SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 201.36 201.60 0.24 0.1% 199.34
High 202.53 203.82 1.29 0.6% 202.81
Low 201.05 201.55 0.50 0.2% 197.38
Close 202.17 203.34 1.17 0.6% 202.76
Range 1.48 2.27 0.79 53.4% 5.43
ATR 2.72 2.69 -0.03 -1.2% 0.00
Volume 93,169,000 129,303,104 36,134,104 38.8% 613,798,200
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 209.71 208.80 204.59
R3 207.44 206.53 203.96
R2 205.17 205.17 203.76
R1 204.26 204.26 203.55 204.72
PP 202.90 202.90 202.90 203.13
S1 201.99 201.99 203.13 202.45
S2 200.63 200.63 202.92
S3 198.36 199.72 202.72
S4 196.09 197.45 202.09
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
5 203.82 197.38 6.44 3.2% 2.40 1.2% 93% True False 118,177,460
10 203.82 197.38 6.44 3.2% 2.09 1.0% 93% True False 113,434,790
20 203.82 189.32 14.50 7.1% 2.23 1.1% 97% True False 116,404,289
40 203.82 181.02 22.80 11.2% 2.79 1.4% 98% True False 144,033,657
60 207.79 181.02 26.77 13.2% 2.81 1.4% 83% False False 149,500,269
80 211.00 181.02 29.98 14.7% 2.73 1.3% 74% False False 143,565,316
100 211.66 181.02 30.64 15.1% 2.59 1.3% 73% False False 136,853,806
120 211.66 181.02 30.64 15.1% 2.57 1.3% 73% False False 135,117,318
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 213.47
2.618 209.76
1.618 207.49
1.000 206.09
0.618 205.22
HIGH 203.82
0.618 202.95
0.500 202.69
0.382 202.42
LOW 201.55
0.618 200.15
1.000 199.28
1.618 197.88
2.618 195.61
4.250 191.90
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 203.12 203.04
PP 202.90 202.74
S1 202.69 202.44

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

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