SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 202.16 201.36 -0.80 -0.4% 199.34
High 203.04 202.53 -0.51 -0.3% 202.81
Low 201.77 201.05 -0.72 -0.4% 197.38
Close 202.50 202.17 -0.33 -0.2% 202.76
Range 1.27 1.48 0.21 16.5% 5.43
ATR 2.81 2.72 -0.10 -3.4% 0.00
Volume 73,611,904 93,169,000 19,557,096 26.6% 613,798,200
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 206.36 205.74 202.98
R3 204.88 204.26 202.58
R2 203.40 203.40 202.44
R1 202.78 202.78 202.31 203.09
PP 201.92 201.92 201.92 202.07
S1 201.30 201.30 202.03 201.61
S2 200.44 200.44 201.90
S3 198.96 199.82 201.76
S4 197.48 198.34 201.36
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
5 203.04 197.38 5.66 2.8% 2.22 1.1% 85% False False 111,277,060
10 203.04 197.25 5.79 2.9% 2.04 1.0% 85% False False 110,745,969
20 203.04 189.32 13.72 6.8% 2.24 1.1% 94% False False 116,739,609
40 203.04 181.02 22.02 10.9% 2.83 1.4% 96% False False 145,682,175
60 208.48 181.02 27.46 13.6% 2.83 1.4% 77% False False 150,230,093
80 211.00 181.02 29.98 14.8% 2.74 1.4% 71% False False 143,465,808
100 211.66 181.02 30.64 15.2% 2.59 1.3% 69% False False 136,581,155
120 211.66 181.02 30.64 15.2% 2.56 1.3% 69% False False 134,813,047
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 2 trading days
Fibonacci Retracements and Extensions
4.250 208.82
2.618 206.40
1.618 204.92
1.000 204.01
0.618 203.44
HIGH 202.53
0.618 201.96
0.500 201.79
0.382 201.62
LOW 201.05
0.618 200.14
1.000 199.57
1.618 198.66
2.618 197.18
4.250 194.76
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 202.04 201.87
PP 201.92 201.58
S1 201.79 201.28

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

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