SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 201.60 203.24 1.64 0.8% 199.34
High 203.82 205.23 1.41 0.7% 202.81
Low 201.55 202.77 1.22 0.6% 197.38
Close 203.34 204.63 1.29 0.6% 202.76
Range 2.27 2.46 0.19 8.4% 5.43
ATR 2.69 2.67 -0.02 -0.6% 0.00
Volume 129,303,104 134,278,496 4,975,392 3.8% 613,798,200
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 211.59 210.57 205.98
R3 209.13 208.11 205.31
R2 206.67 206.67 205.08
R1 205.65 205.65 204.86 206.16
PP 204.21 204.21 204.21 204.47
S1 203.19 203.19 204.40 203.70
S2 201.75 201.75 204.18
S3 199.29 200.73 203.95
S4 196.83 198.27 203.28
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
5 205.23 199.52 5.71 2.8% 2.15 1.1% 89% True False 113,665,400
10 205.23 197.38 7.85 3.8% 2.17 1.1% 92% True False 117,345,430
20 205.23 189.32 15.91 7.8% 2.28 1.1% 96% True False 118,001,064
40 205.23 181.09 24.14 11.8% 2.69 1.3% 98% True False 140,226,927
60 207.79 181.02 26.77 13.1% 2.80 1.4% 88% False False 147,548,354
80 211.00 181.02 29.98 14.7% 2.75 1.3% 79% False False 144,141,042
100 211.66 181.02 30.64 15.0% 2.58 1.3% 77% False False 136,447,475
120 211.66 181.02 30.64 15.0% 2.57 1.3% 77% False False 134,908,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 215.69
2.618 211.67
1.618 209.21
1.000 207.69
0.618 206.75
HIGH 205.23
0.618 204.29
0.500 204.00
0.382 203.71
LOW 202.77
0.618 201.25
1.000 200.31
1.618 198.79
2.618 196.33
4.250 192.32
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 204.42 204.13
PP 204.21 203.64
S1 204.00 203.14

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.