SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 199.96 201.26 1.30 0.7% 199.34
High 201.07 202.81 1.74 0.9% 202.81
Low 197.38 199.52 2.14 1.1% 197.38
Close 199.54 202.76 3.22 1.6% 202.76
Range 3.69 3.29 -0.40 -10.8% 5.43
ATR 2.91 2.93 0.03 0.9% 0.00
Volume 156,838,800 137,964,496 -18,874,304 -12.0% 613,798,200
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 211.57 210.45 204.57
R3 208.28 207.16 203.66
R2 204.99 204.99 203.36
R1 203.87 203.87 203.06 204.43
PP 201.70 201.70 201.70 201.98
S1 200.58 200.58 202.46 201.14
S2 198.41 198.41 202.16
S3 195.12 197.29 201.86
S4 191.83 194.00 200.95
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 217.27 215.45 205.75
R3 211.84 210.02 204.25
R2 206.41 206.41 203.76
R1 204.59 204.59 203.26 205.50
PP 200.98 200.98 200.98 201.44
S1 199.16 199.16 202.26 200.07
S2 195.55 195.55 201.76
S3 190.12 193.73 201.27
S4 184.69 188.30 199.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 202.81 197.38 5.43 2.7% 2.37 1.2% 99% True False 122,759,640
10 202.81 193.33 9.48 4.7% 2.44 1.2% 99% True False 120,839,648
20 202.81 183.96 18.85 9.3% 2.34 1.2% 100% True False 120,794,719
40 202.81 181.02 21.79 10.7% 2.98 1.5% 100% True False 155,653,690
60 208.48 181.02 27.46 13.5% 2.90 1.4% 79% False False 153,301,848
80 211.00 181.02 29.98 14.8% 2.77 1.4% 73% False False 144,365,658
100 211.66 181.02 30.64 15.1% 2.59 1.3% 71% False False 136,463,070
120 211.66 181.02 30.64 15.1% 2.58 1.3% 71% False False 135,586,681
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 True
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 216.79
2.618 211.42
1.618 208.13
1.000 206.10
0.618 204.84
HIGH 202.81
0.618 201.55
0.500 201.17
0.382 200.78
LOW 199.52
0.618 197.49
1.000 196.23
1.618 194.20
2.618 190.91
4.250 185.54
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 202.23 201.87
PP 201.70 200.98
S1 201.17 200.10

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

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