4% 65% False False 143,563,443
100 211.66 181.02 30.64 15.3% 2.56 1.3% 63% False False 135,247,714
120 211.66 181.02 30.64 15.3% 2.60 1.3% 63% False False 137,076,226
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 0.66
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 211.21
2.618 207.42
1.618 205.10
1.000 203.67
0.618 202.78
HIGH 201.35
0.618 200.46
0.500 200.19
0.382 199.92
LOW 199.03
0.618 197.60
1.000 196.71
1.618 195.28
2.618 192.96
4.250 189.17
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 200.35 200.05
PP 200.27 199.68
S1 200.19 199.30

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.